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Bread Financial Holdings, Inc. BFH

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Market datapartial · fetched 2026-10-22T21:26:18.413Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:45:00.779873321Z

FundamentalsAlpha Vantage · unavailable

Share price$100.41
1D-6.2%
AH$100$102$104$106$1085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFH
Sold putSold callAH

Bread Financial Holdings, Inc. options

Live interpolated BFH call and put midpoint premiums by absolute delta.Bread Financial Holdings, Inc.$0.53$4.97$9.40$13.84$18.27$86.30$94.48$102.65$110.83$119.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFH spot · $100.41BFH PRICE$1.47$2.02$2.55$2.91$3.36$4.35$5.34$6.33$7.58$9.21$11.25$13.65$16.99$1.01$1.31$1.71$2.11$2.53$2.94$3.50$4.07$4.64$5.20
PutsCheap0.75×
CallsExpensive1.43×
SkewBullish-25.49 pp
Implied moveBullish±$8.84
TiltBullish50.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.2348.8%15.2%93.8930.9%7.5%
25Δ112.0250.1%13.6%95.5829.2%6.1%
30Δ109.7951.1%11.9%96.7029.8%5.4%
35Δ107.1847.1%9.6%97.8130.2%4.7%
40Δ104.7444.3%7.7%98.9229.6%4.0%
45Δ103.1547.1%7.1%100.0329.1%3.3%
50Δ101.5650.0%6.5%101.0428.7%2.9%
55Δ99.9652.8%5.9%102.0628.2%2.4%
60Δ97.9955.0%5.1%103.0827.8%2.0%
65Δ95.7758.5%4.6%104.1027.4%1.5%
70Δ93.1863.0%4.0%
75Δ90.1967.6%3.4%
80Δ86.2874.3%2.9%

20Δ

Calls
Pseudo strike
114.23
IV
48.8%
B/E move
15.2%
Puts
Pseudo strike
93.89
IV
30.9%
B/E move
7.5%

25Δ

Calls
Pseudo strike
112.02
IV
50.1%
B/E move
13.6%
Puts
Pseudo strike
95.58
IV
29.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
109.79
IV
51.1%
B/E move
11.9%
Puts
Pseudo strike
96.70
IV
29.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
107.18
IV
47.1%
B/E move
9.6%
Puts
Pseudo strike
97.81
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
104.74
IV
44.3%
B/E move
7.7%
Puts
Pseudo strike
98.92
IV
29.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
103.15
IV
47.1%
B/E move
7.1%
Puts
Pseudo strike
100.03
IV
29.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
101.56
IV
50.0%
B/E move
6.5%
Puts
Pseudo strike
101.04
IV
28.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
99.96
IV
52.8%
B/E move
5.9%
Puts
Pseudo strike
102.06
IV
28.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
97.99
IV
55.0%
B/E move
5.1%
Puts
Pseudo strike
103.08
IV
27.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
95.77
IV
58.5%
B/E move
4.6%
Puts
Pseudo strike
104.10
IV
27.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
93.18
IV
63.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
90.19
IV
67.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
86.28
IV
74.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

BFH40.1941.8943.592026-10-20: 40.42%2026-10-21: 43.35%Oct 20Oct 21
Table
DateIV
40.42%
43.35%