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Bread Financial Holdings, Inc. BFH

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Market datapartial · fetched 2026-10-23T15:47:50.851Z

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 · 2026-10-23T15:46:27.35779705Z

FundamentalsAlpha Vantage · unavailable

Share price$100.98
1D-0.4%
$100.17$100.73$101.30$101.86$102.435:30 AM6:30 AM9:00 AM1:00 PMBFH
Sold putSold call

Bread Financial Holdings, Inc. options

Live interpolated BFH call and put midpoint premiums by absolute delta.Bread Financial Holdings, Inc.$1.01$3.97$6.93$9.88$12.84$86.87$94.03$101.18$108.34$115.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFH spot · $100.98BFH PRICE$1.33$1.55$2.09$2.64$3.19$3.82$4.45$5.09$5.91$6.83$7.86$9.01$10.36$1.43$1.76$2.32$2.93$3.46$4.09$4.91$5.73$6.55$7.69$8.86$10.04$11.99
PutsFair1.01×
CallsExpensive1.08×
SkewBullish-1.45 pp
Implied moveBearish±$9.37
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.6745.4%13.9%92.1043.6%10.2%
25Δ109.1437.2%9.6%94.5539.9%8.1%
30Δ107.7939.0%8.8%96.1240.4%7.1%
35Δ106.4440.8%8.0%97.5241.7%6.3%
40Δ105.0942.6%7.2%99.0340.5%5.4%
45Δ103.5742.5%6.3%100.5139.8%4.5%
50Δ102.0442.2%5.5%101.9539.9%3.9%
55Δ100.5141.9%4.6%103.3940.0%3.3%
60Δ98.9842.2%3.9%104.8340.1%2.7%
65Δ97.4542.7%3.3%106.4640.0%2.2%
70Δ95.8442.7%2.7%108.1239.8%1.7%
75Δ94.1542.6%2.2%109.7739.7%1.2%
80Δ92.3142.7%1.7%112.1140.0%0.9%

20Δ

Calls
Pseudo strike
113.67
IV
45.4%
B/E move
13.9%
Puts
Pseudo strike
92.10
IV
43.6%
B/E move
10.2%

25Δ

Calls
Pseudo strike
109.14
IV
37.2%
B/E move
9.6%
Puts
Pseudo strike
94.55
IV
39.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
107.79
IV
39.0%
B/E move
8.8%
Puts
Pseudo strike
96.12
IV
40.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
106.44
IV
40.8%
B/E move
8.0%
Puts
Pseudo strike
97.52
IV
41.7%
B/E move
6.3%

40Δ

Calls
Pseudo strike
105.09
IV
42.6%
B/E move
7.2%
Puts
Pseudo strike
99.03
IV
40.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
103.57
IV
42.5%
B/E move
6.3%
Puts
Pseudo strike
100.51
IV
39.8%
B/E move
4.5%

50Δ

Calls
Pseudo strike
102.04
IV
42.2%
B/E move
5.5%
Puts
Pseudo strike
101.95
IV
39.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
100.51
IV
41.9%
B/E move
4.6%
Puts
Pseudo strike
103.39
IV
40.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
98.98
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
104.83
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
97.45
IV
42.7%
B/E move
3.3%
Puts
Pseudo strike
106.46
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
95.84
IV
42.7%
B/E move
2.7%
Puts
Pseudo strike
108.12
IV
39.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
94.15
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
109.77
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
92.31
IV
42.7%
B/E move
1.7%
Puts
Pseudo strike
112.11
IV
40.0%
B/E move
0.9%

Options history

BFH37.3040.5543.802026-10-20: 40.42%2026-10-21: 43.35%2026-10-22: 37.75%Oct 20Oct 22
Table
DateIV
40.42%
43.35%
37.75%