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Bread Financial Holdings, Inc. BFH

i

Market datapartial · fetched 2026-11-13T01:24:10.074Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003847811Z

FundamentalsAlpha Vantage · unavailable

Share price$97.91
1D-1.5%
AH$96.32$97.14$97.97$98.79$99.625:30 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.$0.83$2.45$4.07$5.68$7.30$84.90$91.07$97.24$103.42$109.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BFH spot · $97.91BFH PRICE$1.48$1.85$2.09$2.33$2.57$2.73$2.76$2.84$3.38$3.92$4.49$5.19$5.90$1.00$1.21$1.49$1.77$2.05$2.46$2.87$3.29$4.00$4.94$5.89$6.83
Puts——
CallsFair1.03×
Skew——
Implied moveBullish±$5.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9898.5%15.9%
25Δ109.0394.1%13.2%93.7845.4%5.2%
30Δ106.5385.3%10.9%95.0242.2%4.2%
35Δ104.0476.6%8.6%95.8241.6%3.7%
40Δ101.5567.8%6.4%96.6340.9%3.1%
45Δ99.5859.2%4.5%97.4340.2%2.6%
50Δ98.4851.0%3.4%98.1840.1%2.2%
55Δ97.4043.8%2.4%98.9240.1%1.9%
60Δ96.5444.3%2.1%99.6740.0%1.6%
65Δ95.6844.9%1.7%100.6440.8%1.3%
70Δ94.8045.3%1.4%101.8042.1%1.1%
75Δ93.8345.0%1.1%102.9643.4%0.9%
80Δ92.8544.7%0.9%104.1244.7%0.6%

20Δ

Calls
Pseudo strike
111.98
IV
98.5%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
109.03
IV
94.1%
B/E move
13.2%
Puts
Pseudo strike
93.78
IV
45.4%
B/E move
5.2%

30Δ

Calls
Pseudo strike
106.53
IV
85.3%
B/E move
10.9%
Puts
Pseudo strike
95.02
IV
42.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
104.04
IV
76.6%
B/E move
8.6%
Puts
Pseudo strike
95.82
IV
41.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
101.55
IV
67.8%
B/E move
6.4%
Puts
Pseudo strike
96.63
IV
40.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
99.58
IV
59.2%
B/E move
4.5%
Puts
Pseudo strike
97.43
IV
40.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
98.48
IV
51.0%
B/E move
3.4%
Puts
Pseudo strike
98.18
IV
40.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
97.40
IV
43.8%
B/E move
2.4%
Puts
Pseudo strike
98.92
IV
40.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
96.54
IV
44.3%
B/E move
2.1%
Puts
Pseudo strike
99.67
IV
40.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
95.68
IV
44.9%
B/E move
1.7%
Puts
Pseudo strike
100.64
IV
40.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
94.80
IV
45.3%
B/E move
1.4%
Puts
Pseudo strike
101.80
IV
42.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
93.83
IV
45.0%
B/E move
1.1%
Puts
Pseudo strike
102.96
IV
43.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
92.85
IV
44.7%
B/E move
0.9%
Puts
Pseudo strike
104.12
IV
44.7%
B/E move
0.6%

Options history

IV · four-Friday blend38.10%
Daily close
BFH33.7%42.8%51.8%2026-08-14: 34.98%2026-08-17: 40.57%2026-08-18: 41.01%2026-08-19: 43.29%2026-08-21: 36.38%2026-08-24: 38.30%2026-08-25: 38.91%2026-08-26: 37.54%2026-08-27: 37.78%2026-08-28: 38.20%2026-08-31: 38.03%2026-09-01: 38.71%2026-09-02: 37.30%2026-09-03: 36.33%2026-09-04: 35.08%2026-09-08: 37.72%2026-09-09: 39.82%2026-09-10: 36.46%2026-09-11: 39.57%2026-09-14: 41.17%2026-09-15: 43.44%2026-09-17: 50.56%2026-09-18: 38.77%2026-09-21: 39.10%2026-09-22: 40.40%2026-09-23: 39.29%2026-09-24: 40.61%2026-09-25: 39.87%2026-09-28: 39.97%2026-09-29: 40.82%2026-09-30: 40.91%2026-10-01: 42.16%2026-10-02: 40.05%2026-10-05: 42.04%2026-10-06: 42.71%2026-10-07: 41.39%2026-10-08: 43.07%2026-10-09: 42.70%2026-10-12: 43.65%2026-10-13: 46.00%2026-10-14: 48.73%2026-10-16: 40.71%2026-10-19: 42.06%2026-10-20: 40.41%2026-10-21: 40.68%2026-10-22: 37.34%2026-10-23: 37.52%2026-10-26: 38.83%2026-10-27: 38.60%2026-10-28: 36.58%2026-10-29: 36.64%2026-10-30: 38.10%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
34.98%
40.57%
41.01%
43.29%
36.38%
38.30%
38.91%
37.54%
37.78%
38.20%
38.03%
38.71%
37.30%
36.33%
35.08%
37.72%
39.82%
36.46%
39.57%
41.17%
43.44%
50.56%
38.77%
39.10%
40.40%
39.29%
40.61%
39.87%
39.97%
40.82%
40.91%
42.16%
40.05%
42.04%
42.71%
41.39%
43.07%
42.70%
43.65%
46.00%
48.73%
40.71%
42.06%
40.41%
40.68%
37.34%
37.52%
38.83%
38.60%
36.58%
36.64%
38.10%