Share price$103.41
1D-3.6%
Sold putSold call
Bread Financial Holdings, Inc. BFH
i
Market datapartial · fetched 2026-10-22T16:18:58.896Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:18:40.07133584Z
FundamentalsAlpha Vantage · unavailable
Bread Financial Holdings, Inc. options
PutsFair1.01×
CallsFair1.01×
SkewBearish+1.07 pp
Implied moveBearish±$9.12
TiltBearish13.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 115.25 | 41.4% | 12.7% | 95.11 | 39.1% | 9.3% |
| 25Δ | 113.14 | 41.4% | 11.1% | 97.40 | 35.8% | 7.4% |
| 30Δ | 111.23 | 41.9% | 9.7% | 98.78 | 36.7% | 6.6% |
| 35Δ | 109.38 | 41.7% | 8.4% | 100.13 | 37.8% | 5.8% |
| 40Δ | 107.66 | 40.4% | 7.2% | 101.54 | 38.1% | 5.2% |
| 45Δ | 105.93 | 39.2% | 6.0% | 102.95 | 38.4% | 4.5% |
| 50Δ | 104.35 | 38.4% | 5.0% | 104.37 | 38.7% | 3.8% |
| 55Δ | 102.94 | 38.3% | 4.3% | 105.90 | 39.1% | 3.2% |
| 60Δ | 101.52 | 38.2% | 3.7% | 107.53 | 39.7% | 2.7% |
| 65Δ | 100.11 | 38.0% | 3.0% | 109.15 | 40.2% | 2.2% |
| 70Δ | 98.78 | 36.8% | 2.4% | 111.32 | 42.0% | 1.8% |
| 75Δ | 97.45 | 35.5% | 1.9% | 114.07 | 45.1% | 1.4% |
| 80Δ | 95.94 | 34.7% | 1.5% | 117.89 | 49.2% | 1.1% |
20Δ
- Pseudo strike
- 115.25
- IV
- 41.4%
- B/E move
- 12.7%
- Pseudo strike
- 95.11
- IV
- 39.1%
- B/E move
- 9.3%
25Δ
- Pseudo strike
- 113.14
- IV
- 41.4%
- B/E move
- 11.1%
- Pseudo strike
- 97.40
- IV
- 35.8%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 111.23
- IV
- 41.9%
- B/E move
- 9.7%
- Pseudo strike
- 98.78
- IV
- 36.7%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 109.38
- IV
- 41.7%
- B/E move
- 8.4%
- Pseudo strike
- 100.13
- IV
- 37.8%
- B/E move
- 5.8%
40Δ
- Pseudo strike
- 107.66
- IV
- 40.4%
- B/E move
- 7.2%
- Pseudo strike
- 101.54
- IV
- 38.1%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 105.93
- IV
- 39.2%
- B/E move
- 6.0%
- Pseudo strike
- 102.95
- IV
- 38.4%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 104.35
- IV
- 38.4%
- B/E move
- 5.0%
- Pseudo strike
- 104.37
- IV
- 38.7%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 102.94
- IV
- 38.3%
- B/E move
- 4.3%
- Pseudo strike
- 105.90
- IV
- 39.1%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 101.52
- IV
- 38.2%
- B/E move
- 3.7%
- Pseudo strike
- 107.53
- IV
- 39.7%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 100.11
- IV
- 38.0%
- B/E move
- 3.0%
- Pseudo strike
- 109.15
- IV
- 40.2%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 98.78
- IV
- 36.8%
- B/E move
- 2.4%
- Pseudo strike
- 111.32
- IV
- 42.0%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 97.45
- IV
- 35.5%
- B/E move
- 1.9%
- Pseudo strike
- 114.07
- IV
- 45.1%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 95.94
- IV
- 34.7%
- B/E move
- 1.5%
- Pseudo strike
- 117.89
- IV
- 49.2%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 40.42% | |
| 43.35% |