Share price$102.45
1D-6.2%
Sold putSold callAH
Bread Financial Holdings, Inc. BFH
FINANCIAL SERVICES · CREDIT SERVICESi
Market dataready · fetched 2026-10-22T23:52:05.187Z
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 · 2026-10-22T23:00:00.00330406Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:52:03.536881+00:00
Bread Financial Holdings, Inc. options
PutsCheap0.94×
CallsExpensive1.10×
SkewBullish-5.69 pp
Implied moveBearish±$9.14
TiltBalanced0.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 114.79 | 43.4% | 13.3% | 95.18 | 34.3% | 8.2% |
| 25Δ | 112.78 | 44.1% | 11.9% | 96.51 | 35.6% | 7.4% |
| 30Δ | 110.76 | 44.9% | 10.4% | 97.87 | 36.6% | 6.6% |
| 35Δ | 108.68 | 42.8% | 8.7% | 99.27 | 36.6% | 5.7% |
| 40Δ | 106.56 | 39.0% | 6.9% | 100.67 | 36.9% | 5.0% |
| 45Δ | 104.63 | 36.7% | 5.5% | 102.05 | 37.5% | 4.4% |
| 50Δ | 103.21 | 38.4% | 5.0% | 103.43 | 38.0% | 3.8% |
| 55Δ | 101.80 | 40.1% | 4.4% | 104.82 | 38.6% | 3.2% |
| 60Δ | 100.39 | 41.7% | 3.9% | 106.23 | 38.0% | 2.6% |
| 65Δ | 98.81 | 42.6% | 3.3% | 107.64 | 37.1% | 2.1% |
| 70Δ | 97.08 | 43.4% | 2.8% | 109.05 | 36.3% | 1.6% |
| 75Δ | 95.08 | 45.1% | 2.3% | 110.54 | 35.4% | 1.1% |
| 80Δ | 92.75 | 46.8% | 1.9% | 112.21 | 34.2% | 0.7% |
20Δ
- Pseudo strike
- 114.79
- IV
- 43.4%
- B/E move
- 13.3%
- Pseudo strike
- 95.18
- IV
- 34.3%
- B/E move
- 8.2%
25Δ
- Pseudo strike
- 112.78
- IV
- 44.1%
- B/E move
- 11.9%
- Pseudo strike
- 96.51
- IV
- 35.6%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 110.76
- IV
- 44.9%
- B/E move
- 10.4%
- Pseudo strike
- 97.87
- IV
- 36.6%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 108.68
- IV
- 42.8%
- B/E move
- 8.7%
- Pseudo strike
- 99.27
- IV
- 36.6%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 106.56
- IV
- 39.0%
- B/E move
- 6.9%
- Pseudo strike
- 100.67
- IV
- 36.9%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 104.63
- IV
- 36.7%
- B/E move
- 5.5%
- Pseudo strike
- 102.05
- IV
- 37.5%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 103.21
- IV
- 38.4%
- B/E move
- 5.0%
- Pseudo strike
- 103.43
- IV
- 38.0%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 101.80
- IV
- 40.1%
- B/E move
- 4.4%
- Pseudo strike
- 104.82
- IV
- 38.6%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 100.39
- IV
- 41.7%
- B/E move
- 3.9%
- Pseudo strike
- 106.23
- IV
- 38.0%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 98.81
- IV
- 42.6%
- B/E move
- 3.3%
- Pseudo strike
- 107.64
- IV
- 37.1%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 97.08
- IV
- 43.4%
- B/E move
- 2.8%
- Pseudo strike
- 109.05
- IV
- 36.3%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 95.08
- IV
- 45.1%
- B/E move
- 2.3%
- Pseudo strike
- 110.54
- IV
- 35.4%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 92.75
- IV
- 46.8%
- B/E move
- 1.9%
- Pseudo strike
- 112.21
- IV
- 34.2%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 40.42% | |
| 43.35% |