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Bread Financial Holdings, Inc. BFH

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-24T04:27:13.539Z

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 · 2026-10-23T23:00:00.002470002Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:27:13.586264+00:00

Share price$99.89
1D-1.4%
AH$98.61$99.59$100.57$101.56$102.545:30 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.$1.18$3.92$6.66$9.40$12.14$86.22$93.44$100.67$107.89$115.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFH spot · $99.89BFH PRICE$1.48$1.89$2.30$2.71$3.20$3.76$4.32$5.01$5.87$6.81$7.80$8.93$11.35$1.56$1.70$2.15$2.67$3.11$3.44$4.14$5.16$6.19$7.22$8.50$9.78$11.17
PutsFair0.98×
CallsExpensive1.18×
SkewBullish-6.32 pp
Implied moveBullish±$8.46
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3051.5%15.9%90.4648.0%11.0%
25Δ111.5849.3%13.6%93.6639.5%7.9%
30Δ108.8547.2%11.3%95.2739.1%6.8%
35Δ106.1245.1%8.9%96.6839.1%5.9%
40Δ104.0743.9%7.4%98.0638.0%5.0%
45Δ102.5043.2%6.4%99.3735.3%4.0%
50Δ100.9242.5%5.4%100.7534.9%3.3%
55Δ99.3842.5%4.5%102.1736.4%2.9%
60Δ97.9043.2%3.9%103.6038.0%2.5%
65Δ96.3643.6%3.3%105.0339.5%2.1%
70Δ94.7843.7%2.7%106.7339.4%1.7%
75Δ93.1143.5%2.2%108.4439.2%1.2%
80Δ90.3848.7%1.8%110.2539.2%0.8%

20Δ

Calls
Pseudo strike
114.30
IV
51.5%
B/E move
15.9%
Puts
Pseudo strike
90.46
IV
48.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
111.58
IV
49.3%
B/E move
13.6%
Puts
Pseudo strike
93.66
IV
39.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
108.85
IV
47.2%
B/E move
11.3%
Puts
Pseudo strike
95.27
IV
39.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
106.12
IV
45.1%
B/E move
8.9%
Puts
Pseudo strike
96.68
IV
39.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
104.07
IV
43.9%
B/E move
7.4%
Puts
Pseudo strike
98.06
IV
38.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
102.50
IV
43.2%
B/E move
6.4%
Puts
Pseudo strike
99.37
IV
35.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
100.92
IV
42.5%
B/E move
5.4%
Puts
Pseudo strike
100.75
IV
34.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
99.38
IV
42.5%
B/E move
4.5%
Puts
Pseudo strike
102.17
IV
36.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
97.90
IV
43.2%
B/E move
3.9%
Puts
Pseudo strike
103.60
IV
38.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
96.36
IV
43.6%
B/E move
3.3%
Puts
Pseudo strike
105.03
IV
39.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
94.78
IV
43.7%
B/E move
2.7%
Puts
Pseudo strike
106.73
IV
39.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
93.11
IV
43.5%
B/E move
2.2%
Puts
Pseudo strike
108.44
IV
39.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
90.38
IV
48.7%
B/E move
1.8%
Puts
Pseudo strike
110.25
IV
39.2%
B/E move
0.8%

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%