Share price$186.12
1D+4.0%
Sold putSold callAH
Broadridge Financial Solutions Inc BR
i
Market datapartial · fetched 2026-10-23T06:02:54.291Z
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 · 2026-10-22T23:00:00.003933519Z
FundamentalsAlpha Vantage · unavailable
Broadridge Financial Solutions Inc options
PutsExpensive1.80×
CallsExpensive1.16×
SkewBearish+2.04 pp
Implied moveBearish±$16.36
TiltBearish10.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 206.90 | 40.5% | 12.4% | 170.26 | 42.4% | 9.9% |
| 25Δ | 202.87 | 40.2% | 10.6% | 173.84 | 41.4% | 8.4% |
| 30Δ | 199.01 | 39.6% | 8.9% | 176.84 | 41.9% | 7.4% |
| 35Δ | 195.58 | 38.2% | 7.4% | 179.57 | 43.1% | 6.5% |
| 40Δ | 192.92 | 38.7% | 6.6% | 182.41 | 41.4% | 5.5% |
| 45Δ | 190.41 | 39.6% | 5.8% | 185.24 | 39.4% | 4.4% |
| 50Δ | 187.85 | 38.9% | 5.0% | 187.85 | 39.7% | 3.8% |
| 55Δ | 185.27 | 37.9% | 4.1% | 190.53 | 40.2% | 3.2% |
| 60Δ | 182.72 | 38.1% | 3.5% | 193.60 | 41.7% | 2.8% |
| 65Δ | 180.18 | 38.5% | 3.0% | 196.56 | 41.9% | 2.3% |
| 70Δ | 177.14 | 39.9% | 2.5% | 199.44 | 41.0% | 1.7% |
| 75Δ | 174.07 | 40.7% | 2.1% | 203.40 | 41.3% | 1.3% |
| 80Δ | 171.01 | 40.1% | 1.6% | 207.61 | 41.9% | 0.9% |
20Δ
- Pseudo strike
- 206.90
- IV
- 40.5%
- B/E move
- 12.4%
- Pseudo strike
- 170.26
- IV
- 42.4%
- B/E move
- 9.9%
25Δ
- Pseudo strike
- 202.87
- IV
- 40.2%
- B/E move
- 10.6%
- Pseudo strike
- 173.84
- IV
- 41.4%
- B/E move
- 8.4%
30Δ
- Pseudo strike
- 199.01
- IV
- 39.6%
- B/E move
- 8.9%
- Pseudo strike
- 176.84
- IV
- 41.9%
- B/E move
- 7.4%
35Δ
- Pseudo strike
- 195.58
- IV
- 38.2%
- B/E move
- 7.4%
- Pseudo strike
- 179.57
- IV
- 43.1%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 192.92
- IV
- 38.7%
- B/E move
- 6.6%
- Pseudo strike
- 182.41
- IV
- 41.4%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 190.41
- IV
- 39.6%
- B/E move
- 5.8%
- Pseudo strike
- 185.24
- IV
- 39.4%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 187.85
- IV
- 38.9%
- B/E move
- 5.0%
- Pseudo strike
- 187.85
- IV
- 39.7%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 185.27
- IV
- 37.9%
- B/E move
- 4.1%
- Pseudo strike
- 190.53
- IV
- 40.2%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 182.72
- IV
- 38.1%
- B/E move
- 3.5%
- Pseudo strike
- 193.60
- IV
- 41.7%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 180.18
- IV
- 38.5%
- B/E move
- 3.0%
- Pseudo strike
- 196.56
- IV
- 41.9%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 177.14
- IV
- 39.9%
- B/E move
- 2.5%
- Pseudo strike
- 199.44
- IV
- 41.0%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 174.07
- IV
- 40.7%
- B/E move
- 2.1%
- Pseudo strike
- 203.40
- IV
- 41.3%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 171.01
- IV
- 40.1%
- B/E move
- 1.6%
- Pseudo strike
- 207.61
- IV
- 41.9%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 36.17% | |
| 35.70% |