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Broadridge Financial Solutions Inc BR

i

Market dataready · fetched 2026-11-12T16:25:25.974Z

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 · 2026-11-12T16:24:39.028133088Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:25:25.288214+00:00

Share price$193.67
1D-0.5%
$193.06$193.52$193.99$194.46$194.925:30 AM6:30 AM9:00 AM1:00 PMBR
Sold putSold call

Broadridge Financial Solutions Inc options

Live interpolated BR call and put midpoint premiums by absolute delta.Broadridge Financial Solutions Inc$0.95$3.42$5.88$8.35$10.81$177.59$184.83$192.07$199.32$206.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BR spot · $193.66BR PRICE$1.31$1.70$2.09$2.34$2.57$2.81$3.50$4.23$4.96$5.69$6.96$8.53$10.10$1.22$1.70$2.19$2.68$2.95$3.22$3.48$3.74$4.61$5.48$6.36$7.23
Puts——
CallsFair1.00×
Skew——
Implied moveBalanced±$6.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.9939.5%6.5%185.5136.1%4.8%
25Δ202.6239.4%5.5%186.9836.9%4.3%
30Δ200.2439.3%4.5%188.4637.6%3.8%
35Δ198.4936.3%3.7%189.9438.4%3.3%
40Δ196.8133.0%3.0%191.2035.7%2.8%
45Δ195.1329.7%2.2%192.4632.9%2.3%
50Δ193.9230.2%1.9%193.7230.2%1.8%
55Δ192.7531.0%1.7%194.9727.4%1.3%
60Δ191.5931.8%1.5%196.1927.8%1.1%
65Δ190.4232.6%1.3%197.4028.3%0.9%
70Δ188.7934.3%1.1%198.6228.9%0.7%
75Δ186.8936.5%0.9%199.8329.4%0.5%
80Δ185.0038.8%0.7%

20Δ

Calls
Pseudo strike
204.99
IV
39.5%
B/E move
6.5%
Puts
Pseudo strike
185.51
IV
36.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
202.62
IV
39.4%
B/E move
5.5%
Puts
Pseudo strike
186.98
IV
36.9%
B/E move
4.3%

30Δ

Calls
Pseudo strike
200.24
IV
39.3%
B/E move
4.5%
Puts
Pseudo strike
188.46
IV
37.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
198.49
IV
36.3%
B/E move
3.7%
Puts
Pseudo strike
189.94
IV
38.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
196.81
IV
33.0%
B/E move
3.0%
Puts
Pseudo strike
191.20
IV
35.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
195.13
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
192.46
IV
32.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
193.92
IV
30.2%
B/E move
1.9%
Puts
Pseudo strike
193.72
IV
30.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
192.75
IV
31.0%
B/E move
1.7%
Puts
Pseudo strike
194.97
IV
27.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
191.59
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
196.19
IV
27.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
190.42
IV
32.6%
B/E move
1.3%
Puts
Pseudo strike
197.40
IV
28.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
188.79
IV
34.3%
B/E move
1.1%
Puts
Pseudo strike
198.62
IV
28.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
186.89
IV
36.5%
B/E move
0.9%
Puts
Pseudo strike
199.83
IV
29.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
185.00
IV
38.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.74%
Daily close
BR32.1%35.7%39.3%2026-08-14: 32.63%2026-08-17: 33.75%2026-08-18: 34.69%2026-08-21: 33.05%2026-08-24: 33.74%2026-08-25: 34.86%2026-08-26: 34.08%2026-08-27: 34.61%2026-08-28: 34.44%2026-08-31: 34.89%2026-09-01: 34.75%2026-09-02: 33.88%2026-09-03: 33.82%2026-09-04: 34.11%2026-09-08: 35.97%2026-09-09: 36.36%2026-09-10: 35.82%2026-09-11: 35.21%2026-09-14: 36.75%2026-09-15: 36.68%2026-09-16: 37.21%2026-09-17: 37.01%2026-09-18: 35.39%2026-09-21: 36.30%2026-09-22: 35.59%2026-09-23: 35.50%2026-09-24: 35.47%2026-09-25: 35.75%2026-09-28: 36.36%2026-09-29: 36.28%2026-09-30: 35.75%2026-10-01: 35.92%2026-10-02: 35.70%2026-10-05: 35.00%2026-10-06: 35.82%2026-10-07: 35.04%2026-10-08: 35.04%2026-10-09: 34.27%2026-10-12: 36.49%2026-10-13: 37.52%2026-10-14: 38.82%2026-10-16: 35.80%2026-10-19: 35.73%2026-10-20: 36.04%2026-10-21: 35.70%2026-10-22: 35.10%2026-10-23: 34.65%2026-10-26: 35.94%2026-10-27: 36.03%2026-10-28: 35.65%2026-10-29: 36.19%2026-10-30: 36.74%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
32.63%
33.75%
34.69%
33.05%
33.74%
34.86%
34.08%
34.61%
34.44%
34.89%
34.75%
33.88%
33.82%
34.11%
35.97%
36.36%
35.82%
35.21%
36.75%
36.68%
37.21%
37.01%
35.39%
36.30%
35.59%
35.50%
35.47%
35.75%
36.36%
36.28%
35.75%
35.92%
35.70%
35.00%
35.82%
35.04%
35.04%
34.27%
36.49%
37.52%
38.82%
35.80%
35.73%
36.04%
35.70%
35.10%
34.65%
35.94%
36.03%
35.65%
36.19%
36.74%