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Broadridge Financial Solutions Inc BR

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-10-23T06:52:44.093Z

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 · 2026-10-22T23:00:00.003933519Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:43.674758+00:00

Share price$186.12
1D+4.0%
AH$178$181$183$185$1875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBR
Sold putSold callAH

Broadridge Financial Solutions Inc options

Live interpolated BR call and put midpoint premiums by absolute delta.Broadridge Financial Solutions Inc$1.62$7.43$13.24$19.05$24.86$150.59$166.09$181.58$197.07$212.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BR spot · $186.12BR PRICE$2.25$2.97$3.68$4.38$5.42$6.52$7.52$8.50$9.94$11.44$13.66$15.91$18.08$2.58$3.39$4.44$5.61$6.50$7.39$8.85$10.43$12.64$14.66$16.54$19.70$23.18
PutsExpensive1.81×
CallsExpensive1.17×
SkewBearish+2.04 pp
Implied moveBearish±$16.36
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ206.9040.5%12.4%170.2642.4%9.9%
25Δ202.8740.2%10.6%173.8441.4%8.4%
30Δ199.0139.6%8.9%176.8441.9%7.4%
35Δ195.5838.2%7.4%179.5743.1%6.5%
40Δ192.9238.7%6.6%182.4141.4%5.5%
45Δ190.4139.6%5.8%185.2439.4%4.4%
50Δ187.8538.9%5.0%187.8539.7%3.8%
55Δ185.2737.9%4.1%190.5340.2%3.2%
60Δ182.7238.1%3.5%193.6041.7%2.8%
65Δ180.1838.5%3.0%196.5641.9%2.3%
70Δ177.1439.9%2.5%199.4441.0%1.7%
75Δ174.0740.7%2.1%203.4041.3%1.3%
80Δ171.0140.1%1.6%207.6141.9%0.9%

20Δ

Calls
Pseudo strike
206.90
IV
40.5%
B/E move
12.4%
Puts
Pseudo strike
170.26
IV
42.4%
B/E move
9.9%

25Δ

Calls
Pseudo strike
202.87
IV
40.2%
B/E move
10.6%
Puts
Pseudo strike
173.84
IV
41.4%
B/E move
8.4%

30Δ

Calls
Pseudo strike
199.01
IV
39.6%
B/E move
8.9%
Puts
Pseudo strike
176.84
IV
41.9%
B/E move
7.4%

35Δ

Calls
Pseudo strike
195.58
IV
38.2%
B/E move
7.4%
Puts
Pseudo strike
179.57
IV
43.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
192.92
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
182.41
IV
41.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
190.41
IV
39.6%
B/E move
5.8%
Puts
Pseudo strike
185.24
IV
39.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
187.85
IV
38.9%
B/E move
5.0%
Puts
Pseudo strike
187.85
IV
39.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
185.27
IV
37.9%
B/E move
4.1%
Puts
Pseudo strike
190.53
IV
40.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
182.72
IV
38.1%
B/E move
3.5%
Puts
Pseudo strike
193.60
IV
41.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
180.18
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
196.56
IV
41.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
177.14
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
199.44
IV
41.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
174.07
IV
40.7%
B/E move
2.1%
Puts
Pseudo strike
203.40
IV
41.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
171.01
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
207.61
IV
41.9%
B/E move
0.9%

Options history

BR35.6635.9336.202026-10-20: 36.17%2026-10-21: 35.70%Oct 20Oct 21
Table
DateIV
36.17%
35.70%