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BRIGHT HORIZONS FAMILY SOLUTIONS INC. BFAM

i

Market datapartial · fetched 2026-11-04T05:50:08.037Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.002864959Z

FundamentalsAlpha Vantage · unavailable

Share price$53.24
1D-2.6%
AH$53.13$53.54$53.95$54.35$54.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFAM
Sold putSold callAH

BRIGHT HORIZONS FAMILY SOLUTIONS INC. options

Live interpolated BFAM call and put midpoint premiums by absolute delta.BRIGHT HORIZONS FAMILY SOLUTIONS INC.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBFAM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.85%
Daily close
BFAM35.0%50.3%65.7%2026-08-06: 41.68%2026-08-07: 44.08%2026-08-10: 44.57%2026-08-12: 44.79%2026-08-13: 45.33%2026-08-18: 61.50%2026-08-19: 45.97%2026-08-21: 37.09%2026-08-24: 37.27%2026-08-25: 38.92%2026-08-26: 38.03%2026-08-27: 38.07%2026-08-28: 38.13%2026-08-31: 38.61%2026-09-01: 38.33%2026-09-02: 38.66%2026-09-03: 39.40%2026-09-04: 39.92%2026-09-09: 47.49%2026-09-10: 45.44%2026-09-11: 41.67%2026-09-16: 63.55%2026-09-18: 42.15%2026-09-21: 43.78%2026-09-22: 42.18%2026-09-23: 42.59%2026-09-24: 43.36%2026-09-25: 43.54%2026-09-28: 45.90%2026-09-29: 44.87%2026-09-30: 44.84%2026-10-01: 43.29%2026-10-02: 44.25%2026-10-05: 47.28%2026-10-06: 51.73%2026-10-07: 51.44%2026-10-08: 47.43%2026-10-12: 44.28%2026-10-16: 45.64%2026-10-19: 46.90%2026-10-20: 45.54%2026-10-21: 47.12%2026-10-22: 47.08%2026-10-23: 47.28%2026-10-26: 48.95%2026-10-27: 49.94%2026-10-28: 47.94%2026-10-29: 48.85%2026-10-30: 43.85%Aug 6Sep 22Oct 30
49 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
41.68%
44.08%
44.57%
44.79%
45.33%
61.50%
45.97%
37.09%
37.27%
38.92%
38.03%
38.07%
38.13%
38.61%
38.33%
38.66%
39.40%
39.92%
47.49%
45.44%
41.67%
63.55%
42.15%
43.78%
42.18%
42.59%
43.36%
43.54%
45.90%
44.87%
44.84%
43.29%
44.25%
47.28%
51.73%
51.44%
47.43%
44.28%
45.64%
46.90%
45.54%
47.12%
47.08%
47.28%
48.95%
49.94%
47.94%
48.85%
43.85%