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Bread Financial Holdings, Inc. BFH

i

Market datapartial · fetched 2026-11-05T22:22:36.826Z

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 · 2026-11-05T21:10:00.00381444Z

FundamentalsAlpha Vantage · unavailable

Share price$102.57
1D-4.2%
AH$101$103$105$107$1095:30 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.$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 PRICEBFH 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 blend38.10%
Daily close
BFH33.7%42.8%51.8%2026-08-07: 38.73%2026-08-10: 39.68%2026-08-11: 40.04%2026-08-12: 37.50%2026-08-13: 38.22%2026-08-14: 34.98%2026-08-17: 40.57%2026-08-18: 41.01%2026-08-19: 43.29%2026-08-21: 36.38%2026-08-24: 38.30%2026-08-25: 38.91%2026-08-26: 37.54%2026-08-27: 37.78%2026-08-28: 38.20%2026-08-31: 38.03%2026-09-01: 38.71%2026-09-02: 37.30%2026-09-03: 36.33%2026-09-04: 35.08%2026-09-08: 37.72%2026-09-09: 39.82%2026-09-10: 36.46%2026-09-11: 39.57%2026-09-14: 41.17%2026-09-15: 43.44%2026-09-17: 50.56%2026-09-18: 38.77%2026-09-21: 39.10%2026-09-22: 40.40%2026-09-23: 39.29%2026-09-24: 40.61%2026-09-25: 39.87%2026-09-28: 39.97%2026-09-29: 40.82%2026-09-30: 40.91%2026-10-01: 42.16%2026-10-02: 40.05%2026-10-05: 42.04%2026-10-06: 42.71%2026-10-07: 41.39%2026-10-08: 43.07%2026-10-09: 42.70%2026-10-12: 43.65%2026-10-13: 46.00%2026-10-14: 48.73%2026-10-16: 40.71%2026-10-19: 42.06%2026-10-20: 40.41%2026-10-21: 40.68%2026-10-22: 37.34%2026-10-23: 37.52%2026-10-26: 38.83%2026-10-27: 38.60%2026-10-28: 36.58%2026-10-29: 36.64%2026-10-30: 38.10%Aug 7Sep 21Oct 30
57 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
38.73%
39.68%
40.04%
37.50%
38.22%
34.98%
40.57%
41.01%
43.29%
36.38%
38.30%
38.91%
37.54%
37.78%
38.20%
38.03%
38.71%
37.30%
36.33%
35.08%
37.72%
39.82%
36.46%
39.57%
41.17%
43.44%
50.56%
38.77%
39.10%
40.40%
39.29%
40.61%
39.87%
39.97%
40.82%
40.91%
42.16%
40.05%
42.04%
42.71%
41.39%
43.07%
42.70%
43.65%
46.00%
48.73%
40.71%
42.06%
40.41%
40.68%
37.34%
37.52%
38.83%
38.60%
36.58%
36.64%
38.10%