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Bread Financial Holdings, Inc. BFH

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-07T06:14:42.239Z

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 · 2026-11-07T00:00:00.002645107Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:14:41.395716+00:00

Share price$101.83
1D-1.0%
AH$101.54$102.16$102.78$103.40$104.025:30 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.$1.00$2.96$4.93$6.89$8.85$85.94$92.94$99.94$106.94$113.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFH spot · $101.83BFH PRICE$1.21$1.44$1.77$2.10$2.45$2.89$3.33$3.76$4.20$5.09$6.12$7.18$8.28$1.54$1.83$1.88$2.15$2.45$2.87$3.30$3.73$4.15$4.58$5.36$6.16$6.96
PutsCheap0.64×
CallsExpensive1.10×
SkewBullish-4.61 pp
Implied moveBalanced±$6.63
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.2159.0%12.4%92.3666.0%10.8%
25Δ109.6851.5%9.1%95.0660.2%8.4%
30Δ107.9849.9%7.8%97.5549.0%6.1%
35Δ106.2948.3%6.4%98.9345.5%5.0%
40Δ104.7346.9%5.3%100.2142.4%4.0%
45Δ103.6145.8%4.6%101.1641.2%3.5%
50Δ102.5044.8%3.9%102.1140.0%3.0%
55Δ101.3843.7%3.3%103.0638.9%2.5%
60Δ100.2642.7%2.6%104.0137.7%1.9%
65Δ98.9944.6%2.2%104.9636.5%1.4%
70Δ97.6647.5%1.9%106.0235.6%1.2%
75Δ96.2448.2%1.6%107.0834.7%0.9%
80Δ94.7748.6%1.2%108.1433.9%0.6%

20Δ

Calls
Pseudo strike
113.21
IV
59.0%
B/E move
12.4%
Puts
Pseudo strike
92.36
IV
66.0%
B/E move
10.8%

25Δ

Calls
Pseudo strike
109.68
IV
51.5%
B/E move
9.1%
Puts
Pseudo strike
95.06
IV
60.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
107.98
IV
49.9%
B/E move
7.8%
Puts
Pseudo strike
97.55
IV
49.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
106.29
IV
48.3%
B/E move
6.4%
Puts
Pseudo strike
98.93
IV
45.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
104.73
IV
46.9%
B/E move
5.3%
Puts
Pseudo strike
100.21
IV
42.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
103.61
IV
45.8%
B/E move
4.6%
Puts
Pseudo strike
101.16
IV
41.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
102.50
IV
44.8%
B/E move
3.9%
Puts
Pseudo strike
102.11
IV
40.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
101.38
IV
43.7%
B/E move
3.3%
Puts
Pseudo strike
103.06
IV
38.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
100.26
IV
42.7%
B/E move
2.6%
Puts
Pseudo strike
104.01
IV
37.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
98.99
IV
44.6%
B/E move
2.2%
Puts
Pseudo strike
104.96
IV
36.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
97.66
IV
47.5%
B/E move
1.9%
Puts
Pseudo strike
106.02
IV
35.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
96.24
IV
48.2%
B/E move
1.6%
Puts
Pseudo strike
107.08
IV
34.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
94.77
IV
48.6%
B/E move
1.2%
Puts
Pseudo strike
108.14
IV
33.9%
B/E move
0.6%

Options history

IV · four-Friday blend38.10%
Daily close
BFH33.7%42.8%51.8%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 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%