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BrightView Holdings, Inc. Common Stock BV

i

Market dataready · fetched 2026-11-05T15:13:35.626Z

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 · 2026-11-05T15:12:45.696012702Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-05T15:13:34.730177+00:00

Share price$11.90
1D-0.5%
$11.87$11.90$11.93$11.96$11.995:30 AM6:30 AM9:00 AM1:00 PMBV
Sold putSold call

BrightView Holdings, Inc. Common Stock options

Live interpolated BV call and put midpoint premiums by absolute delta.BrightView Holdings, Inc. Common Stock$1.09$1.66$2.24$2.81$3.39$10.07$10.88$11.69$12.50$13.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BV spot · $11.89BV PRICE$1.15$1.17$1.23$1.29$1.40$1.52$1.64$1.75$1.87$1.99$1.17$1.19$1.25$1.33$1.41$1.49$1.57$1.82$2.17$2.52$2.87$3.22
Puts——
Calls——
Skew——
Implied moveBearish±$2.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.38322.6%39.4%
25Δ9.51257.9%30.0%
30Δ10.29218.6%24.0%
35Δ17.04263.6%52.9%10.79198.3%20.4%
40Δ14.73213.4%33.6%11.30178.1%16.8%
45Δ13.68187.9%25.3%11.81157.9%13.3%
50Δ12.63162.4%17.1%12.31137.6%9.7%
55Δ12.18150.6%14.2%12.80129.7%7.7%
60Δ11.82140.8%12.1%13.28129.0%6.6%
65Δ11.45131.0%10.0%13.76128.3%5.5%
70Δ11.09121.2%7.9%14.24127.7%4.4%
75Δ10.72111.4%5.9%14.72127.0%3.3%
80Δ10.36101.6%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
322.6%
B/E move
39.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.51
IV
257.9%
B/E move
30.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.29
IV
218.6%
B/E move
24.0%

35Δ

Calls
Pseudo strike
17.04
IV
263.6%
B/E move
52.9%
Puts
Pseudo strike
10.79
IV
198.3%
B/E move
20.4%

40Δ

Calls
Pseudo strike
14.73
IV
213.4%
B/E move
33.6%
Puts
Pseudo strike
11.30
IV
178.1%
B/E move
16.8%

45Δ

Calls
Pseudo strike
13.68
IV
187.9%
B/E move
25.3%
Puts
Pseudo strike
11.81
IV
157.9%
B/E move
13.3%

50Δ

Calls
Pseudo strike
12.63
IV
162.4%
B/E move
17.1%
Puts
Pseudo strike
12.31
IV
137.6%
B/E move
9.7%

55Δ

Calls
Pseudo strike
12.18
IV
150.6%
B/E move
14.2%
Puts
Pseudo strike
12.80
IV
129.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
11.82
IV
140.8%
B/E move
12.1%
Puts
Pseudo strike
13.28
IV
129.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
11.45
IV
131.0%
B/E move
10.0%
Puts
Pseudo strike
13.76
IV
128.3%
B/E move
5.5%

70Δ

Calls
Pseudo strike
11.09
IV
121.2%
B/E move
7.9%
Puts
Pseudo strike
14.24
IV
127.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.72
IV
111.4%
B/E move
5.9%
Puts
Pseudo strike
14.72
IV
127.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.36
IV
101.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.31%
Daily close
BV63.6%81.8%100.0%2026-08-07: 94.11%2026-09-25: 66.13%2026-09-28: 69.42%2026-09-30: 79.92%2026-10-01: 81.47%2026-10-02: 82.98%2026-10-08: 93.87%2026-10-09: 97.53%2026-10-19: 73.05%2026-10-22: 79.94%2026-10-23: 81.27%2026-10-26: 83.69%2026-10-27: 84.10%2026-10-28: 78.89%2026-10-29: 74.09%2026-10-30: 76.31%Aug 7Oct 9Oct 30
16 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
94.11%
66.13%
69.42%
79.92%
81.47%
82.98%
93.87%
97.53%
73.05%
79.94%
81.27%
83.69%
84.10%
78.89%
74.09%
76.31%