BFH · Expected Move
Bread Financial Holdings, Inc.
The expected move for BFH is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BFH straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BFH Expected Move
30-Day Straddle
$12.85
7-Day Straddle
$5.40
30-Day ATM IV
45.9%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to BFH's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BFH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $12.85 | $5.40 | 45.9% | 77% |
| 20261007 | $12.00 | $5.60 | 44.2% | 68% |
| 20261006 | $12.25 | $5.50 | 44.9% | 72% |
| 20261005 | $12.35 | $5.97 | 43.8% | 66% |
| 20261002 | $6.22 | $6.22 | 41.5% | 54% |
| 20261001 | $6.28 | $6.28 | 44.4% | 69% |
| 20260930 | $6.45 | $6.45 | 42.3% | 58% |
| 20260929 | $6.60 | $6.60 | 42.8% | 61% |
| 20260928 | $7.05 | $7.05 | 40.0% | 46% |
| 20260925 | $7.90 | $7.90 | 40.4% | 48% |
| 20260924 | $7.85 | $7.85 | 40.5% | 49% |
| 20260923 | $7.15 | $7.15 | 38.5% | 38% |
| 20260922 | $7.80 | $7.80 | 39.2% | 42% |
| 20260921 | $8.25 | $8.25 | 37.3% | 32% |
| 20260918 | $8.70 | $2.83 | 35.7% | 24% |
| 20260917 | $9.05 | $3.30 | 36.2% | 27% |
| 20260916 | $9.57 | $3.75 | 37.8% | 35% |
| 20260915 | $9.55 | $4.42 | 36.6% | 29% |
| 20260914 | $10.25 | $5.53 | 39.5% | 43% |
| 20260911 | $9.75 | $4.97 | 36.9% | 30% |
| 20260910 | $9.23 | $4.30 | 34.2% | 16% |
| 20260909 | $10.05 | $5.80 | 36.5% | 28% |
| 20260908 | $10.20 | $5.17 | 36.4% | 27% |
| 20260904 | $9.90 | $5.72 | 32.9% | 9% |
| 20260903 | $9.85 | $5.97 | 33.7% | 13% |
| 20260902 | $6.25 | $6.25 | 35.1% | 20% |
| 20260901 | $7.10 | $7.10 | 36.1% | 26% |
| 20260831 | $6.62 | $6.62 | 36.3% | 27% |
| 20260828 | $7.27 | $7.27 | 36.3% | 27% |
| 20260827 | $8.12 | $8.12 | 36.1% | 26% |
| 20260826 | $7.90 | $7.90 | 35.8% | 24% |
| 20260825 | $8.82 | $8.82 | 39.1% | 42% |
| 20260824 | $8.30 | $8.30 | 37.4% | 32% |
| 20260821 | $7.22 | $2.12 | 31.2% | 0% |
| 20260820 | $8.00 | $2.45 | 36.4% | 20% |
| 20260819 | $9.50 | $2.95 | 37.9% | 29% |
| 20260818 | $9.55 | $4.03 | 36.2% | 20% |
| 20260817 | $10.50 | $4.33 | 38.5% | 33% |
| 20260814 | $9.15 | $4.20 | 32.8% | 0% |
| 20260813 | $10.70 | $5.35 | 36.9% | 9% |
| 20260812 | $10.35 | $5.40 | 36.9% | 9% |
| 20260811 | $10.90 | $5.45 | 38.0% | 16% |
| 20260810 | $10.80 | $6.33 | 38.7% | 20% |
| 20260807 | — | — | 36.6% | 7% |
| 20260806 | $11.90 | $7.12 | 38.6% | 18% |
| 20260805 | $8.20 | $8.20 | 40.6% | 30% |
| 20260804 | $8.43 | $8.43 | 39.7% | 25% |
| 20260803 | $7.83 | $7.83 | 39.7% | 24% |
| 20260731 | $8.00 | $8.00 | 37.4% | 11% |
| 20260730 | $8.05 | $8.05 | 36.7% | 7% |
| 20260729 | $9.20 | $9.20 | 40.0% | 26% |
| 20260728 | $9.07 | $9.07 | 37.5% | 12% |
| 20260727 | $7.58 | $7.58 | 35.8% | 3% |
| 20260724 | $9.05 | $9.05 | 38.5% | 18% |
| 20260723 | $8.88 | $8.88 | 38.0% | 15% |
| 20260722 | $11.85 | $11.85 | 49.9% | 83% |
| 20260721 | $11.85 | $11.85 | 49.5% | 80% |
| 20260720 | $11.80 | $11.80 | 50.3% | 85% |
| 20260716 | $11.70 | $3.10 | 46.9% | 65% |
| 20260715 | $11.60 | $3.67 | 46.9% | 66% |
More on BFH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.