Bread Financial Holdings, Inc. (BFH) Options History
Historical options analytics archive for BFH with monthly max pain, implied volatility, gamma exposure, and put/call data.
51 months of complete options data available.
BFH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BFH. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 42.4% | 17.1% | $97.50 | -$38.8K | -$7.1M | 4.97 |
| 2026-05 | 20 | 45.9% | 26.7% | $75.00 | -$128.3K | $1.7M | 2.53 |
| 2026-04 | 21 | 45.1% | 40.8% | $77.50 | $110.0K | -$3.2M | 4.16 |
| 2026-03 | 22 | 48.4% | 30.6% | $72.50 | $14.1K | -$462.7K | 32.40 |
| 2026-02 | 19 | 40.8% | 21.2% | $70.00 | -$126.1K | $975.6K | 20.72 |
| 2026-01 | 20 | 43.3% | 24.4% | $72.50 | -$59.3K | -$870.0K | 6.59 |
This archive aggregates BFH's daily end-of-day options snapshots into monthly summaries, spanning 2022-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BFH option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 42.4%, a month-end max-pain strike around $97.50, an average put/call ratio of 4.97.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BFH history questions
- How much options history is available for BFH?
- This archive holds 51 months of BFH options analytics, spanning 2022-04 through 2026-06. Each entry is a monthly rollup of BFH's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BFH archive.
- What data does each monthly BFH aggregate contain?
- Every monthly row summarizes that month of BFH option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 42.4%, an average IV rank of 17.1%, a month-end max-pain strike around $97.50, an average put/call ratio of 4.97.
- How is the BFH options-history archive built and how often does it update?
- The archive is derived from BFH's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BFH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.