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FuelCell Energy, Inc. Common Stock FCEL

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Market dataready · fetched 2026-11-10T22:20:51.075Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:50.852169194Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-10T22:20:50.631114+00:00

Share price$10.28
1D-2.7%
AH$9.96$10.16$10.36$10.56$10.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCEL
Sold putSold callAH

FuelCell Energy, Inc. Common Stock options

Live interpolated FCEL call and put midpoint premiums by absolute delta.FuelCell Energy, Inc. Common Stock$0.08$0.47$0.85$1.24$1.63$8.76$9.51$10.25$10.99$11.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCEL spot · $10.28FCEL PRICE$0.12$0.16$0.21$0.26$0.32$0.37$0.44$0.51$0.57$0.68$0.81$0.95$1.13$0.16$0.20$0.24$0.28$0.34$0.43$0.52$0.61$0.73$0.85$1.03$1.41$1.51
PutsExpensive1.09×
CallsExpensive1.22×
SkewBearish+6.80 pp
Implied moveBearish±$0.96
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.38123.0%11.9%9.32136.2%10.8%
25Δ11.18123.3%10.3%9.52138.0%9.4%
30Δ10.98123.6%8.8%9.71129.4%7.9%
35Δ10.82124.6%7.8%9.90120.8%6.4%
40Δ10.66125.6%6.8%10.07118.2%5.4%
45Δ10.50126.6%5.8%10.22121.8%4.8%
50Δ10.36125.1%5.0%10.36125.4%4.2%
55Δ10.21123.5%4.2%10.51129.0%3.7%
60Δ10.06121.9%3.4%10.68130.7%3.2%
65Δ9.90124.3%2.9%10.86132.4%2.6%
70Δ9.71129.8%2.4%11.08138.7%2.2%
75Δ9.53135.2%2.0%11.48162.2%2.0%
80Δ9.31137.6%1.5%11.64149.6%1.5%

20Δ

Calls
Pseudo strike
11.38
IV
123.0%
B/E move
11.9%
Puts
Pseudo strike
9.32
IV
136.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
11.18
IV
123.3%
B/E move
10.3%
Puts
Pseudo strike
9.52
IV
138.0%
B/E move
9.4%

30Δ

Calls
Pseudo strike
10.98
IV
123.6%
B/E move
8.8%
Puts
Pseudo strike
9.71
IV
129.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
10.82
IV
124.6%
B/E move
7.8%
Puts
Pseudo strike
9.90
IV
120.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
10.66
IV
125.6%
B/E move
6.8%
Puts
Pseudo strike
10.07
IV
118.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
10.50
IV
126.6%
B/E move
5.8%
Puts
Pseudo strike
10.22
IV
121.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
10.36
IV
125.1%
B/E move
5.0%
Puts
Pseudo strike
10.36
IV
125.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
10.21
IV
123.5%
B/E move
4.2%
Puts
Pseudo strike
10.51
IV
129.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
10.06
IV
121.9%
B/E move
3.4%
Puts
Pseudo strike
10.68
IV
130.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
9.90
IV
124.3%
B/E move
2.9%
Puts
Pseudo strike
10.86
IV
132.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
9.71
IV
129.8%
B/E move
2.4%
Puts
Pseudo strike
11.08
IV
138.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
9.53
IV
135.2%
B/E move
2.0%
Puts
Pseudo strike
11.48
IV
162.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.31
IV
137.6%
B/E move
1.5%
Puts
Pseudo strike
11.64
IV
149.6%
B/E move
1.5%

Options history

IV · four-Friday blend99.72%
Daily close
FCEL81.9%105.5%129.1%2026-08-12: 117.76%2026-08-13: 114.83%2026-08-14: 119.94%2026-08-17: 121.83%2026-08-18: 125.84%2026-08-19: 118.75%2026-08-20: 119.95%2026-08-21: 115.93%2026-08-24: 120.77%2026-08-25: 121.02%2026-08-26: 116.85%2026-08-27: 122.20%2026-08-28: 113.43%2026-08-31: 123.21%2026-09-01: 125.12%2026-09-02: 98.76%2026-09-03: 96.35%2026-09-04: 87.54%2026-09-08: 107.12%2026-09-09: 103.93%2026-09-10: 109.18%2026-09-11: 92.73%2026-09-14: 101.80%2026-09-15: 101.18%2026-09-16: 97.93%2026-09-17: 98.82%2026-09-18: 89.56%2026-09-21: 97.95%2026-09-22: 97.38%2026-09-23: 91.31%2026-09-24: 94.92%2026-09-25: 90.96%2026-09-28: 94.19%2026-09-29: 95.38%2026-09-30: 85.17%2026-10-01: 88.46%2026-10-02: 89.25%2026-10-05: 91.00%2026-10-06: 100.43%2026-10-07: 97.87%2026-10-08: 97.73%2026-10-09: 93.60%2026-10-12: 98.45%2026-10-13: 93.92%2026-10-14: 96.02%2026-10-15: 100.40%2026-10-16: 97.16%2026-10-19: 100.31%2026-10-20: 105.11%2026-10-21: 102.68%2026-10-22: 112.33%2026-10-23: 105.31%2026-10-26: 110.72%2026-10-27: 111.62%2026-10-28: 107.91%2026-10-29: 108.05%2026-10-30: 99.72%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
117.76%
114.83%
119.94%
121.83%
125.84%
118.75%
119.95%
115.93%
120.77%
121.02%
116.85%
122.20%
113.43%
123.21%
125.12%
98.76%
96.35%
87.54%
107.12%
103.93%
109.18%
92.73%
101.80%
101.18%
97.93%
98.82%
89.56%
97.95%
97.38%
91.31%
94.92%
90.96%
94.19%
95.38%
85.17%
88.46%
89.25%
91.00%
100.43%
97.87%
97.73%
93.60%
98.45%
93.92%
96.02%
100.40%
97.16%
100.31%
105.11%
102.68%
112.33%
105.31%
110.72%
111.62%
107.91%
108.05%
99.72%