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FuelCell Energy Inc FCEL

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-10-21T16:59:48.392Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:47.455285632Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T16:59:47.984285+00:00

Share price$12.91
1D-0.1%
$12.32$12.51$12.70$12.89$13.085:30 AM6:30 AM9:00 AM1:00 PMFCEL
Sold putSold call

FuelCell Energy Inc options

Live interpolated FCEL call and put midpoint premiums by absolute delta.FuelCell Energy Inc$0.04$0.78$1.52$2.25$2.99$11.28$12.04$12.80$13.57$14.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCEL spot · $12.90FCEL PRICE$0.12$0.16$0.19$0.25$0.30$0.36$0.42$0.50$0.58$0.66$0.77$0.88$0.99$0.14$0.18$0.22$0.27$0.33$0.39$0.45$0.54$0.63$0.73$1.08$2.31$2.78
PutsExpensive1.33×
CallsExpensive1.17×
SkewBearish+20.38 pp
Implied moveBearish±$0.88
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.91113.1%8.7%11.96128.8%8.4%
25Δ13.72112.2%7.5%12.17123.1%7.1%
30Δ13.53111.3%6.3%12.36117.0%5.9%
35Δ13.38112.4%5.6%12.54112.7%4.9%
40Δ13.24113.9%4.9%12.68112.4%4.3%
45Δ13.10115.3%4.3%12.81112.1%3.7%
50Δ12.96116.4%3.7%12.95111.9%3.2%
55Δ12.81116.8%3.2%13.09112.1%2.7%
60Δ12.67117.3%2.7%13.24112.6%2.3%
65Δ12.53117.7%2.2%13.39113.1%1.9%
70Δ12.37117.3%1.8%13.77133.8%1.7%
75Δ12.21116.7%1.4%14.96222.7%2.0%
80Δ12.05116.1%1.0%15.44249.0%1.9%

20Δ

Calls
Pseudo strike
13.91
IV
113.1%
B/E move
8.7%
Puts
Pseudo strike
11.96
IV
128.8%
B/E move
8.4%

25Δ

Calls
Pseudo strike
13.72
IV
112.2%
B/E move
7.5%
Puts
Pseudo strike
12.17
IV
123.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
13.53
IV
111.3%
B/E move
6.3%
Puts
Pseudo strike
12.36
IV
117.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
13.38
IV
112.4%
B/E move
5.6%
Puts
Pseudo strike
12.54
IV
112.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
13.24
IV
113.9%
B/E move
4.9%
Puts
Pseudo strike
12.68
IV
112.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
13.10
IV
115.3%
B/E move
4.3%
Puts
Pseudo strike
12.81
IV
112.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
12.96
IV
116.4%
B/E move
3.7%
Puts
Pseudo strike
12.95
IV
111.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
12.81
IV
116.8%
B/E move
3.2%
Puts
Pseudo strike
13.09
IV
112.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
12.67
IV
117.3%
B/E move
2.7%
Puts
Pseudo strike
13.24
IV
112.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
12.53
IV
117.7%
B/E move
2.2%
Puts
Pseudo strike
13.39
IV
113.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
12.37
IV
117.3%
B/E move
1.8%
Puts
Pseudo strike
13.77
IV
133.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
12.21
IV
116.7%
B/E move
1.4%
Puts
Pseudo strike
14.96
IV
222.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.05
IV
116.1%
B/E move
1.0%
Puts
Pseudo strike
15.44
IV
249.0%
B/E move
1.9%

Options history

FCEL99.93102.49105.042026-10-19: 100.29%2026-10-20: 104.69%Oct 19Oct 20
Table
DateIV
100.29%
104.69%