Share price$13.32
1D+3.1%
Sold putSold call
FuelCell Energy Inc FCEL
INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTSi
Market dataready · fetched 2026-10-21T17:48:02.333Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:48:00.499362619Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:48:01.031524+00:00
FuelCell Energy Inc options
PutsExpensive2.04×
CallsExpensive1.07×
SkewBearish+95.54 pp
Implied moveBearish±$0.91
TiltBearish56.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.36 | 113.3% | 8.7% | 12.41 | 118.1% | 7.9% |
| 25Δ | 14.13 | 109.6% | 7.3% | 12.60 | 116.0% | 6.7% |
| 30Δ | 13.94 | 107.8% | 6.1% | 12.77 | 114.9% | 5.9% |
| 35Δ | 13.79 | 108.5% | 5.4% | 12.93 | 113.9% | 5.0% |
| 40Δ | 13.65 | 109.2% | 4.7% | 13.08 | 113.7% | 4.3% |
| 45Δ | 13.50 | 109.9% | 4.0% | 13.22 | 113.9% | 3.8% |
| 50Δ | 13.36 | 111.5% | 3.5% | 13.37 | 114.2% | 3.3% |
| 55Δ | 13.22 | 113.0% | 3.0% | 13.55 | 119.4% | 2.8% |
| 60Δ | 13.08 | 114.6% | 2.6% | 14.35 | 198.9% | 3.4% |
| 65Δ | 12.93 | 116.0% | 2.1% | 15.16 | 278.4% | 3.9% |
| 70Δ | 12.76 | 117.2% | 1.7% | 15.96 | 357.8% | 4.4% |
| 75Δ | 12.59 | 118.4% | 1.4% | 16.51 | 325.2% | 3.1% |
| 80Δ | 12.42 | 116.1% | 1.0% | 22.14 | 622.8% | 4.3% |
20Δ
- Pseudo strike
- 14.36
- IV
- 113.3%
- B/E move
- 8.7%
- Pseudo strike
- 12.41
- IV
- 118.1%
- B/E move
- 7.9%
25Δ
- Pseudo strike
- 14.13
- IV
- 109.6%
- B/E move
- 7.3%
- Pseudo strike
- 12.60
- IV
- 116.0%
- B/E move
- 6.7%
30Δ
- Pseudo strike
- 13.94
- IV
- 107.8%
- B/E move
- 6.1%
- Pseudo strike
- 12.77
- IV
- 114.9%
- B/E move
- 5.9%
35Δ
- Pseudo strike
- 13.79
- IV
- 108.5%
- B/E move
- 5.4%
- Pseudo strike
- 12.93
- IV
- 113.9%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 13.65
- IV
- 109.2%
- B/E move
- 4.7%
- Pseudo strike
- 13.08
- IV
- 113.7%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 13.50
- IV
- 109.9%
- B/E move
- 4.0%
- Pseudo strike
- 13.22
- IV
- 113.9%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 13.36
- IV
- 111.5%
- B/E move
- 3.5%
- Pseudo strike
- 13.37
- IV
- 114.2%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 13.22
- IV
- 113.0%
- B/E move
- 3.0%
- Pseudo strike
- 13.55
- IV
- 119.4%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 13.08
- IV
- 114.6%
- B/E move
- 2.6%
- Pseudo strike
- 14.35
- IV
- 198.9%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 12.93
- IV
- 116.0%
- B/E move
- 2.1%
- Pseudo strike
- 15.16
- IV
- 278.4%
- B/E move
- 3.9%
70Δ
- Pseudo strike
- 12.76
- IV
- 117.2%
- B/E move
- 1.7%
- Pseudo strike
- 15.96
- IV
- 357.8%
- B/E move
- 4.4%
75Δ
- Pseudo strike
- 12.59
- IV
- 118.4%
- B/E move
- 1.4%
- Pseudo strike
- 16.51
- IV
- 325.2%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- 12.42
- IV
- 116.1%
- B/E move
- 1.0%
- Pseudo strike
- 22.14
- IV
- 622.8%
- B/E move
- 4.3%
Options history
Table
| Date | IV |
|---|---|
| 100.29% | |
| 104.69% |