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Fossil Group, Inc. Common Stock FOSL

i

Market dataready · fetched 2026-11-11T13:56:29.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T13:55:54.857421591Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-11T13:56:29.049304+00:00

Share price$9.91
1D+2.4%
$9.66$9.73$9.80$9.87$9.945:30 AM6:30 AM9:00 AM1:00 PMFOSL
Sold putSold call

Fossil Group, Inc. Common Stock options

Live interpolated FOSL call and put midpoint premiums by absolute delta.Fossil Group, Inc. Common Stock$0.10$0.82$1.54$2.27$2.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFOSL PRICE$0.18$0.18$0.19$0.19$0.20$0.59$0.87$1.33$1.90$2.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.64258.2%28.8%
25Δ10.9582.8%12.3%8.14280.4%26.6%
30Δ10.7272.1%10.0%8.70320.9%25.6%
35Δ10.5061.4%7.8%9.39358.8%24.4%
40Δ10.2750.7%5.6%10.38405.9%23.3%
45Δ10.0440.0%3.3%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
258.2%
B/E move
28.8%

25Δ

Calls
Pseudo strike
10.95
IV
82.8%
B/E move
12.3%
Puts
Pseudo strike
8.14
IV
280.4%
B/E move
26.6%

30Δ

Calls
Pseudo strike
10.72
IV
72.1%
B/E move
10.0%
Puts
Pseudo strike
8.70
IV
320.9%
B/E move
25.6%

35Δ

Calls
Pseudo strike
10.50
IV
61.4%
B/E move
7.8%
Puts
Pseudo strike
9.39
IV
358.8%
B/E move
24.4%

40Δ

Calls
Pseudo strike
10.27
IV
50.7%
B/E move
5.6%
Puts
Pseudo strike
10.38
IV
405.9%
B/E move
23.3%

45Δ

Calls
Pseudo strike
10.04
IV
40.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend95.65%
Daily close
FOSL73.7%134.4%195.1%2026-08-13: 186.73%2026-08-17: 134.04%2026-08-19: 155.54%2026-08-21: 82.07%2026-08-24: 92.64%2026-08-25: 105.86%2026-08-26: 102.77%2026-08-27: 102.81%2026-08-28: 87.85%2026-09-01: 103.75%2026-09-02: 84.60%2026-09-03: 95.05%2026-09-04: 88.35%2026-09-08: 99.12%2026-09-11: 94.42%2026-09-14: 85.36%2026-09-15: 103.76%2026-09-18: 85.36%2026-09-21: 89.67%2026-09-22: 98.27%2026-09-23: 90.56%2026-09-24: 89.18%2026-09-25: 92.36%2026-09-28: 85.66%2026-09-29: 94.08%2026-09-30: 96.49%2026-10-01: 95.86%2026-10-02: 91.04%2026-10-05: 96.02%2026-10-06: 103.29%2026-10-07: 97.19%2026-10-08: 96.69%2026-10-09: 96.85%2026-10-12: 102.57%2026-10-14: 111.97%2026-10-15: 122.80%2026-10-16: 89.24%2026-10-19: 89.07%2026-10-20: 90.93%2026-10-21: 91.63%2026-10-22: 89.77%2026-10-23: 95.27%2026-10-26: 90.88%2026-10-27: 91.85%2026-10-28: 95.79%2026-10-29: 93.77%2026-10-30: 95.65%Aug 13Sep 28Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
186.73%
134.04%
155.54%
82.07%
92.64%
105.86%
102.77%
102.81%
87.85%
103.75%
84.60%
95.05%
88.35%
99.12%
94.42%
85.36%
103.76%
85.36%
89.67%
98.27%
90.56%
89.18%
92.36%
85.66%
94.08%
96.49%
95.86%
91.04%
96.02%
103.29%
97.19%
96.69%
96.85%
102.57%
111.97%
122.80%
89.24%
89.07%
90.93%
91.63%
89.77%
95.27%
90.88%
91.85%
95.79%
93.77%
95.65%