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Fossil Group, Inc. Common Stock FOSL

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Market datapartial · fetched 2026-10-22T10:47:39.072Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.794809618Z

FundamentalsAlpha Vantage · unavailable

Share price$6.75
1D-1.8%
AH$6.63$6.75$6.86$6.97$7.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOSL
Sold putSold callAH

Fossil Group, Inc. Common Stock options

Live interpolated FOSL call and put midpoint premiums by absolute delta.Fossil Group, Inc. Common Stock$0.30$0.98$1.66$2.34$3.02$4.07$5.35$6.63$7.91$9.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOSL spot · $6.75FOSL PRICE$0.48$0.39$0.46$0.52$0.58$0.70$0.83$0.95$1.07$1.28$1.55$0.38$0.38$0.45$0.66$0.87$1.07$1.19$1.28$1.36$1.45$1.58$2.12$2.83
PutsExpensive1.41×
CallsExpensive1.13×
SkewBearish+12.48 pp
Implied moveBearish±$1.77
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.18146.3%28.9%
25Δ5.68115.7%21.4%
30Δ9.73166.2%51.2%6.10100.3%16.3%
35Δ7.91102.0%23.0%6.38109.8%15.3%
40Δ7.6097.5%19.3%6.66119.3%14.2%
45Δ7.2993.0%15.7%6.93128.9%13.2%
50Δ6.9988.8%12.1%7.16124.9%11.5%
55Δ6.7690.0%10.6%7.38116.6%9.6%
60Δ6.5491.3%9.2%7.59108.2%7.7%
65Δ6.3292.5%7.7%7.8199.9%5.8%
70Δ6.1093.7%6.2%8.0693.3%4.0%
75Δ5.8197.5%5.0%8.65103.2%3.4%
80Δ5.47103.2%4.0%9.40114.4%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.18
IV
146.3%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
115.7%
B/E move
21.4%

30Δ

Calls
Pseudo strike
9.73
IV
166.2%
B/E move
51.2%
Puts
Pseudo strike
6.10
IV
100.3%
B/E move
16.3%

35Δ

Calls
Pseudo strike
7.91
IV
102.0%
B/E move
23.0%
Puts
Pseudo strike
6.38
IV
109.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
7.60
IV
97.5%
B/E move
19.3%
Puts
Pseudo strike
6.66
IV
119.3%
B/E move
14.2%

45Δ

Calls
Pseudo strike
7.29
IV
93.0%
B/E move
15.7%
Puts
Pseudo strike
6.93
IV
128.9%
B/E move
13.2%

50Δ

Calls
Pseudo strike
6.99
IV
88.8%
B/E move
12.1%
Puts
Pseudo strike
7.16
IV
124.9%
B/E move
11.5%

55Δ

Calls
Pseudo strike
6.76
IV
90.0%
B/E move
10.6%
Puts
Pseudo strike
7.38
IV
116.6%
B/E move
9.6%

60Δ

Calls
Pseudo strike
6.54
IV
91.3%
B/E move
9.2%
Puts
Pseudo strike
7.59
IV
108.2%
B/E move
7.7%

65Δ

Calls
Pseudo strike
6.32
IV
92.5%
B/E move
7.7%
Puts
Pseudo strike
7.81
IV
99.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
6.10
IV
93.7%
B/E move
6.2%
Puts
Pseudo strike
8.06
IV
93.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
5.81
IV
97.5%
B/E move
5.0%
Puts
Pseudo strike
8.65
IV
103.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
5.47
IV
103.2%
B/E move
4.0%
Puts
Pseudo strike
9.40
IV
114.4%
B/E move
2.7%

Options history

No recorded observations