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Tilly's Inc. TLYS

i

Market dataready · fetched 2026-11-12T03:29:16.930Z

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 · 2026-11-12T00:00:00.002500674Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-12T03:29:16.132016+00:00

Share price$4.17
1D+0.2%
AH$4.14$4.17$4.20$4.23$4.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLYS
Sold putSold callAH

Tilly's Inc. options

Live interpolated TLYS call and put midpoint premiums by absolute delta.Tilly's Inc.$0.19$0.49$0.79$1.10$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETLYS PRICE$0.35$0.36$0.22$0.28$0.34$0.40$0.46$0.52$0.59$0.65$0.71$0.77$0.83$0.89$1.31
PutsExpensive3.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.04192.6%32.4%
25Δ3.21187.4%29.8%
30Δ7.09392.3%78.5%3.38182.2%27.2%
35Δ6.01321.0%52.9%3.55176.9%24.6%
40Δ3.72171.7%22.0%
45Δ3.89166.4%19.4%
50Δ4.06161.2%16.8%
55Δ4.23156.0%14.2%
60Δ4.40150.7%11.6%
65Δ4.56145.5%9.0%
70Δ4.73140.2%6.4%
75Δ4.90135.0%3.8%
80Δ5.39149.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
192.6%
B/E move
32.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
187.4%
B/E move
29.8%

30Δ

Calls
Pseudo strike
7.09
IV
392.3%
B/E move
78.5%
Puts
Pseudo strike
3.38
IV
182.2%
B/E move
27.2%

35Δ

Calls
Pseudo strike
6.01
IV
321.0%
B/E move
52.9%
Puts
Pseudo strike
3.55
IV
176.9%
B/E move
24.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
171.7%
B/E move
22.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.89
IV
166.4%
B/E move
19.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
161.2%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.23
IV
156.0%
B/E move
14.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
150.7%
B/E move
11.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
145.5%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
140.2%
B/E move
6.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
135.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.39
IV
149.5%
B/E move
2.1%

Options history

IV · four-Friday blend105.32%
Daily EOD
TLYS102.2%103.9%105.5%2026-10-20: 102.43%2026-10-21: 105.32%Oct 20Oct 21
2 observations2026-10-20 — 2026-10-21
Table
DateIV (%)
102.43%
105.32%