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Tilly's Inc. TLYS

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Market datapartial · fetched 2026-10-22T16:41:39.717Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:39:09.451620711Z

FundamentalsAlpha Vantage · unavailable

Share price$4.53
1D-1.6%
$4.51$4.54$4.57$4.60$4.635:30 AM6:30 AM9:00 AM1:00 PMTLYS
Sold putSold call

Tilly's Inc. options

Live interpolated TLYS call and put midpoint premiums by absolute delta.Tilly's Inc.$0.34$0.76$1.18$1.59$2.01$1.47$3.01$4.54$6.08$7.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLYS spot · $4.53TLYS PRICE$0.38$0.45$0.52$0.59$0.66$0.83$1.04$1.25$1.47$1.68$1.89$0.43$0.53$0.63$0.72$0.82$0.92$1.02
PutsExpensive1.10×
CallsFair0.99×
SkewBullish-0.42 pp
Implied moveBearish±$1.67
TiltBullish35.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.03168.6%42.7%
25Δ3.35158.3%37.7%
30Δ7.42148.6%72.4%3.68148.0%32.7%
35Δ6.86141.5%61.4%4.00137.7%27.7%
40Δ6.29134.4%50.4%4.32127.4%22.7%
45Δ5.73127.4%39.4%4.65117.1%17.7%
50Δ5.16120.3%28.4%4.97106.8%12.7%
55Δ4.76123.4%23.4%
60Δ4.43130.5%20.7%
65Δ4.10137.6%18.1%
70Δ3.76144.8%15.4%
75Δ3.43151.9%12.8%
80Δ3.10159.0%10.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
168.6%
B/E move
42.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.35
IV
158.3%
B/E move
37.7%

30Δ

Calls
Pseudo strike
7.42
IV
148.6%
B/E move
72.4%
Puts
Pseudo strike
3.68
IV
148.0%
B/E move
32.7%

35Δ

Calls
Pseudo strike
6.86
IV
141.5%
B/E move
61.4%
Puts
Pseudo strike
4.00
IV
137.7%
B/E move
27.7%

40Δ

Calls
Pseudo strike
6.29
IV
134.4%
B/E move
50.4%
Puts
Pseudo strike
4.32
IV
127.4%
B/E move
22.7%

45Δ

Calls
Pseudo strike
5.73
IV
127.4%
B/E move
39.4%
Puts
Pseudo strike
4.65
IV
117.1%
B/E move
17.7%

50Δ

Calls
Pseudo strike
5.16
IV
120.3%
B/E move
28.4%
Puts
Pseudo strike
4.97
IV
106.8%
B/E move
12.7%

55Δ

Calls
Pseudo strike
4.76
IV
123.4%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.43
IV
130.5%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.10
IV
137.6%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.76
IV
144.8%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.43
IV
151.9%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.10
IV
159.0%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations