Share price$4.44
1D-3.6%
Sold putSold callAH
Tillys Inc TLYS
CONSUMER CYCLICAL · APPAREL RETAILi
Market dataready · fetched 2026-10-23T00:02:48.367Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T23:00:00.003381186Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-23T00:02:46.733606+00:00
Tillys Inc options
PutsExpensive1.09×
CallsFair1.05×
SkewBullish-8.45 pp
Implied moveBearish±$1.62
TiltBullish38.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.97 | 167.2% | 42.5% | |||
| 25Δ | 3.27 | 157.1% | 37.7% | |||
| 30Δ | 7.42 | 153.4% | 75.7% | 3.57 | 147.0% | 32.9% |
| 35Δ | 6.83 | 146.5% | 64.2% | 3.88 | 136.9% | 28.2% |
| 40Δ | 6.25 | 139.6% | 52.6% | 4.18 | 126.8% | 23.4% |
| 45Δ | 5.67 | 132.7% | 41.1% | 4.48 | 116.6% | 18.7% |
| 50Δ | 5.09 | 125.8% | 29.5% | 4.78 | 106.5% | 13.9% |
| 55Δ | 4.71 | 131.2% | 25.4% | |||
| 60Δ | 4.38 | 138.8% | 22.5% | |||
| 65Δ | 4.04 | 146.3% | 19.6% | |||
| 70Δ | 3.70 | 153.9% | 16.7% | |||
| 75Δ | 3.37 | 161.4% | 13.9% | |||
| 80Δ | 3.03 | 169.0% | 11.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.97
- IV
- 167.2%
- B/E move
- 42.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.27
- IV
- 157.1%
- B/E move
- 37.7%
30Δ
- Pseudo strike
- 7.42
- IV
- 153.4%
- B/E move
- 75.7%
- Pseudo strike
- 3.57
- IV
- 147.0%
- B/E move
- 32.9%
35Δ
- Pseudo strike
- 6.83
- IV
- 146.5%
- B/E move
- 64.2%
- Pseudo strike
- 3.88
- IV
- 136.9%
- B/E move
- 28.2%
40Δ
- Pseudo strike
- 6.25
- IV
- 139.6%
- B/E move
- 52.6%
- Pseudo strike
- 4.18
- IV
- 126.8%
- B/E move
- 23.4%
45Δ
- Pseudo strike
- 5.67
- IV
- 132.7%
- B/E move
- 41.1%
- Pseudo strike
- 4.48
- IV
- 116.6%
- B/E move
- 18.7%
50Δ
- Pseudo strike
- 5.09
- IV
- 125.8%
- B/E move
- 29.5%
- Pseudo strike
- 4.78
- IV
- 106.5%
- B/E move
- 13.9%
55Δ
- Pseudo strike
- 4.71
- IV
- 131.2%
- B/E move
- 25.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 4.38
- IV
- 138.8%
- B/E move
- 22.5%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 4.04
- IV
- 146.3%
- B/E move
- 19.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 3.70
- IV
- 153.9%
- B/E move
- 16.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 3.37
- IV
- 161.4%
- B/E move
- 13.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 3.03
- IV
- 169.0%
- B/E move
- 11.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations