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Vericel Corporation Common Stock VCEL

i

Market dataready · fetched 2026-11-12T00:50:26.165Z

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 · 2026-11-12T00:30:04.679836805Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:50:25.415540+00:00

Share price$60.00
1D+0.8%
AH$57.82$58.30$58.78$59.26$59.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCEL
Sold putSold callAH

Vericel Corporation Common Stock options

Live interpolated VCEL call and put midpoint premiums by absolute delta.Vericel Corporation Common Stock$1.06$3.14$5.22$7.29$9.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ 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 PRICEVCEL PRICE$2.50$2.50$1.29$1.59$1.89$2.20$2.50$2.92$3.46$3.99$4.53$5.06$5.60$8.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ79.04209.8%35.9%55.2985.9%10.0%
30Δ70.65159.8%21.9%56.3482.6%8.7%
35Δ57.3979.4%7.5%
40Δ58.4476.1%6.3%
45Δ59.4972.9%5.0%
50Δ60.4470.8%4.1%
55Δ61.3069.7%3.6%
60Δ62.1768.7%3.0%
65Δ63.0367.7%2.5%
70Δ63.8966.7%1.9%
75Δ64.7665.6%1.4%
80Δ68.0284.6%1.2%

20Δ

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

25Δ

Calls
Pseudo strike
79.04
IV
209.8%
B/E move
35.9%
Puts
Pseudo strike
55.29
IV
85.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
70.65
IV
159.8%
B/E move
21.9%
Puts
Pseudo strike
56.34
IV
82.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.39
IV
79.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.44
IV
76.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.49
IV
72.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.44
IV
70.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.30
IV
69.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.17
IV
68.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.03
IV
67.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.89
IV
66.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.76
IV
65.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.02
IV
84.6%
B/E move
1.2%

Options history

IV · four-Friday blend57.88%
Daily EOD
VCEL48.8%53.7%58.6%2026-10-19: 51.86%2026-10-20: 50.60%2026-10-21: 54.56%2026-10-22: 50.14%2026-10-23: 51.37%2026-10-26: 49.44%2026-10-27: 53.22%2026-10-28: 54.19%2026-10-29: 57.07%2026-10-30: 57.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.86%
50.60%
54.56%
50.14%
51.37%
49.44%
53.22%
54.19%
57.07%
57.88%