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Vericel Corp Ord VCEL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T22:05:22.453Z

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 · 2026-10-22T20:00:02.119369868Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:05:20.343353+00:00

Share price$42.97
1D+4.8%
AH$40.78$41.37$41.96$42.56$43.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCEL
Sold putSold callAH

Vericel Corp Ord options

Live interpolated VCEL call and put midpoint premiums by absolute delta.Vericel Corp Ord$0.75$2.61$4.47$6.33$8.19$31.98$37.04$42.10$47.16$52.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCEL spot · $42.97VCEL PRICE$0.95$1.22$1.42$1.58$1.75$2.10$2.55$3.01$3.46$3.91$4.37$5.26$6.24$2.40$2.24$2.09$2.24$2.60$2.96$3.32$3.67$4.27$5.11$5.95$6.78$7.65
PutsExpensive1.86×
CallsExpensive1.49×
SkewBearish+14.36 pp
Implied moveBearish±$5.87
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.3777.8%26.4%32.19156.8%30.7%
25Δ50.9574.7%21.4%35.46121.3%22.7%
30Δ48.9769.3%17.3%38.7485.7%14.7%
35Δ47.2762.5%13.7%40.6070.2%10.7%
40Δ45.5755.8%10.1%41.5867.2%9.3%
45Δ44.4353.8%8.3%42.5664.3%7.8%
50Δ43.5854.3%7.4%43.5461.3%6.4%
55Δ42.7254.7%6.4%44.5258.3%5.0%
60Δ41.8755.2%5.5%45.5656.9%3.9%
65Δ41.0155.7%4.5%46.6857.0%3.3%
70Δ40.1556.2%3.6%47.8057.1%2.6%
75Δ38.9856.8%2.9%48.9157.3%2.0%
80Δ37.7357.4%2.3%50.0657.4%1.3%

20Δ

Calls
Pseudo strike
53.37
IV
77.8%
B/E move
26.4%
Puts
Pseudo strike
32.19
IV
156.8%
B/E move
30.7%

25Δ

Calls
Pseudo strike
50.95
IV
74.7%
B/E move
21.4%
Puts
Pseudo strike
35.46
IV
121.3%
B/E move
22.7%

30Δ

Calls
Pseudo strike
48.97
IV
69.3%
B/E move
17.3%
Puts
Pseudo strike
38.74
IV
85.7%
B/E move
14.7%

35Δ

Calls
Pseudo strike
47.27
IV
62.5%
B/E move
13.7%
Puts
Pseudo strike
40.60
IV
70.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
45.57
IV
55.8%
B/E move
10.1%
Puts
Pseudo strike
41.58
IV
67.2%
B/E move
9.3%

45Δ

Calls
Pseudo strike
44.43
IV
53.8%
B/E move
8.3%
Puts
Pseudo strike
42.56
IV
64.3%
B/E move
7.8%

50Δ

Calls
Pseudo strike
43.58
IV
54.3%
B/E move
7.4%
Puts
Pseudo strike
43.54
IV
61.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
42.72
IV
54.7%
B/E move
6.4%
Puts
Pseudo strike
44.52
IV
58.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
41.87
IV
55.2%
B/E move
5.5%
Puts
Pseudo strike
45.56
IV
56.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
41.01
IV
55.7%
B/E move
4.5%
Puts
Pseudo strike
46.68
IV
57.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
40.15
IV
56.2%
B/E move
3.6%
Puts
Pseudo strike
47.80
IV
57.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
38.98
IV
56.8%
B/E move
2.9%
Puts
Pseudo strike
48.91
IV
57.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
37.73
IV
57.4%
B/E move
2.3%
Puts
Pseudo strike
50.06
IV
57.4%
B/E move
1.3%

Options history

No recorded observations