IntraAlpha
Create free account Start free

FuelCell Energy, Inc. Common Stock FCEL

i

Market datapartial · fetched 2026-11-05T17:17:27.474Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T17:17:26.000585808Z

FundamentalsAlpha Vantage · unavailable

Share price$8.55
1D-15.3%
$8.07$8.64$9.20$9.76$10.335:30 AM6:30 AM9:00 AM1:00 PMFCEL
Sold putSold call

FuelCell Energy, Inc. Common Stock options

Live interpolated FCEL call and put midpoint premiums by absolute delta.FuelCell Energy, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFCEL PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend99.72%
Daily close
FCEL81.9%105.5%129.1%2026-08-07: 125.05%2026-08-10: 125.78%2026-08-11: 114.68%2026-08-12: 117.76%2026-08-13: 114.83%2026-08-14: 119.94%2026-08-17: 121.83%2026-08-18: 125.84%2026-08-19: 118.75%2026-08-20: 119.95%2026-08-21: 115.93%2026-08-24: 120.77%2026-08-25: 121.02%2026-08-26: 116.85%2026-08-27: 122.20%2026-08-28: 113.43%2026-08-31: 123.21%2026-09-01: 125.12%2026-09-02: 98.76%2026-09-03: 96.35%2026-09-04: 87.54%2026-09-08: 107.12%2026-09-09: 103.93%2026-09-10: 109.18%2026-09-11: 92.73%2026-09-14: 101.80%2026-09-15: 101.18%2026-09-16: 97.93%2026-09-17: 98.82%2026-09-18: 89.56%2026-09-21: 97.95%2026-09-22: 97.38%2026-09-23: 91.31%2026-09-24: 94.92%2026-09-25: 90.96%2026-09-28: 94.19%2026-09-29: 95.38%2026-09-30: 85.17%2026-10-01: 88.46%2026-10-02: 89.25%2026-10-05: 91.00%2026-10-06: 100.43%2026-10-07: 97.87%2026-10-08: 97.73%2026-10-09: 93.60%2026-10-12: 98.45%2026-10-13: 93.92%2026-10-14: 96.02%2026-10-15: 100.40%2026-10-16: 97.16%2026-10-19: 100.31%2026-10-20: 105.11%2026-10-21: 102.68%2026-10-22: 112.33%2026-10-23: 105.31%2026-10-26: 110.72%2026-10-27: 111.62%2026-10-28: 107.91%2026-10-29: 108.05%2026-10-30: 99.72%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
125.05%
125.78%
114.68%
117.76%
114.83%
119.94%
121.83%
125.84%
118.75%
119.95%
115.93%
120.77%
121.02%
116.85%
122.20%
113.43%
123.21%
125.12%
98.76%
96.35%
87.54%
107.12%
103.93%
109.18%
92.73%
101.80%
101.18%
97.93%
98.82%
89.56%
97.95%
97.38%
91.31%
94.92%
90.96%
94.19%
95.38%
85.17%
88.46%
89.25%
91.00%
100.43%
97.87%
97.73%
93.60%
98.45%
93.92%
96.02%
100.40%
97.16%
100.31%
105.11%
102.68%
112.33%
105.31%
110.72%
111.62%
107.91%
108.05%
99.72%