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FuelCell Energy, Inc. Common Stock FCEL

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-07T06:07:39.061Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:51:01.256369155Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T06:07:38.554337+00:00

Share price$9.96
1D+6.3%
AH$9.21$9.46$9.71$9.96$10.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCEL
Sold putSold callAH

FuelCell Energy, Inc. Common Stock options

Live interpolated FCEL call and put midpoint premiums by absolute delta.FuelCell Energy, Inc. Common Stock$0.09$0.76$1.43$2.10$2.77$7.45$8.69$9.92$11.15$12.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCEL spot · $9.96FCEL PRICE$0.17$0.22$0.27$0.35$0.42$0.50$0.58$0.67$0.76$0.84$0.99$1.15$1.30$0.23$0.32$0.37$0.40$0.51$0.62$0.74$0.87$1.02$1.25$1.53$1.88$2.58
PutsCheap0.91×
CallsCheap0.87×
SkewBearish+15.26 pp
Implied moveBearish±$1.33
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.58126.1%17.9%8.70141.1%15.0%
25Δ11.23121.8%14.9%8.92149.2%13.6%
30Δ10.94119.9%12.5%9.20139.9%11.4%
35Δ10.73122.6%11.1%9.50121.9%8.7%
40Δ10.52125.4%9.8%9.70124.9%7.7%
45Δ10.31125.6%8.5%9.90127.9%6.8%
50Δ10.10125.6%7.3%10.11129.4%6.0%
55Δ9.90124.1%6.1%10.33129.5%5.1%
60Δ9.71121.1%5.0%10.55130.7%4.3%
65Δ9.51118.1%4.0%10.85137.0%3.7%
70Δ9.29119.9%3.3%11.18143.5%3.1%
75Δ9.07122.1%2.6%11.58149.9%2.6%
80Δ8.86119.1%2.0%12.33165.0%2.1%

20Δ

Calls
Pseudo strike
11.58
IV
126.1%
B/E move
17.9%
Puts
Pseudo strike
8.70
IV
141.1%
B/E move
15.0%

25Δ

Calls
Pseudo strike
11.23
IV
121.8%
B/E move
14.9%
Puts
Pseudo strike
8.92
IV
149.2%
B/E move
13.6%

30Δ

Calls
Pseudo strike
10.94
IV
119.9%
B/E move
12.5%
Puts
Pseudo strike
9.20
IV
139.9%
B/E move
11.4%

35Δ

Calls
Pseudo strike
10.73
IV
122.6%
B/E move
11.1%
Puts
Pseudo strike
9.50
IV
121.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
10.52
IV
125.4%
B/E move
9.8%
Puts
Pseudo strike
9.70
IV
124.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
10.31
IV
125.6%
B/E move
8.5%
Puts
Pseudo strike
9.90
IV
127.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
10.10
IV
125.6%
B/E move
7.3%
Puts
Pseudo strike
10.11
IV
129.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
9.90
IV
124.1%
B/E move
6.1%
Puts
Pseudo strike
10.33
IV
129.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
9.71
IV
121.1%
B/E move
5.0%
Puts
Pseudo strike
10.55
IV
130.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
9.51
IV
118.1%
B/E move
4.0%
Puts
Pseudo strike
10.85
IV
137.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
9.29
IV
119.9%
B/E move
3.3%
Puts
Pseudo strike
11.18
IV
143.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
9.07
IV
122.1%
B/E move
2.6%
Puts
Pseudo strike
11.58
IV
149.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
8.86
IV
119.1%
B/E move
2.0%
Puts
Pseudo strike
12.33
IV
165.0%
B/E move
2.1%

Options history

IV · four-Friday blend99.72%
Daily close
FCEL81.9%105.5%129.1%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%