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Fossil Group, Inc. Common Stock FOSL

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-03T15:46:12.973Z

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 · 2026-11-03T15:44:12.802408813Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:43:28.781546+00:00

Share price$6.75
1D+0.3%
$6.70$6.74$6.79$6.83$6.875:30 AM6:30 AM9:00 AM1:00 PMFOSL
Sold putSold call

Fossil Group, Inc. Common Stock options

Live interpolated FOSL call and put midpoint premiums by absolute delta.Fossil Group, Inc. Common Stock$0.31$0.98$1.66$2.33$3.01$4.25$5.21$6.16$7.12$8.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FOSL spot · $6.75FOSL PRICE$0.38$0.46$0.54$0.62$0.81$1.01$1.20$1.40$1.61$1.82$0.40$0.47$0.54$0.61$0.68$0.75$0.82$1.01$1.20$1.40$1.65$2.11$2.82
PutsExpensive2.32×
Calls——
Skew——
Implied moveBearish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.10199.9%30.3%
25Δ5.42186.5%26.7%
30Δ5.73173.1%23.1%
35Δ7.81125.1%21.4%6.04159.7%19.5%
40Δ7.55125.1%18.6%6.36146.2%15.9%
45Δ7.28125.1%15.9%6.67132.8%12.3%
50Δ7.01125.1%13.1%6.98119.4%8.7%
55Δ6.75137.1%12.0%7.25120.0%7.5%
60Δ6.49149.9%11.1%7.52121.4%6.4%
65Δ6.23162.6%10.1%7.79122.8%5.3%
70Δ5.96173.5%9.0%8.11125.6%4.3%
75Δ5.63171.6%7.2%8.62134.1%3.5%
80Δ5.29169.6%5.3%9.38148.8%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.10
IV
199.9%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
186.5%
B/E move
26.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.73
IV
173.1%
B/E move
23.1%

35Δ

Calls
Pseudo strike
7.81
IV
125.1%
B/E move
21.4%
Puts
Pseudo strike
6.04
IV
159.7%
B/E move
19.5%

40Δ

Calls
Pseudo strike
7.55
IV
125.1%
B/E move
18.6%
Puts
Pseudo strike
6.36
IV
146.2%
B/E move
15.9%

45Δ

Calls
Pseudo strike
7.28
IV
125.1%
B/E move
15.9%
Puts
Pseudo strike
6.67
IV
132.8%
B/E move
12.3%

50Δ

Calls
Pseudo strike
7.01
IV
125.1%
B/E move
13.1%
Puts
Pseudo strike
6.98
IV
119.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
6.75
IV
137.1%
B/E move
12.0%
Puts
Pseudo strike
7.25
IV
120.0%
B/E move
7.5%

60Δ

Calls
Pseudo strike
6.49
IV
149.9%
B/E move
11.1%
Puts
Pseudo strike
7.52
IV
121.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
6.23
IV
162.6%
B/E move
10.1%
Puts
Pseudo strike
7.79
IV
122.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
5.96
IV
173.5%
B/E move
9.0%
Puts
Pseudo strike
8.11
IV
125.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
5.63
IV
171.6%
B/E move
7.2%
Puts
Pseudo strike
8.62
IV
134.1%
B/E move
3.5%

80Δ

Calls
Pseudo strike
5.29
IV
169.6%
B/E move
5.3%
Puts
Pseudo strike
9.38
IV
148.8%
B/E move
2.8%

Options history

IV · four-Friday blend95.65%
Daily close
FOSL73.7%134.4%195.1%2026-08-05: 110.26%2026-08-06: 114.31%2026-08-07: 115.21%2026-08-10: 124.28%2026-08-11: 130.38%2026-08-12: 114.60%2026-08-13: 186.73%2026-08-17: 134.04%2026-08-19: 155.54%2026-08-21: 82.07%2026-08-24: 92.64%2026-08-25: 105.86%2026-08-26: 102.77%2026-08-27: 102.81%2026-08-28: 87.85%2026-09-01: 103.75%2026-09-02: 84.60%2026-09-03: 95.05%2026-09-04: 88.35%2026-09-08: 99.12%2026-09-11: 94.42%2026-09-14: 85.36%2026-09-15: 103.76%2026-09-18: 85.36%2026-09-21: 89.67%2026-09-22: 98.27%2026-09-23: 90.56%2026-09-24: 89.18%2026-09-25: 92.36%2026-09-28: 85.66%2026-09-29: 94.08%2026-09-30: 96.49%2026-10-01: 95.86%2026-10-02: 91.04%2026-10-05: 96.02%2026-10-06: 103.29%2026-10-07: 97.19%2026-10-08: 96.69%2026-10-09: 96.85%2026-10-12: 102.57%2026-10-14: 111.97%2026-10-15: 122.80%2026-10-16: 89.24%2026-10-19: 89.07%2026-10-20: 90.93%2026-10-21: 91.63%2026-10-22: 89.77%2026-10-23: 95.27%2026-10-26: 90.88%2026-10-27: 91.85%2026-10-28: 95.79%2026-10-29: 93.77%2026-10-30: 95.65%Aug 5Sep 23Oct 30
53 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
110.26%
114.31%
115.21%
124.28%
130.38%
114.60%
186.73%
134.04%
155.54%
82.07%
92.64%
105.86%
102.77%
102.81%
87.85%
103.75%
84.60%
95.05%
88.35%
99.12%
94.42%
85.36%
103.76%
85.36%
89.67%
98.27%
90.56%
89.18%
92.36%
85.66%
94.08%
96.49%
95.86%
91.04%
96.02%
103.29%
97.19%
96.69%
96.85%
102.57%
111.97%
122.80%
89.24%
89.07%
90.93%
91.63%
89.77%
95.27%
90.88%
91.85%
95.79%
93.77%
95.65%