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Children's Place, Inc. (The) Common Stock PLCE

i

Market dataready · fetched 2026-11-03T19:45:00.719Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-03T19:42:26.027748992Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-03T19:44:58.972037+00:00

Share price$0.28
1D-29.0%
$0.27$0.30$0.33$0.37$0.405:30 AM6:30 AM9:00 AM1:00 PMPLCE
Sold putSold call

Children's Place, Inc. (The) Common Stock options

Live interpolated PLCE call and put midpoint premiums by absolute delta.Children's Place, Inc. (The) Common Stock$0.00$0.38$0.75$1.13$1.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEPLCE PRICE$0.03$0.04$0.05$0.05$0.06$0.07$0.89$1.02$1.14$1.27$1.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.85352.7%1301.1%
25Δ3.32350.2%1111.8%
30Δ2.78347.7%922.5%
35Δ2.25345.2%733.1%1.05460.2%44.2%
40Δ1.72342.6%543.8%1.18443.4%39.2%
45Δ1.19340.1%354.5%1.32426.6%34.1%
50Δ1.46409.8%29.1%
55Δ1.60393.0%24.1%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
3.85
IV
352.7%
B/E move
1301.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.32
IV
350.2%
B/E move
1111.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.78
IV
347.7%
B/E move
922.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.25
IV
345.2%
B/E move
733.1%
Puts
Pseudo strike
1.05
IV
460.2%
B/E move
44.2%

40Δ

Calls
Pseudo strike
1.72
IV
342.6%
B/E move
543.8%
Puts
Pseudo strike
1.18
IV
443.4%
B/E move
39.2%

45Δ

Calls
Pseudo strike
1.19
IV
340.1%
B/E move
354.5%
Puts
Pseudo strike
1.32
IV
426.6%
B/E move
34.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
409.8%
B/E move
29.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.60
IV
393.0%
B/E move
24.1%

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 blend—
Daily EOD

No recorded observations

0 observations