ThetaOwl

VCEL

Vericel CorporationHealthcare
$34.14
Bearish
Mkt Cap: $1.74B|Float: 50.1M|SI: 10.1%|DTC: 10.3
Data as of market close Apr 2, 2026
IV Rank
39
IV Pctl
33%
HV 20d
4850.0%
52W Range
$29-$46
ATR(14)
$1.83
Exp. Move
±10.8%
P/C Ratio
1.98
Earnings
May 7
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Below
Exp. Move Wide
High Put/Call

VCEL Key Options Data

IV Rank
39.3%
Total GEX
$0.00B
Total DEX
$0.6M
Max Pain
$30.00
Expected Move
±10.8%
Put/Call OI
1.98
Net Premium
$-0.8M
Spot Price
$34.14

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$3.70±10.8%$30.44$37.84
2026-05-1543±$3.38±9.9%$30.76$37.51
2026-07-17106±$8.15±23.9%$25.99$42.29
2026-10-16197±$5.55±16.3%$28.59$39.69

Explore VCEL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.