What is the FLWS 30-day expected price range?

As of Jul 14, 2026, with FLWS at $3.88 and ATM IV at 117.6%, the implied 30-day one-standard-deviation range is approximately ±$1.31, or about $2.57 to $5.19. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.

What does FLWS risk-neutral density tell us?

Risk-neutral density is the probability distribution of future FLWS price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.

How does FLWS ATM IV translate to a probability range?

ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.

1-800-FLOWERS.COM, Inc. (FLWS) Probability Analysis

Probability analysis extracts the risk-neutral probability distribution implied by option prices. It shows the market-implied likelihood of the underlying reaching various price levels by expiration.

1-800-FLOWERS.COM, Inc. (FLWS) operates in the Consumer Cyclical sector, specifically the Specialty Retail industry, with a market capitalization near $250.0M, listed on NASDAQ, employing roughly 3,900 people, carrying a beta of 1.36 to the broader market. 1-800-FLOWERS. Led by Adolfo Villagomez, public since 1999-08-03.

Snapshot as of Jul 14, 2026.

Spot Price: $3.88
ATM IV: 117.6%
IV Rank: 25.0%
IV Percentile: 82.9%
HV 20-Day: 58.6%
IV Skew 25Δ: -0.012

As of Jul 14, 2026, 1-800-FLOWERS.COM, Inc. (FLWS) at $3.88 has an ATM IV of 117.6%, implying a 30-day one-standard-deviation range of approximately ±$1.31. IV rank is 25.0% (subdued, distribution priced tighter than usual). IV percentile is 82.9%. The 25-delta skew is -0.012: roughly symmetric wings. Under lognormal assumptions roughly 68% of outcomes fall within ±1σ and 95% within ±2σ; risk-neutral probability analysis refines this by extracting the market-implied distribution directly from options prices, capturing the fat tails that real markets exhibit.

How FLWS probability analysis Data Feeds Strategy Selection

Strategy selection on 1-800-FLOWERS.COM, Inc. options does not derive from any single metric in isolation. The probability analysis view above sits inside a broader read: ATM IV currently sits at 117.6% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the probability analysis data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the FLWS probability distribution

The probability cone above is the option-market-implied distribution of where 1-800-FLOWERS.COM, Inc. spot could end up at expiration. It's derived from the implied-volatility surface via a risk-neutral pricing transformation, not from historical realized returns. With ATM IV at 117.6% and spot at $3.88, the 1σ band is approximately ±40.6% over a 30-day horizon. Recent realized HV-20 of 58.6% runs 59.0 vol points below the current implied, suggesting the chain is pricing more dispersion than the underlying has been delivering.

FLWS risk-neutral vs real-world probabilities

The probabilities derived from option prices reflect the market's risk-adjusted view, not the realized statistical distribution. Risk-neutral probabilities include the equity risk premium and skew preferences priced into options, so they tend to overstate tail probability and understate upside drift relative to actually-realized outcomes. For probability-of-touch calculations and assignment-risk modeling, risk-neutral is the right benchmark. For position-sizing your own conviction, blend with realized-volatility-based statistics from the HV columns.

Trading the FLWS distribution

Probability-driven strategies aim to capture mispricings between the implied distribution and your own probability assessment. Premium-selling structures (credit spreads, iron condors, cash-secured puts) profit when the implied distribution overprices tail probability relative to realized; premium-buying (debit spreads, long calls/puts, long straddles) profits in the reverse. With FLWS IV rank at 25.0%, the chain is pricing tighter tails than recent realized history; buyers get cheaper optionality but need a real catalyst to monetize. Always pair probability-driven strategy selection with a stop loss or wing-defined risk - the implied distribution is a snapshot, and regime shifts can invalidate it intraday.

Learn how risk-neutral density is reported and how to read the data →

Frequently asked FLWS probability analysis questions

What is the FLWS 30-day expected price range?: As of Jul 14, 2026, with FLWS at $3.88 and ATM IV at 117.6%, the implied 30-day one-standard-deviation range is approximately ±$1.31, or about $2.57 to $5.19. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.
What does FLWS risk-neutral density tell us?: Risk-neutral density is the probability distribution of future FLWS price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.
How does FLWS ATM IV translate to a probability range?: ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.