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Federal Signal Corp. FSS

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Market datapartial · fetched 2026-10-22T12:25:27.548Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002901049Z

FundamentalsAlpha Vantage · unavailable

Share price$116.69
1D+0.9%
AH$114.89$115.61$116.33$117.06$117.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSS
Sold putSold callAH

Federal Signal Corp. options

Live interpolated FSS call and put midpoint premiums by absolute delta.Federal Signal Corp.$0.99$5.12$9.24$13.37$17.49$96.28$106.22$116.16$126.09$136.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSS spot · $116.69FSS PRICE$1.44$2.11$2.78$3.44$4.08$4.73$5.77$6.81$7.95$9.21$10.48$12.01$13.55$2.21$2.90$3.60$4.41$5.26$6.23$7.30$8.39$9.59$10.80$12.23$13.74$16.30
PutsExpensive1.56×
CallsExpensive1.47×
SkewBearish+3.23 pp
Implied moveBearish±$13.07
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.9741.3%12.6%103.7955.4%13.0%
25Δ128.1643.6%11.6%106.6854.4%11.1%
30Δ126.3546.0%10.7%109.4152.9%9.3%
35Δ124.4347.6%9.6%111.7552.0%8.0%
40Δ122.1946.6%8.2%113.9851.3%6.8%
45Δ119.9545.6%6.8%116.1450.7%5.8%
50Δ118.0246.8%6.1%118.2350.3%4.9%
55Δ116.0948.0%5.3%120.3249.8%4.1%
60Δ114.0948.8%4.6%122.3648.7%3.4%
65Δ111.9949.0%3.9%124.4147.7%2.6%
70Δ109.8849.3%3.1%126.5446.6%2.0%
75Δ107.6348.7%2.5%128.7145.3%1.5%
80Δ105.3748.1%1.9%131.8146.0%1.0%

20Δ

Calls
Pseudo strike
129.97
IV
41.3%
B/E move
12.6%
Puts
Pseudo strike
103.79
IV
55.4%
B/E move
13.0%

25Δ

Calls
Pseudo strike
128.16
IV
43.6%
B/E move
11.6%
Puts
Pseudo strike
106.68
IV
54.4%
B/E move
11.1%

30Δ

Calls
Pseudo strike
126.35
IV
46.0%
B/E move
10.7%
Puts
Pseudo strike
109.41
IV
52.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
124.43
IV
47.6%
B/E move
9.6%
Puts
Pseudo strike
111.75
IV
52.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
122.19
IV
46.6%
B/E move
8.2%
Puts
Pseudo strike
113.98
IV
51.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
119.95
IV
45.6%
B/E move
6.8%
Puts
Pseudo strike
116.14
IV
50.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
118.02
IV
46.8%
B/E move
6.1%
Puts
Pseudo strike
118.23
IV
50.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
116.09
IV
48.0%
B/E move
5.3%
Puts
Pseudo strike
120.32
IV
49.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
114.09
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
122.36
IV
48.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
111.99
IV
49.0%
B/E move
3.9%
Puts
Pseudo strike
124.41
IV
47.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
109.88
IV
49.3%
B/E move
3.1%
Puts
Pseudo strike
126.54
IV
46.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
107.63
IV
48.7%
B/E move
2.5%
Puts
Pseudo strike
128.71
IV
45.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
105.37
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
131.81
IV
46.0%
B/E move
1.0%

Options history

No recorded observations