IntraAlpha
Create free account Start free

Federal Signal Corp. FSS

i

Market datapartial · fetched 2026-10-22T21:08:35.410Z

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 · 2026-10-22T20:10:00.002685967Z

FundamentalsAlpha Vantage · unavailable

Share price$115.54
1D+0.2%
AH$113.24$114.12$115.01$115.89$116.785:30 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.$1.35$4.95$8.56$12.16$15.76$95.88$105.76$115.64$125.52$135.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSS spot · $115.54FSS PRICE$1.74$2.24$2.71$3.34$4.00$4.92$6.01$7.10$8.15$9.20$10.63$12.34$14.48$2.09$2.75$3.46$4.23$5.09$5.95$7.04$8.13$9.34$10.67$12.01$13.37$14.72
PutsExpensive1.39×
CallsExpensive1.49×
SkewBullish-0.59 pp
Implied moveBearish±$13.05
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.3150.9%16.0%103.2053.1%12.5%
25Δ128.6749.3%13.3%106.0252.1%10.6%
30Δ125.3146.7%10.8%108.4851.3%9.1%
35Δ123.0246.3%9.4%110.7950.5%7.8%
40Δ120.8446.1%8.1%112.9050.0%6.7%
45Δ118.8347.2%7.1%115.0049.4%5.6%
50Δ116.9249.3%6.4%117.0249.0%4.8%
55Δ115.0151.4%5.7%119.0448.6%4.0%
60Δ112.9450.6%4.8%121.0848.1%3.3%
65Δ110.8849.9%3.9%123.1647.4%2.6%
70Δ108.6250.1%3.2%125.2346.5%2.0%
75Δ106.2150.9%2.6%127.2044.5%1.5%
80Δ103.4252.0%2.0%129.1742.5%1.0%

20Δ

Calls
Pseudo strike
132.31
IV
50.9%
B/E move
16.0%
Puts
Pseudo strike
103.20
IV
53.1%
B/E move
12.5%

25Δ

Calls
Pseudo strike
128.67
IV
49.3%
B/E move
13.3%
Puts
Pseudo strike
106.02
IV
52.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
125.31
IV
46.7%
B/E move
10.8%
Puts
Pseudo strike
108.48
IV
51.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
123.02
IV
46.3%
B/E move
9.4%
Puts
Pseudo strike
110.79
IV
50.5%
B/E move
7.8%

40Δ

Calls
Pseudo strike
120.84
IV
46.1%
B/E move
8.1%
Puts
Pseudo strike
112.90
IV
50.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
118.83
IV
47.2%
B/E move
7.1%
Puts
Pseudo strike
115.00
IV
49.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
116.92
IV
49.3%
B/E move
6.4%
Puts
Pseudo strike
117.02
IV
49.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
115.01
IV
51.4%
B/E move
5.7%
Puts
Pseudo strike
119.04
IV
48.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
112.94
IV
50.6%
B/E move
4.8%
Puts
Pseudo strike
121.08
IV
48.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
110.88
IV
49.9%
B/E move
3.9%
Puts
Pseudo strike
123.16
IV
47.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
108.62
IV
50.1%
B/E move
3.2%
Puts
Pseudo strike
125.23
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
106.21
IV
50.9%
B/E move
2.6%
Puts
Pseudo strike
127.20
IV
44.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
103.42
IV
52.0%
B/E move
2.0%
Puts
Pseudo strike
129.17
IV
42.5%
B/E move
1.0%

Options history

No recorded observations