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L.B. Foster Company Common Stock FSTR

i

Market dataready · fetched 2026-11-11T13:50:50.059Z

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: 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 · 2026-11-10T21:00:00.487493474Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:48:44.282659+00:00

Share price$42.04
1D+0.5%
AH$41.77$41.95$42.12$42.29$42.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSTR
Sold putSold callAH

L.B. Foster Company Common Stock options

Live interpolated FSTR call and put midpoint premiums by absolute delta.L.B. Foster Company Common Stock$0.39$1.65$2.90$4.16$5.41$34.80$38.67$42.53$46.40$50.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSTR spot · $42.04FSTR PRICE$0.97$1.18$1.39$1.59$1.80$2.01$2.22$2.43$2.73$3.98$2.32$0.53$0.82$1.10$1.39$1.68$1.97$2.26$2.55$2.84$3.13$3.42$5.05
PutsExpensive1.44×
Calls——
Skew——
Implied moveBearish±$3.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.22258.5%28.9%
25Δ40.0848.8%5.9%
30Δ40.5749.7%5.4%
35Δ43.8153.5%6.5%41.0650.6%5.0%
40Δ43.3353.4%5.9%41.5451.6%4.5%
45Δ42.8553.2%5.2%42.0352.5%4.0%
50Δ42.3753.0%4.6%42.5253.4%3.6%
55Δ41.8952.8%3.9%43.0154.3%3.1%
60Δ41.4052.6%3.3%43.4955.2%2.6%
65Δ40.9252.4%2.6%43.9856.2%2.1%
70Δ40.4452.2%2.0%44.4757.1%1.7%
75Δ39.8852.8%1.4%44.9558.0%1.2%
80Δ38.5361.1%1.1%46.6967.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.22
IV
258.5%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.08
IV
48.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.57
IV
49.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
43.81
IV
53.5%
B/E move
6.5%
Puts
Pseudo strike
41.06
IV
50.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
43.33
IV
53.4%
B/E move
5.9%
Puts
Pseudo strike
41.54
IV
51.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
42.85
IV
53.2%
B/E move
5.2%
Puts
Pseudo strike
42.03
IV
52.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
42.37
IV
53.0%
B/E move
4.6%
Puts
Pseudo strike
42.52
IV
53.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
41.89
IV
52.8%
B/E move
3.9%
Puts
Pseudo strike
43.01
IV
54.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
41.40
IV
52.6%
B/E move
3.3%
Puts
Pseudo strike
43.49
IV
55.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
40.92
IV
52.4%
B/E move
2.6%
Puts
Pseudo strike
43.98
IV
56.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
40.44
IV
52.2%
B/E move
2.0%
Puts
Pseudo strike
44.47
IV
57.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
39.88
IV
52.8%
B/E move
1.4%
Puts
Pseudo strike
44.95
IV
58.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
38.53
IV
61.1%
B/E move
1.1%
Puts
Pseudo strike
46.69
IV
67.3%
B/E move
1.0%

Options history

IV · four-Friday blend60.80%
Daily close
FSTR42.8%87.8%132.9%2026-08-13: 63.83%2026-08-14: 63.11%2026-08-21: 48.98%2026-08-24: 56.79%2026-08-25: 55.87%2026-08-26: 57.33%2026-08-27: 56.91%2026-08-31: 61.71%2026-09-02: 61.52%2026-09-03: 62.76%2026-09-09: 71.86%2026-09-18: 54.16%2026-09-21: 52.44%2026-09-22: 51.79%2026-09-23: 53.73%2026-09-24: 53.04%2026-09-25: 53.78%2026-09-28: 55.87%2026-09-29: 57.04%2026-10-01: 62.12%2026-10-02: 62.97%2026-10-05: 67.18%2026-10-08: 69.97%2026-10-12: 82.72%2026-10-13: 90.35%2026-10-14: 101.15%2026-10-15: 126.71%2026-10-16: 53.21%2026-10-19: 54.64%2026-10-20: 55.10%2026-10-21: 54.11%2026-10-22: 56.73%2026-10-23: 57.98%2026-10-26: 58.39%2026-10-27: 59.61%2026-10-28: 61.02%2026-10-29: 60.68%2026-10-30: 60.80%Aug 13Sep 29Oct 30
38 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
63.83%
63.11%
48.98%
56.79%
55.87%
57.33%
56.91%
61.71%
61.52%
62.76%
71.86%
54.16%
52.44%
51.79%
53.73%
53.04%
53.78%
55.87%
57.04%
62.12%
62.97%
67.18%
69.97%
82.72%
90.35%
101.15%
126.71%
53.21%
54.64%
55.10%
54.11%
56.73%
57.98%
58.39%
59.61%
61.02%
60.68%
60.80%