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L.B. Foster Company Common Stock FSTR

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Market datapartial · fetched 2026-10-22T21:09:14.385Z

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 · 2026-10-22T20:00:00.374180629Z

FundamentalsAlpha Vantage · unavailable

Share price$35.33
1D-0.7%
AH$34.94$35.11$35.28$35.45$35.625:30 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$1.76$2.89$4.03$5.16$6.30$25.42$31.14$36.85$42.56$48.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSTR spot · $35.33FSTR PRICE$2.45$2.45$2.52$2.71$2.90$3.09$3.29$3.73$4.29$4.85$5.41$5.97$1.88$2.35$2.45$2.45$2.45$2.54$2.85$3.16$3.47$3.78$4.08$4.39$4.70
PutsExpensive1.92×
CallsExpensive2.86×
SkewBullish-30.53 pp
Implied moveBullish±$5.94
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.30139.7%28.1%
25Δ64.65217.2%89.9%29.54130.4%23.0%
30Δ49.88161.0%48.1%31.14114.7%18.8%
35Δ44.27131.7%32.4%32.5797.3%14.8%
40Δ42.13119.6%26.9%34.0080.0%10.7%
45Δ39.99107.5%21.4%35.1966.8%7.6%
50Δ37.8595.4%15.9%35.8263.6%6.7%
55Δ35.7183.3%10.4%36.4560.3%5.8%
60Δ34.3478.4%7.7%37.0857.1%4.9%
65Δ33.3677.1%6.5%37.7153.8%4.0%
70Δ32.3775.8%5.3%38.3450.6%3.1%
75Δ31.3974.5%4.2%38.9647.3%2.1%
80Δ30.4073.1%3.0%39.5944.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.30
IV
139.7%
B/E move
28.1%

25Δ

Calls
Pseudo strike
64.65
IV
217.2%
B/E move
89.9%
Puts
Pseudo strike
29.54
IV
130.4%
B/E move
23.0%

30Δ

Calls
Pseudo strike
49.88
IV
161.0%
B/E move
48.1%
Puts
Pseudo strike
31.14
IV
114.7%
B/E move
18.8%

35Δ

Calls
Pseudo strike
44.27
IV
131.7%
B/E move
32.4%
Puts
Pseudo strike
32.57
IV
97.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
42.13
IV
119.6%
B/E move
26.9%
Puts
Pseudo strike
34.00
IV
80.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
39.99
IV
107.5%
B/E move
21.4%
Puts
Pseudo strike
35.19
IV
66.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
37.85
IV
95.4%
B/E move
15.9%
Puts
Pseudo strike
35.82
IV
63.6%
B/E move
6.7%

55Δ

Calls
Pseudo strike
35.71
IV
83.3%
B/E move
10.4%
Puts
Pseudo strike
36.45
IV
60.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
34.34
IV
78.4%
B/E move
7.7%
Puts
Pseudo strike
37.08
IV
57.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
33.36
IV
77.1%
B/E move
6.5%
Puts
Pseudo strike
37.71
IV
53.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
32.37
IV
75.8%
B/E move
5.3%
Puts
Pseudo strike
38.34
IV
50.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
31.39
IV
74.5%
B/E move
4.2%
Puts
Pseudo strike
38.96
IV
47.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
30.40
IV
73.1%
B/E move
3.0%
Puts
Pseudo strike
39.59
IV
44.1%
B/E move
1.2%

Options history

No recorded observations