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Freightcar America Inc RAIL

INDUSTRIALS · RAILROADS
i

Market dataready · fetched 2026-10-22T16:17:07.110Z

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 · 2026-10-22T16:16:32.609631401Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:11:36.293680+00:00

Share price$4.19
1D+3.6%
$4.02$4.08$4.14$4.20$4.265:30 AM6:30 AM9:00 AM1:00 PMRAIL
Sold putSold call

Freightcar America Inc options

Live interpolated RAIL call and put midpoint premiums by absolute delta.Freightcar America Inc$0.13$1.60$3.06$4.52$5.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERAIL PRICE$0.39$0.45$0.29$0.38$0.47$0.55$0.64$0.73$0.82$0.91$0.99$1.19$2.65$4.11$5.57
PutsCheap0.83×
CallsExpensive4.12×
SkewBullish-162.76 pp
Implied move——
TiltBearish91.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.04143.8%34.3%
25Δ12.08324.4%197.8%3.26140.7%31.2%
30Δ9.60291.5%140.2%3.48137.5%28.0%
35Δ3.70134.3%24.9%
40Δ3.92131.1%21.7%
45Δ4.14127.9%18.6%
50Δ4.36124.8%15.4%
55Δ4.58121.6%12.3%
60Δ4.80118.4%9.1%
65Δ5.12118.7%6.2%
70Δ6.60157.4%5.6%
75Δ8.08196.1%5.1%
80Δ9.56234.9%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
143.8%
B/E move
34.3%

25Δ

Calls
Pseudo strike
12.08
IV
324.4%
B/E move
197.8%
Puts
Pseudo strike
3.26
IV
140.7%
B/E move
31.2%

30Δ

Calls
Pseudo strike
9.60
IV
291.5%
B/E move
140.2%
Puts
Pseudo strike
3.48
IV
137.5%
B/E move
28.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
134.3%
B/E move
24.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
131.1%
B/E move
21.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
127.9%
B/E move
18.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
124.8%
B/E move
15.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.58
IV
121.6%
B/E move
12.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
118.4%
B/E move
9.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
118.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.60
IV
157.4%
B/E move
5.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.08
IV
196.1%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.56
IV
234.9%
B/E move
4.6%

Options history

No recorded observations