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FreightCar America, Inc. Common Stock RAIL

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Market datapartial · fetched 2026-10-22T23:44:24.725Z

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 · 2026-10-22T21:38:53.805472914Z

FundamentalsAlpha Vantage · unavailable

Share price$4.25
1D+5.0%
AH$4.02$4.10$4.18$4.25$4.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAIL
Sold putSold callAH

FreightCar America, Inc. Common Stock options

Live interpolated RAIL call and put midpoint premiums by absolute delta.FreightCar America, Inc. Common Stock$0.02$2.07$4.13$6.19$8.25$1.14$2.90$4.66$6.42$8.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAIL spot · $4.25RAIL PRICE$0.30$0.35$0.24$0.52$0.62$0.73$0.84$0.95$1.05$1.16$1.27$1.38$1.48$0.67$0.93$1.20$1.46$1.72$1.99$2.25$2.52$2.78$3.04$3.31$7.66$3.13
PutsExpensive1.15×
CallsExpensive2.88×
SkewBullish-15.29 pp
Implied moveBearish±$3.09
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.93292.0%187.7%3.30186.8%38.1%
25Δ11.53297.1%179.5%3.69189.1%35.2%
30Δ6.63144.1%61.7%4.08191.5%32.3%
35Δ7.43258.1%87.1%4.46193.8%29.3%
40Δ7.02247.6%79.9%4.85196.1%26.4%
45Δ6.61237.1%72.7%5.24198.5%23.5%
50Δ6.19226.6%65.5%5.63200.8%20.6%
55Δ5.78216.1%58.3%6.02203.1%17.7%
60Δ5.37205.6%51.1%6.40205.5%14.7%
65Δ4.96195.1%43.9%6.79207.8%11.8%
70Δ4.54184.6%36.7%7.18210.1%8.9%
75Δ4.13174.1%29.5%11.57310.4%7.9%
80Δ3.72163.6%22.3%7.24149.8%3.3%

20Δ

Calls
Pseudo strike
11.93
IV
292.0%
B/E move
187.7%
Puts
Pseudo strike
3.30
IV
186.8%
B/E move
38.1%

25Δ

Calls
Pseudo strike
11.53
IV
297.1%
B/E move
179.5%
Puts
Pseudo strike
3.69
IV
189.1%
B/E move
35.2%

30Δ

Calls
Pseudo strike
6.63
IV
144.1%
B/E move
61.7%
Puts
Pseudo strike
4.08
IV
191.5%
B/E move
32.3%

35Δ

Calls
Pseudo strike
7.43
IV
258.1%
B/E move
87.1%
Puts
Pseudo strike
4.46
IV
193.8%
B/E move
29.3%

40Δ

Calls
Pseudo strike
7.02
IV
247.6%
B/E move
79.9%
Puts
Pseudo strike
4.85
IV
196.1%
B/E move
26.4%

45Δ

Calls
Pseudo strike
6.61
IV
237.1%
B/E move
72.7%
Puts
Pseudo strike
5.24
IV
198.5%
B/E move
23.5%

50Δ

Calls
Pseudo strike
6.19
IV
226.6%
B/E move
65.5%
Puts
Pseudo strike
5.63
IV
200.8%
B/E move
20.6%

55Δ

Calls
Pseudo strike
5.78
IV
216.1%
B/E move
58.3%
Puts
Pseudo strike
6.02
IV
203.1%
B/E move
17.7%

60Δ

Calls
Pseudo strike
5.37
IV
205.6%
B/E move
51.1%
Puts
Pseudo strike
6.40
IV
205.5%
B/E move
14.7%

65Δ

Calls
Pseudo strike
4.96
IV
195.1%
B/E move
43.9%
Puts
Pseudo strike
6.79
IV
207.8%
B/E move
11.8%

70Δ

Calls
Pseudo strike
4.54
IV
184.6%
B/E move
36.7%
Puts
Pseudo strike
7.18
IV
210.1%
B/E move
8.9%

75Δ

Calls
Pseudo strike
4.13
IV
174.1%
B/E move
29.5%
Puts
Pseudo strike
11.57
IV
310.4%
B/E move
7.9%

80Δ

Calls
Pseudo strike
3.72
IV
163.6%
B/E move
22.3%
Puts
Pseudo strike
7.24
IV
149.8%
B/E move
3.3%

Options history

No recorded observations