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FreightCar America, Inc. Common Stock RAIL

i

Market dataready · fetched 2026-11-12T01:55:26.182Z

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 · 2026-11-11T22:37:28.441758037Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:55:25.697004+00:00

Share price$5.45
1D+7.8%
AH$4.75$4.93$5.11$5.29$5.485:30 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$0.21$2.12$4.03$5.94$7.84$3.67$4.53$5.39$6.25$7.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RAIL spot · $5.45RAIL PRICE$0.42$0.49$0.57$0.63$0.65$0.66$0.68$0.69$0.71$0.50$0.76$1.02$1.28$1.54$1.80$2.05$2.31$7.29
Puts——
Calls——
Skew——
Implied moveBearish±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.68454.6%121.9%
30Δ10.16420.7%95.4%
35Δ8.64386.9%68.9%5.16184.0%14.5%
40Δ7.40352.5%47.3%5.48195.5%13.4%
45Δ6.99316.4%40.0%5.81206.9%12.2%
50Δ6.58280.4%32.8%6.13218.4%11.0%
55Δ6.17244.4%25.6%6.45229.9%9.8%
60Δ5.76208.3%18.4%6.78241.4%8.6%
65Δ5.35172.3%11.2%7.10252.9%7.4%
70Δ7.42264.4%6.3%
75Δ
80Δ12.44446.5%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.68
IV
454.6%
B/E move
121.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.16
IV
420.7%
B/E move
95.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.64
IV
386.9%
B/E move
68.9%
Puts
Pseudo strike
5.16
IV
184.0%
B/E move
14.5%

40Δ

Calls
Pseudo strike
7.40
IV
352.5%
B/E move
47.3%
Puts
Pseudo strike
5.48
IV
195.5%
B/E move
13.4%

45Δ

Calls
Pseudo strike
6.99
IV
316.4%
B/E move
40.0%
Puts
Pseudo strike
5.81
IV
206.9%
B/E move
12.2%

50Δ

Calls
Pseudo strike
6.58
IV
280.4%
B/E move
32.8%
Puts
Pseudo strike
6.13
IV
218.4%
B/E move
11.0%

55Δ

Calls
Pseudo strike
6.17
IV
244.4%
B/E move
25.6%
Puts
Pseudo strike
6.45
IV
229.9%
B/E move
9.8%

60Δ

Calls
Pseudo strike
5.76
IV
208.3%
B/E move
18.4%
Puts
Pseudo strike
6.78
IV
241.4%
B/E move
8.6%

65Δ

Calls
Pseudo strike
5.35
IV
172.3%
B/E move
11.2%
Puts
Pseudo strike
7.10
IV
252.9%
B/E move
7.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
264.4%
B/E move
6.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.44
IV
446.5%
B/E move
5.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations