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FreightCar America, Inc. Common Stock RAIL

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Market datapartial · fetched 2026-10-22T21:11:58.740Z

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 · 2026-10-22T20:21:44.507073171Z

FundamentalsAlpha Vantage · unavailable

Share price$4.24
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$0.08$1.54$3.00$4.46$5.92$1.15$2.91$4.67$6.42$8.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAIL spot · $4.24RAIL PRICE$0.30$0.35$0.24$0.52$0.63$0.73$0.84$0.95$1.06$1.17$1.28$1.39$1.50$0.66$0.92$1.19$1.45$1.71$1.97$2.23$2.50$2.76$3.02$3.28$5.50$4.48
PutsExpensive1.14×
CallsExpensive2.90×
SkewBullish-18.52 pp
Implied moveBearish±$3.08
TiltBearish48.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.92291.9%188.3%3.29185.7%38.0%
25Δ11.53297.4%180.3%3.68187.9%35.1%
30Δ6.55142.2%60.1%4.06190.1%32.2%
35Δ7.43258.5%87.5%4.45192.3%29.3%
40Δ7.02248.4%80.2%4.83194.5%26.4%
45Δ6.60238.3%72.9%5.22196.7%23.5%
50Δ6.18228.2%65.6%5.60198.9%20.6%
55Δ5.76218.1%58.3%5.99201.1%17.7%
60Δ5.34208.0%51.0%6.37203.3%14.8%
65Δ4.92197.9%43.7%6.76205.5%11.9%
70Δ4.50187.8%36.4%7.14207.7%8.9%
75Δ4.09177.7%29.1%9.44256.6%6.9%
80Δ3.67167.6%21.8%8.54200.6%4.3%

20Δ

Calls
Pseudo strike
11.92
IV
291.9%
B/E move
188.3%
Puts
Pseudo strike
3.29
IV
185.7%
B/E move
38.0%

25Δ

Calls
Pseudo strike
11.53
IV
297.4%
B/E move
180.3%
Puts
Pseudo strike
3.68
IV
187.9%
B/E move
35.1%

30Δ

Calls
Pseudo strike
6.55
IV
142.2%
B/E move
60.1%
Puts
Pseudo strike
4.06
IV
190.1%
B/E move
32.2%

35Δ

Calls
Pseudo strike
7.43
IV
258.5%
B/E move
87.5%
Puts
Pseudo strike
4.45
IV
192.3%
B/E move
29.3%

40Δ

Calls
Pseudo strike
7.02
IV
248.4%
B/E move
80.2%
Puts
Pseudo strike
4.83
IV
194.5%
B/E move
26.4%

45Δ

Calls
Pseudo strike
6.60
IV
238.3%
B/E move
72.9%
Puts
Pseudo strike
5.22
IV
196.7%
B/E move
23.5%

50Δ

Calls
Pseudo strike
6.18
IV
228.2%
B/E move
65.6%
Puts
Pseudo strike
5.60
IV
198.9%
B/E move
20.6%

55Δ

Calls
Pseudo strike
5.76
IV
218.1%
B/E move
58.3%
Puts
Pseudo strike
5.99
IV
201.1%
B/E move
17.7%

60Δ

Calls
Pseudo strike
5.34
IV
208.0%
B/E move
51.0%
Puts
Pseudo strike
6.37
IV
203.3%
B/E move
14.8%

65Δ

Calls
Pseudo strike
4.92
IV
197.9%
B/E move
43.7%
Puts
Pseudo strike
6.76
IV
205.5%
B/E move
11.9%

70Δ

Calls
Pseudo strike
4.50
IV
187.8%
B/E move
36.4%
Puts
Pseudo strike
7.14
IV
207.7%
B/E move
8.9%

75Δ

Calls
Pseudo strike
4.09
IV
177.7%
B/E move
29.1%
Puts
Pseudo strike
9.44
IV
256.6%
B/E move
6.9%

80Δ

Calls
Pseudo strike
3.67
IV
167.6%
B/E move
21.8%
Puts
Pseudo strike
8.54
IV
200.6%
B/E move
4.3%

Options history

No recorded observations