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Wabtec Inc. WAB

INDUSTRIALS · RAILROADS
i

Market dataready · fetched 2026-11-12T02:20:43.351Z

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 · 2026-11-12T00:00:00.00044994Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:20:42.997737+00:00

Share price$304.18
1D-0.5%
AH$303$304$305$306$3075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAB
Sold putSold callAH

Wabtec Inc. options

Live interpolated WAB call and put midpoint premiums by absolute delta.Wabtec Inc.$1.21$4.55$7.88$11.22$14.55$272.52$286.31$300.10$313.89$327.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAB spot · $304.18WAB PRICE$1.57$1.95$2.33$2.87$3.67$4.47$5.27$6.07$6.87$7.76$9.71$11.65$13.59$1.64$2.18$2.71$3.25$3.96$4.72$5.48$6.23$6.99$7.75$9.26$11.28$13.29
PutsCheap0.72×
CallsCheap0.71×
SkewBullish-0.49 pp
Implied moveBalanced±$10.74
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.0130.9%5.1%293.0328.1%4.2%
25Δ314.9728.7%4.2%295.2128.1%3.7%
30Δ311.9326.6%3.3%297.3928.0%3.1%
35Δ309.4225.3%2.7%299.5828.0%2.6%
40Δ307.8325.5%2.4%301.3027.6%2.2%
45Δ306.2425.8%2.1%302.9127.1%2.0%
50Δ304.6426.0%1.9%304.5226.6%1.7%
55Δ303.0526.2%1.6%306.1326.1%1.4%
60Δ301.4626.5%1.4%307.7525.6%1.1%
65Δ299.8026.8%1.1%309.3625.1%0.8%
70Δ297.3727.7%1.0%311.4725.3%0.6%
75Δ294.9428.6%0.8%313.9125.8%0.5%
80Δ292.5129.5%0.6%316.3626.3%0.4%

20Δ

Calls
Pseudo strike
318.01
IV
30.9%
B/E move
5.1%
Puts
Pseudo strike
293.03
IV
28.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
314.97
IV
28.7%
B/E move
4.2%
Puts
Pseudo strike
295.21
IV
28.1%
B/E move
3.7%

30Δ

Calls
Pseudo strike
311.93
IV
26.6%
B/E move
3.3%
Puts
Pseudo strike
297.39
IV
28.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
309.42
IV
25.3%
B/E move
2.7%
Puts
Pseudo strike
299.58
IV
28.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
307.83
IV
25.5%
B/E move
2.4%
Puts
Pseudo strike
301.30
IV
27.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
306.24
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
302.91
IV
27.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
304.64
IV
26.0%
B/E move
1.9%
Puts
Pseudo strike
304.52
IV
26.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
303.05
IV
26.2%
B/E move
1.6%
Puts
Pseudo strike
306.13
IV
26.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
301.46
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
307.75
IV
25.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
299.80
IV
26.8%
B/E move
1.1%
Puts
Pseudo strike
309.36
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
297.37
IV
27.7%
B/E move
1.0%
Puts
Pseudo strike
311.47
IV
25.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
294.94
IV
28.6%
B/E move
0.8%
Puts
Pseudo strike
313.91
IV
25.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
292.51
IV
29.5%
B/E move
0.6%
Puts
Pseudo strike
316.36
IV
26.3%
B/E move
0.4%

Options history

IV · four-Friday blend23.20%
Daily close
WAB21.6%24.3%26.9%2026-08-13: 24.07%2026-08-14: 22.87%2026-08-17: 23.63%2026-08-18: 24.35%2026-08-21: 23.41%2026-08-24: 24.11%2026-08-25: 23.56%2026-08-26: 23.57%2026-08-27: 23.26%2026-08-28: 23.51%2026-08-31: 23.84%2026-09-01: 23.88%2026-09-02: 23.74%2026-09-03: 23.57%2026-09-04: 22.97%2026-09-08: 24.11%2026-09-09: 24.99%2026-09-10: 24.60%2026-09-11: 23.97%2026-09-14: 24.31%2026-09-15: 25.54%2026-09-18: 24.42%2026-09-21: 24.69%2026-09-22: 24.48%2026-09-23: 24.48%2026-09-24: 25.34%2026-09-25: 24.71%2026-09-28: 24.78%2026-09-29: 25.15%2026-09-30: 24.88%2026-10-01: 24.85%2026-10-02: 24.58%2026-10-05: 24.07%2026-10-06: 23.98%2026-10-07: 24.84%2026-10-08: 24.55%2026-10-09: 24.19%2026-10-12: 26.26%2026-10-16: 25.50%2026-10-19: 25.54%2026-10-20: 26.57%2026-10-21: 22.32%2026-10-22: 24.06%2026-10-23: 23.67%2026-10-26: 23.35%2026-10-27: 22.55%2026-10-28: 22.50%2026-10-29: 21.96%2026-10-30: 23.20%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.07%
22.87%
23.63%
24.35%
23.41%
24.11%
23.56%
23.57%
23.26%
23.51%
23.84%
23.88%
23.74%
23.57%
22.97%
24.11%
24.99%
24.60%
23.97%
24.31%
25.54%
24.42%
24.69%
24.48%
24.48%
25.34%
24.71%
24.78%
25.15%
24.88%
24.85%
24.58%
24.07%
23.98%
24.84%
24.55%
24.19%
26.26%
25.50%
25.54%
26.57%
22.32%
24.06%
23.67%
23.35%
22.55%
22.50%
21.96%
23.20%