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Westinghouse Air Brake Technologies Corp WAB

INDUSTRIALS · RAILROADS
i

Market dataready · fetched 2026-10-22T21:13:19.052Z

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 · 2026-10-22T20:10:00.0003423Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T21:13:17.881588+00:00

Share price$276.47
1D-2.2%
AH$272$275$278$281$2845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAB
Sold putSold callAH

Westinghouse Air Brake Technologies Corp options

Live interpolated WAB call and put midpoint premiums by absolute delta.Westinghouse Air Brake Technologies Corp$1.46$6.86$12.26$17.66$23.06$241.93$257.98$274.04$290.10$306.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAB spot · $276.47WAB PRICE$2.04$2.68$3.48$4.32$5.16$6.00$7.24$8.53$9.82$11.11$13.07$15.39$17.71$2.38$3.19$4.00$4.88$6.11$7.34$8.57$9.90$11.52$13.14$14.76$17.42$21.51
PutsCheap0.70×
CallsCheap0.79×
SkewBearish+1.81 pp
Implied moveBearish±$15.81
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.0823.0%7.1%261.2026.1%6.4%
25Δ290.8423.6%6.2%264.3325.8%5.5%
30Δ288.0823.7%5.5%267.4625.5%4.7%
35Δ285.4823.6%4.8%270.4825.3%3.9%
40Δ282.8923.6%4.2%273.0225.5%3.5%
45Δ280.3023.5%3.6%275.5625.7%3.0%
50Δ277.9123.6%3.1%278.0925.8%2.5%
55Δ275.5423.7%2.7%280.6525.9%2.1%
60Δ273.1823.8%2.4%283.2625.5%1.7%
65Δ270.8123.8%2.0%285.8725.1%1.4%
70Δ267.9824.1%1.7%288.4824.8%1.0%
75Δ264.9124.4%1.4%291.9725.2%0.7%
80Δ261.8424.7%1.1%296.6726.5%0.5%

20Δ

Calls
Pseudo strike
294.08
IV
23.0%
B/E move
7.1%
Puts
Pseudo strike
261.20
IV
26.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
290.84
IV
23.6%
B/E move
6.2%
Puts
Pseudo strike
264.33
IV
25.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
288.08
IV
23.7%
B/E move
5.5%
Puts
Pseudo strike
267.46
IV
25.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
285.48
IV
23.6%
B/E move
4.8%
Puts
Pseudo strike
270.48
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
282.89
IV
23.6%
B/E move
4.2%
Puts
Pseudo strike
273.02
IV
25.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
280.30
IV
23.5%
B/E move
3.6%
Puts
Pseudo strike
275.56
IV
25.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
277.91
IV
23.6%
B/E move
3.1%
Puts
Pseudo strike
278.09
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
275.54
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
280.65
IV
25.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
273.18
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
283.26
IV
25.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
270.81
IV
23.8%
B/E move
2.0%
Puts
Pseudo strike
285.87
IV
25.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
267.98
IV
24.1%
B/E move
1.7%
Puts
Pseudo strike
288.48
IV
24.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
264.91
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
291.97
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
261.84
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
296.67
IV
26.5%
B/E move
0.5%

Options history

No recorded observations