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Federal Signal Corp. FSS

i

Market dataready · fetched 2026-11-04T04:02:55.862Z

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 · 2026-11-04T00:00:00.003207312Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:02:55.449604+00:00

Share price$117.14
1D-0.6%
AH$116.30$117.22$118.13$119.05$119.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSS
Sold putSold callAH

Federal Signal Corp. options

Live interpolated FSS call and put midpoint premiums by absolute delta.Federal Signal Corp.$0.96$3.15$5.33$7.52$9.70$100.68$108.74$116.80$124.85$132.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSS spot · $117.14FSS PRICE$1.20$1.49$1.73$1.98$2.30$2.88$3.47$4.05$4.63$5.47$6.47$7.47$8.49$1.48$1.86$2.28$2.69$3.11$3.53$3.94$4.36$4.77$5.67$6.69$7.71$9.07
PutsCheap0.73×
CallsCheap0.73×
SkewBearish+2.22 pp
Implied moveBearish±$7.41
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.1645.2%10.4%107.5550.3%9.5%
25Δ125.1541.5%8.1%110.1546.9%7.6%
30Δ123.2738.3%6.7%111.8544.9%6.5%
35Δ121.4435.2%5.4%113.5542.9%5.4%
40Δ119.7732.8%4.2%115.1741.0%4.3%
45Δ118.6833.4%3.8%116.3239.1%3.7%
50Δ117.5934.1%3.3%117.4737.2%3.1%
55Δ116.5034.7%2.9%118.6335.3%2.4%
60Δ115.4135.4%2.5%119.7833.4%1.8%
65Δ114.1335.9%2.1%121.1033.2%1.5%
70Δ112.7536.5%1.8%122.4533.6%1.2%
75Δ111.3637.1%1.4%123.8133.9%0.9%
80Δ109.9637.6%1.1%125.4935.0%0.6%

20Δ

Calls
Pseudo strike
128.16
IV
45.2%
B/E move
10.4%
Puts
Pseudo strike
107.55
IV
50.3%
B/E move
9.5%

25Δ

Calls
Pseudo strike
125.15
IV
41.5%
B/E move
8.1%
Puts
Pseudo strike
110.15
IV
46.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
123.27
IV
38.3%
B/E move
6.7%
Puts
Pseudo strike
111.85
IV
44.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
121.44
IV
35.2%
B/E move
5.4%
Puts
Pseudo strike
113.55
IV
42.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
119.77
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
115.17
IV
41.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
118.68
IV
33.4%
B/E move
3.8%
Puts
Pseudo strike
116.32
IV
39.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
117.59
IV
34.1%
B/E move
3.3%
Puts
Pseudo strike
117.47
IV
37.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
116.50
IV
34.7%
B/E move
2.9%
Puts
Pseudo strike
118.63
IV
35.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
115.41
IV
35.4%
B/E move
2.5%
Puts
Pseudo strike
119.78
IV
33.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
114.13
IV
35.9%
B/E move
2.1%
Puts
Pseudo strike
121.10
IV
33.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
112.75
IV
36.5%
B/E move
1.8%
Puts
Pseudo strike
122.45
IV
33.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
111.36
IV
37.1%
B/E move
1.4%
Puts
Pseudo strike
123.81
IV
33.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
109.96
IV
37.6%
B/E move
1.1%
Puts
Pseudo strike
125.49
IV
35.0%
B/E move
0.6%

Options history

IV · four-Friday blend36.14%
Daily close
FSS33.4%39.0%44.7%2026-08-05: 38.26%2026-08-06: 38.62%2026-08-07: 38.66%2026-08-10: 39.16%2026-08-11: 38.67%2026-08-12: 37.43%2026-08-13: 37.84%2026-08-14: 36.86%2026-08-17: 38.15%2026-08-19: 40.81%2026-08-21: 35.92%2026-08-24: 36.26%2026-08-25: 35.70%2026-08-26: 35.15%2026-08-27: 34.65%2026-08-28: 35.47%2026-08-31: 35.63%2026-09-01: 35.69%2026-09-02: 36.12%2026-09-03: 36.09%2026-09-04: 35.59%2026-09-08: 36.80%2026-09-09: 37.87%2026-09-10: 38.42%2026-09-11: 37.40%2026-09-14: 41.06%2026-09-15: 40.81%2026-09-16: 42.48%2026-09-18: 37.79%2026-09-21: 37.61%2026-09-22: 36.35%2026-09-23: 37.07%2026-09-24: 37.32%2026-09-25: 36.70%2026-09-28: 37.61%2026-09-29: 38.18%2026-09-30: 37.92%2026-10-01: 37.84%2026-10-02: 37.50%2026-10-05: 38.15%2026-10-06: 38.36%2026-10-07: 39.28%2026-10-08: 39.54%2026-10-09: 40.23%2026-10-12: 42.01%2026-10-13: 43.69%2026-10-14: 43.90%2026-10-16: 40.47%2026-10-19: 40.75%2026-10-20: 40.81%2026-10-21: 40.81%2026-10-22: 40.96%2026-10-23: 41.75%2026-10-26: 41.53%2026-10-27: 42.70%2026-10-28: 41.05%2026-10-29: 34.16%2026-10-30: 36.14%Aug 5Sep 18Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.26%
38.62%
38.66%
39.16%
38.67%
37.43%
37.84%
36.86%
38.15%
40.81%
35.92%
36.26%
35.70%
35.15%
34.65%
35.47%
35.63%
35.69%
36.12%
36.09%
35.59%
36.80%
37.87%
38.42%
37.40%
41.06%
40.81%
42.48%
37.79%
37.61%
36.35%
37.07%
37.32%
36.70%
37.61%
38.18%
37.92%
37.84%
37.50%
38.15%
38.36%
39.28%
39.54%
40.23%
42.01%
43.69%
43.90%
40.47%
40.75%
40.81%
40.81%
40.96%
41.75%
41.53%
42.70%
41.05%
34.16%
36.14%