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L.B. Foster Company Common Stock FSTR

i

Market datapartial · fetched 2026-11-04T01:12:36.439Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:00.311173166Z

FundamentalsAlpha Vantage · unavailable

Share price$36.46
1D-1.4%
AH$36.39$36.65$36.92$37.19$37.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSTR
Sold putSold callAH

L.B. Foster Company Common Stock options

Live interpolated FSTR call and put midpoint premiums by absolute delta.L.B. Foster Company Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFSTR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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
IV
B/E move

Options history

IV · four-Friday blend60.80%
Daily close
FSTR42.8%87.8%132.9%2026-08-05: 62.84%2026-08-06: 62.42%2026-08-07: 62.76%2026-08-10: 59.15%2026-08-11: 62.42%2026-08-12: 58.41%2026-08-13: 63.83%2026-08-14: 63.11%2026-08-21: 48.98%2026-08-24: 56.79%2026-08-25: 55.87%2026-08-26: 57.33%2026-08-27: 56.91%2026-08-31: 61.71%2026-09-02: 61.52%2026-09-03: 62.76%2026-09-09: 71.86%2026-09-18: 54.16%2026-09-21: 52.44%2026-09-22: 51.79%2026-09-23: 53.73%2026-09-24: 53.04%2026-09-25: 53.78%2026-09-28: 55.87%2026-09-29: 57.04%2026-10-01: 62.12%2026-10-02: 62.97%2026-10-05: 67.18%2026-10-08: 69.97%2026-10-12: 82.72%2026-10-13: 90.35%2026-10-14: 101.15%2026-10-15: 126.71%2026-10-16: 53.21%2026-10-19: 54.64%2026-10-20: 55.10%2026-10-21: 54.11%2026-10-22: 56.73%2026-10-23: 57.98%2026-10-26: 58.39%2026-10-27: 59.61%2026-10-28: 61.02%2026-10-29: 60.68%2026-10-30: 60.80%Aug 5Sep 24Oct 30
44 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
62.84%
62.42%
62.76%
59.15%
62.42%
58.41%
63.83%
63.11%
48.98%
56.79%
55.87%
57.33%
56.91%
61.71%
61.52%
62.76%
71.86%
54.16%
52.44%
51.79%
53.73%
53.04%
53.78%
55.87%
57.04%
62.12%
62.97%
67.18%
69.97%
82.72%
90.35%
101.15%
126.71%
53.21%
54.64%
55.10%
54.11%
56.73%
57.98%
58.39%
59.61%
61.02%
60.68%
60.80%