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ACNB Corporation Common Stock ACNB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:03:29.729Z

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 · 2026-11-11T13:41:44.170686124Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:55:25.867914+00:00

Share price$66.90
1D+0.0%
$66.87$66.88$66.90$66.92$66.935:30 AM6:30 AM9:00 AM1:00 PMACNB
Sold putSold call

ACNB Corporation Common Stock options

Live interpolated ACNB call and put midpoint premiums by absolute delta.ACNB Corporation Common Stock$2.07$2.46$2.84$3.23$3.61$62.73$65.06$67.40$69.73$72.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACNB spot · $66.90ACNB PRICE$2.45$2.12$2.17$2.22$2.27$2.33$2.38$2.43$2.45$2.45$2.45$2.45$2.50$2.64$2.79$2.93$3.07$3.22$3.36$3.50
Puts——
Calls——
Skew——
Implied moveBearish±$5.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.87178.5%21.6%
25Δ84.30176.3%29.7%58.99139.1%15.5%
30Δ61.57113.9%11.6%
35Δ63.6593.2%8.5%
40Δ69.7976.1%7.5%65.2377.9%6.2%
45Δ69.0969.4%6.5%65.8872.3%5.5%
50Δ68.3962.7%5.5%66.5366.8%4.7%
55Δ67.6856.0%4.6%67.1861.3%4.0%
60Δ66.9849.3%3.6%67.8355.7%3.2%
65Δ66.2842.6%2.6%68.4850.2%2.4%
70Δ65.5735.9%1.7%69.1344.6%1.7%
75Δ69.7839.1%0.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.87
IV
178.5%
B/E move
21.6%

25Δ

Calls
Pseudo strike
84.30
IV
176.3%
B/E move
29.7%
Puts
Pseudo strike
58.99
IV
139.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.57
IV
113.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.65
IV
93.2%
B/E move
8.5%

40Δ

Calls
Pseudo strike
69.79
IV
76.1%
B/E move
7.5%
Puts
Pseudo strike
65.23
IV
77.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
69.09
IV
69.4%
B/E move
6.5%
Puts
Pseudo strike
65.88
IV
72.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
68.39
IV
62.7%
B/E move
5.5%
Puts
Pseudo strike
66.53
IV
66.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
67.68
IV
56.0%
B/E move
4.6%
Puts
Pseudo strike
67.18
IV
61.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
66.98
IV
49.3%
B/E move
3.6%
Puts
Pseudo strike
67.83
IV
55.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
66.28
IV
42.6%
B/E move
2.6%
Puts
Pseudo strike
68.48
IV
50.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
65.57
IV
35.9%
B/E move
1.7%
Puts
Pseudo strike
69.13
IV
44.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.78
IV
39.1%
B/E move
0.9%

80Δ

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

Options history

IV · four-Friday blend29.92%
Daily close
ACNB24.2%51.5%78.8%2026-08-17: 45.63%2026-08-18: 44.76%2026-08-19: 60.31%2026-08-20: 75.08%2026-08-21: 30.46%2026-08-24: 29.88%2026-08-25: 30.69%2026-08-26: 29.14%2026-08-28: 31.66%2026-08-31: 31.96%2026-09-01: 33.01%2026-09-02: 33.35%2026-09-04: 33.85%2026-09-08: 34.37%2026-09-09: 36.42%2026-09-10: 37.29%2026-09-14: 36.24%2026-09-15: 44.90%2026-09-16: 54.95%2026-09-18: 28.44%2026-09-21: 29.04%2026-09-22: 29.38%2026-09-23: 31.20%2026-09-24: 31.13%2026-09-25: 29.31%2026-09-28: 31.17%2026-09-29: 32.56%2026-09-30: 35.60%2026-10-01: 31.26%2026-10-02: 33.69%2026-10-05: 32.42%2026-10-06: 35.12%2026-10-07: 36.24%2026-10-08: 37.63%2026-10-09: 42.27%2026-10-12: 43.91%2026-10-16: 28.01%2026-10-19: 30.72%2026-10-20: 29.24%2026-10-21: 30.36%2026-10-22: 30.88%2026-10-23: 28.84%2026-10-26: 29.55%2026-10-27: 31.59%2026-10-28: 31.01%2026-10-30: 29.92%Aug 17Sep 23Oct 30
46 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
45.63%
44.76%
60.31%
75.08%
30.46%
29.88%
30.69%
29.14%
31.66%
31.96%
33.01%
33.35%
33.85%
34.37%
36.42%
37.29%
36.24%
44.90%
54.95%
28.44%
29.04%
29.38%
31.20%
31.13%
29.31%
31.17%
32.56%
35.60%
31.26%
33.69%
32.42%
35.12%
36.24%
37.63%
42.27%
43.91%
28.01%
30.72%
29.24%
30.36%
30.88%
28.84%
29.55%
31.59%
31.01%
29.92%