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ACNB Corporation Common Stock ACNB

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Market datapartial · fetched 2026-10-22T08:08:18.604Z

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 · 2026-10-21T20:00:00.634821298Z

FundamentalsAlpha Vantage · unavailable

Share price$63.64
1D-0.1%
AH$63.21$63.37$63.53$63.69$63.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACNB
Sold putSold callAH

ACNB Corporation Common Stock options

Live interpolated ACNB call and put midpoint premiums by absolute delta.ACNB Corporation Common Stock$0.89$2.46$4.02$5.59$7.15$55.26$60.13$65.01$69.88$74.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACNB spot · $63.64ACNB PRICE$1.98$2.45$1.56$1.87$2.19$2.50$2.84$3.18$3.53$3.88$4.23$4.58$5.72$1.06$1.18$1.39$1.65$1.92$2.18$2.44$2.71$3.34$4.18$5.02$5.86$6.70
PutsExpensive1.42×
CallsExpensive2.15×
SkewBullish-15.12 pp
Implied moveBullish±$5.28
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.58112.1%42.3%56.7751.5%12.5%
25Δ82.29105.7%33.2%59.1142.6%9.0%
30Δ69.4348.4%11.5%60.5238.3%7.1%
35Δ68.0946.9%9.9%61.3636.7%6.2%
40Δ66.7645.5%8.3%62.1935.2%5.3%
45Δ65.4344.0%6.7%63.0333.7%4.4%
50Δ64.4342.3%5.7%63.8732.2%3.5%
55Δ63.5940.5%4.9%64.7130.6%2.6%
60Δ62.7538.7%4.2%65.6830.9%2.0%
65Δ61.9136.8%3.4%66.7332.1%1.7%
70Δ61.0835.0%2.6%67.7833.3%1.4%
75Δ60.2433.2%1.8%68.8334.4%1.1%
80Δ58.8234.4%1.4%69.8735.6%0.7%

20Δ

Calls
Pseudo strike
88.58
IV
112.1%
B/E move
42.3%
Puts
Pseudo strike
56.77
IV
51.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
82.29
IV
105.7%
B/E move
33.2%
Puts
Pseudo strike
59.11
IV
42.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
69.43
IV
48.4%
B/E move
11.5%
Puts
Pseudo strike
60.52
IV
38.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
68.09
IV
46.9%
B/E move
9.9%
Puts
Pseudo strike
61.36
IV
36.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
66.76
IV
45.5%
B/E move
8.3%
Puts
Pseudo strike
62.19
IV
35.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
65.43
IV
44.0%
B/E move
6.7%
Puts
Pseudo strike
63.03
IV
33.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
64.43
IV
42.3%
B/E move
5.7%
Puts
Pseudo strike
63.87
IV
32.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
63.59
IV
40.5%
B/E move
4.9%
Puts
Pseudo strike
64.71
IV
30.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
62.75
IV
38.7%
B/E move
4.2%
Puts
Pseudo strike
65.68
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
61.91
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
66.73
IV
32.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
61.08
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
67.78
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
60.24
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
68.83
IV
34.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
58.82
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
69.87
IV
35.6%
B/E move
0.7%

Options history

No recorded observations