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Ames National Corporation Common Stock ATLO

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Market datapartial · fetched 2026-10-22T04:21:26.092Z

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 · 2026-10-21T20:00:00.395241799Z

FundamentalsAlpha Vantage · unavailable

Share price$32.66
1D+0.7%
AH$32.42$32.51$32.60$32.68$32.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATLO
Sold putSold callAH

Ames National Corporation Common Stock options

Live interpolated ATLO call and put midpoint premiums by absolute delta.Ames National Corporation Common Stock$0.33$1.64$2.95$4.27$5.58$28.33$30.71$33.10$35.48$37.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATLO spot · $32.66ATLO PRICE$0.51$0.55$0.67$0.98$1.29$1.60$1.90$2.21$2.52$2.83$3.13$3.44$4.85$0.47$0.63$0.82$1.00$1.19$1.37$1.56$1.75$1.93$2.12$2.30$2.49$5.20
PutsExpensive1.19×
CallsExpensive1.51×
SkewBullish-9.35 pp
Implied moveBullish±$3.46
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4456.0%19.2%29.6543.8%10.6%
25Δ36.3944.6%13.1%30.3740.2%8.9%
30Δ34.8337.3%8.7%30.8239.2%8.1%
35Δ34.3038.7%8.0%31.2638.2%7.4%
40Δ33.7740.2%7.3%31.7037.2%6.6%
45Δ33.2441.6%6.7%32.1436.2%5.8%
50Δ32.7143.0%6.0%32.5835.2%5.0%
55Δ32.1844.4%5.3%33.0334.2%4.2%
60Δ31.6545.9%4.6%33.4733.1%3.4%
65Δ31.1247.3%3.9%33.9132.1%2.7%
70Δ30.5948.7%3.3%34.3531.1%1.9%
75Δ30.0650.2%2.6%34.7930.1%1.1%
80Δ28.5159.2%2.2%37.6144.9%0.8%

20Δ

Calls
Pseudo strike
38.44
IV
56.0%
B/E move
19.2%
Puts
Pseudo strike
29.65
IV
43.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
36.39
IV
44.6%
B/E move
13.1%
Puts
Pseudo strike
30.37
IV
40.2%
B/E move
8.9%

30Δ

Calls
Pseudo strike
34.83
IV
37.3%
B/E move
8.7%
Puts
Pseudo strike
30.82
IV
39.2%
B/E move
8.1%

35Δ

Calls
Pseudo strike
34.30
IV
38.7%
B/E move
8.0%
Puts
Pseudo strike
31.26
IV
38.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
33.77
IV
40.2%
B/E move
7.3%
Puts
Pseudo strike
31.70
IV
37.2%
B/E move
6.6%

45Δ

Calls
Pseudo strike
33.24
IV
41.6%
B/E move
6.7%
Puts
Pseudo strike
32.14
IV
36.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
32.71
IV
43.0%
B/E move
6.0%
Puts
Pseudo strike
32.58
IV
35.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
32.18
IV
44.4%
B/E move
5.3%
Puts
Pseudo strike
33.03
IV
34.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
31.65
IV
45.9%
B/E move
4.6%
Puts
Pseudo strike
33.47
IV
33.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
31.12
IV
47.3%
B/E move
3.9%
Puts
Pseudo strike
33.91
IV
32.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.59
IV
48.7%
B/E move
3.3%
Puts
Pseudo strike
34.35
IV
31.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
30.06
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
34.79
IV
30.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
28.51
IV
59.2%
B/E move
2.2%
Puts
Pseudo strike
37.61
IV
44.9%
B/E move
0.8%

Options history

No recorded observations