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Ames National Corporation Common Stock ATLO

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:00:58.225Z

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 · 2026-11-10T21:00:00.364665402Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:00:57.916488+00:00

Share price$34.07
1D-0.6%
AH$34.02$34.20$34.37$34.54$34.725:30 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$0.54$1.37$2.19$3.02$3.85$31.38$32.78$34.18$35.58$36.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ATLO spot · $34.07ATLO PRICE$0.63$0.96$1.29$1.62$1.95$2.29$2.62$2.95$3.28$3.61$0.92$1.09$1.16$1.22$1.28$1.34$1.40$1.47$1.53
Puts——
Calls——
Skew——
Implied moveBullish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.73139.4%18.4%
25Δ30.20126.4%14.6%
30Δ30.85115.7%12.8%
35Δ34.5932.6%3.4%31.50105.0%11.1%
40Δ34.1735.7%3.1%32.1594.3%9.4%
45Δ33.7538.8%2.9%32.8183.6%7.6%
50Δ33.3441.9%2.6%33.4672.9%5.9%
55Δ32.9244.9%2.4%34.1162.2%4.2%
60Δ32.5048.0%2.1%34.7651.6%2.5%
65Δ32.0951.1%1.9%
70Δ31.6754.2%1.6%
75Δ31.2557.2%1.4%
80Δ30.8360.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.73
IV
139.4%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.20
IV
126.4%
B/E move
14.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.85
IV
115.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
34.59
IV
32.6%
B/E move
3.4%
Puts
Pseudo strike
31.50
IV
105.0%
B/E move
11.1%

40Δ

Calls
Pseudo strike
34.17
IV
35.7%
B/E move
3.1%
Puts
Pseudo strike
32.15
IV
94.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
33.75
IV
38.8%
B/E move
2.9%
Puts
Pseudo strike
32.81
IV
83.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
33.34
IV
41.9%
B/E move
2.6%
Puts
Pseudo strike
33.46
IV
72.9%
B/E move
5.9%

55Δ

Calls
Pseudo strike
32.92
IV
44.9%
B/E move
2.4%
Puts
Pseudo strike
34.11
IV
62.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
32.50
IV
48.0%
B/E move
2.1%
Puts
Pseudo strike
34.76
IV
51.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
32.09
IV
51.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.67
IV
54.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.25
IV
57.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.83
IV
60.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations