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Citizens & Northern Corp Common Stock CZNC

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Market datapartial · fetched 2026-11-11T16:01:05.354Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:54:46.249763721Z

FundamentalsAlpha Vantage · unavailable

Share price$28.14
1D-1.3%
$27.59$27.84$28.08$28.32$28.575:30 AM6:30 AM9:00 AM1:00 PMCZNC
Sold putSold call

Citizens & Northern Corp Common Stock options

Live interpolated CZNC call and put midpoint premiums by absolute delta.Citizens & Northern Corp Common Stock$0.91$3.40$5.88$8.36$10.85$-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 P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICECZNC PRICE$1.18$2.07$2.97$3.87$4.76$5.66$6.55$7.45$8.34$9.24$10.13
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
30Δ29.0432.1%7.4%
35Δ28.0037.8%6.9%
40Δ26.9743.5%6.4%
45Δ25.9349.2%5.9%
50Δ24.8954.9%5.4%
55Δ23.8560.5%4.9%
60Δ22.8266.2%4.4%
65Δ21.7871.9%3.9%
70Δ20.7477.6%3.4%
75Δ19.7183.3%2.9%
80Δ18.6789.0%2.4%

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
29.04
IV
32.1%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.00
IV
37.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
26.97
IV
43.5%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
25.93
IV
49.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.89
IV
54.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.85
IV
60.5%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.82
IV
66.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.78
IV
71.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.74
IV
77.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.71
IV
83.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.67
IV
89.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend57.20%
Daily EOD
CZNC44.0%51.1%58.2%2026-10-19: 51.44%2026-10-20: 44.95%2026-10-21: 57.20%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
51.44%
44.95%
57.20%