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Citizens & Northern Corp Common Stock CZNC

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Market datapartial · fetched 2026-10-22T05:32:07.698Z

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 · 2026-10-21T20:00:00.311747365Z

FundamentalsAlpha Vantage · unavailable

Share price$25.63
1D-0.0%
AH$25.42$25.49$25.56$25.63$25.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCZNC
Sold putSold callAH

Citizens & Northern Corp Common Stock options

Live interpolated CZNC call and put midpoint premiums by absolute delta.Citizens & Northern Corp Common Stock$0.63$2.96$5.30$7.64$9.97$14.34$19.49$24.63$29.78$34.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CZNC spot · $25.63CZNC PRICE$0.88$1.60$2.31$2.45$2.45$2.45$2.45$2.47$2.72$2.97$3.22$3.47$2.45$2.45$2.45$2.45$2.45$3.35$4.34$5.33$6.33$7.32$8.31$9.30$9.14
PutsExpensive3.97×
CallsExpensive3.14×
SkewBearish+27.30 pp
Implied moveBearish±$6.79
TiltBearish38.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.11225.8%38.9%
25Δ30.8182.8%23.6%19.79194.4%32.3%
30Δ32.72125.7%33.9%21.48163.1%25.8%
35Δ34.63168.6%44.2%23.16131.8%19.2%
40Δ33.28158.9%39.4%24.85100.5%12.6%
45Δ31.17136.7%31.2%26.1899.5%10.9%
50Δ29.05114.5%22.9%27.47101.5%9.7%
55Δ26.9392.4%14.6%28.77103.5%8.6%
60Δ24.9571.9%7.0%30.07105.5%7.4%
65Δ24.4168.1%5.9%31.36107.5%6.2%
70Δ23.8764.4%4.7%32.66109.5%5.0%
75Δ23.3260.7%3.6%33.95111.5%3.8%
80Δ22.7856.9%2.4%34.14102.3%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.11
IV
225.8%
B/E move
38.9%

25Δ

Calls
Pseudo strike
30.81
IV
82.8%
B/E move
23.6%
Puts
Pseudo strike
19.79
IV
194.4%
B/E move
32.3%

30Δ

Calls
Pseudo strike
32.72
IV
125.7%
B/E move
33.9%
Puts
Pseudo strike
21.48
IV
163.1%
B/E move
25.8%

35Δ

Calls
Pseudo strike
34.63
IV
168.6%
B/E move
44.2%
Puts
Pseudo strike
23.16
IV
131.8%
B/E move
19.2%

40Δ

Calls
Pseudo strike
33.28
IV
158.9%
B/E move
39.4%
Puts
Pseudo strike
24.85
IV
100.5%
B/E move
12.6%

45Δ

Calls
Pseudo strike
31.17
IV
136.7%
B/E move
31.2%
Puts
Pseudo strike
26.18
IV
99.5%
B/E move
10.9%

50Δ

Calls
Pseudo strike
29.05
IV
114.5%
B/E move
22.9%
Puts
Pseudo strike
27.47
IV
101.5%
B/E move
9.7%

55Δ

Calls
Pseudo strike
26.93
IV
92.4%
B/E move
14.6%
Puts
Pseudo strike
28.77
IV
103.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
24.95
IV
71.9%
B/E move
7.0%
Puts
Pseudo strike
30.07
IV
105.5%
B/E move
7.4%

65Δ

Calls
Pseudo strike
24.41
IV
68.1%
B/E move
5.9%
Puts
Pseudo strike
31.36
IV
107.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
23.87
IV
64.4%
B/E move
4.7%
Puts
Pseudo strike
32.66
IV
109.5%
B/E move
5.0%

75Δ

Calls
Pseudo strike
23.32
IV
60.7%
B/E move
3.6%
Puts
Pseudo strike
33.95
IV
111.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
22.78
IV
56.9%
B/E move
2.4%
Puts
Pseudo strike
34.14
IV
102.3%
B/E move
2.5%

Options history

No recorded observations