Share price$26.37
1D+2.9%
Sold putSold call
Citizens & Northern Corp Common Stock CZNC
i
Market datapartial · fetched 2026-10-22T15:14:06.316Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T15:13:53.510263812Z
FundamentalsAlpha Vantage · unavailable
Citizens & Northern Corp Common Stock options
PutsExpensive2.31×
CallsExpensive3.26×
SkewBullish-32.67 pp
Implied move——
TiltBearish83.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.07 | 75.6% | 18.6% | |||
| 25Δ | 30.01 | 58.8% | 16.1% | 23.36 | 63.3% | 13.9% |
| 30Δ | 32.21 | 107.0% | 27.5% | 24.66 | 51.0% | 9.3% |
| 35Δ | 34.41 | 155.2% | 39.0% | 25.79 | 52.5% | 7.7% |
| 40Δ | 26.86 | 58.9% | 7.1% | |||
| 45Δ | 27.93 | 65.3% | 6.6% | |||
| 50Δ | 29.00 | 71.6% | 6.0% | |||
| 55Δ | 30.07 | 78.0% | 5.5% | |||
| 60Δ | 31.14 | 84.4% | 4.9% | |||
| 65Δ | 32.21 | 90.8% | 4.4% | |||
| 70Δ | 33.28 | 97.2% | 3.8% | |||
| 75Δ | 34.35 | 103.5% | 3.2% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.07
- IV
- 75.6%
- B/E move
- 18.6%
25Δ
- Pseudo strike
- 30.01
- IV
- 58.8%
- B/E move
- 16.1%
- Pseudo strike
- 23.36
- IV
- 63.3%
- B/E move
- 13.9%
30Δ
- Pseudo strike
- 32.21
- IV
- 107.0%
- B/E move
- 27.5%
- Pseudo strike
- 24.66
- IV
- 51.0%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 34.41
- IV
- 155.2%
- B/E move
- 39.0%
- Pseudo strike
- 25.79
- IV
- 52.5%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.86
- IV
- 58.9%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.93
- IV
- 65.3%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.00
- IV
- 71.6%
- B/E move
- 6.0%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.07
- IV
- 78.0%
- B/E move
- 5.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 31.14
- IV
- 84.4%
- B/E move
- 4.9%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.21
- IV
- 90.8%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.28
- IV
- 97.2%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.35
- IV
- 103.5%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 44.95% | |
| 57.20% |