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Farmers & Merchants Bancorp, Inc. Common Stock FMAO

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Market datapartial · fetched 2026-11-11T15:14:42.528Z

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 · 2026-11-11T15:09:35.397071312Z

FundamentalsAlpha Vantage · unavailable

Share price$36.78
1D-0.9%
$36.61$36.74$36.88$37.01$37.145:30 AM6:30 AM9:00 AM1:00 PMFMAO
Sold putSold call

Farmers & Merchants Bancorp, Inc. Common Stock options

Live interpolated FMAO call and put midpoint premiums by absolute delta.Farmers & Merchants Bancorp, Inc. Common Stock$0.40$1.69$2.99$4.28$5.57$34.17$35.65$37.13$38.61$40.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FMAO spot · $36.78FMAO PRICE$0.58$0.80$1.01$1.23$1.44$1.66$1.87$2.09$2.31$2.52$3.78$5.20$0.54$0.63$0.78$1.15$1.51$1.88$2.24$2.61$2.97$3.33$3.70
Puts——
Calls——
Skew——
Implied moveBearish±$3.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.5387.5%13.0%
25Δ39.5359.7%9.0%33.9373.5%9.5%
30Δ39.0360.3%8.3%35.1363.2%6.6%
35Δ38.5460.9%7.5%35.7065.1%6.1%
40Δ38.0461.6%6.8%36.2767.0%5.5%
45Δ37.5462.2%6.0%36.8468.8%4.9%
50Δ37.0562.8%5.2%37.4170.7%4.4%
55Δ36.5563.4%4.5%37.9872.5%3.8%
60Δ36.0664.1%3.7%38.5574.4%3.3%
65Δ35.5664.7%3.0%39.1276.3%2.7%
70Δ35.0765.3%2.2%39.6978.1%2.2%
75Δ33.7180.7%1.9%
80Δ32.2198.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.53
IV
87.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
39.53
IV
59.7%
B/E move
9.0%
Puts
Pseudo strike
33.93
IV
73.5%
B/E move
9.5%

30Δ

Calls
Pseudo strike
39.03
IV
60.3%
B/E move
8.3%
Puts
Pseudo strike
35.13
IV
63.2%
B/E move
6.6%

35Δ

Calls
Pseudo strike
38.54
IV
60.9%
B/E move
7.5%
Puts
Pseudo strike
35.70
IV
65.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
38.04
IV
61.6%
B/E move
6.8%
Puts
Pseudo strike
36.27
IV
67.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
37.54
IV
62.2%
B/E move
6.0%
Puts
Pseudo strike
36.84
IV
68.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
37.05
IV
62.8%
B/E move
5.2%
Puts
Pseudo strike
37.41
IV
70.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
36.55
IV
63.4%
B/E move
4.5%
Puts
Pseudo strike
37.98
IV
72.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
36.06
IV
64.1%
B/E move
3.7%
Puts
Pseudo strike
38.55
IV
74.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
35.56
IV
64.7%
B/E move
3.0%
Puts
Pseudo strike
39.12
IV
76.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
35.07
IV
65.3%
B/E move
2.2%
Puts
Pseudo strike
39.69
IV
78.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
33.71
IV
80.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.21
IV
98.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.87%
Daily close
FMAO33.3%72.5%111.7%2026-08-13: 54.28%2026-08-14: 57.00%2026-08-17: 58.50%2026-08-18: 48.69%2026-08-19: 106.30%2026-08-21: 41.64%2026-08-24: 42.16%2026-08-25: 43.57%2026-08-26: 49.35%2026-08-27: 49.51%2026-08-28: 49.52%2026-09-01: 44.80%2026-09-02: 51.37%2026-09-03: 43.69%2026-09-04: 57.23%2026-09-09: 58.10%2026-09-10: 61.71%2026-09-11: 61.42%2026-09-14: 66.66%2026-09-15: 79.42%2026-09-16: 97.75%2026-09-18: 50.70%2026-09-22: 46.01%2026-09-24: 41.43%2026-09-25: 42.23%2026-09-28: 38.70%2026-09-29: 43.38%2026-09-30: 41.70%2026-10-01: 42.74%2026-10-02: 48.99%2026-10-05: 43.87%2026-10-06: 51.16%2026-10-07: 43.81%2026-10-08: 54.85%2026-10-12: 57.18%2026-10-16: 41.97%2026-10-20: 42.58%2026-10-22: 49.57%2026-10-23: 46.50%2026-10-26: 44.95%2026-10-28: 43.00%2026-10-29: 42.87%Aug 13Sep 16Oct 29
42 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
54.28%
57.00%
58.50%
48.69%
106.30%
41.64%
42.16%
43.57%
49.35%
49.51%
49.52%
44.80%
51.37%
43.69%
57.23%
58.10%
61.71%
61.42%
66.66%
79.42%
97.75%
50.70%
46.01%
41.43%
42.23%
38.70%
43.38%
41.70%
42.74%
48.99%
43.87%
51.16%
43.81%
54.85%
57.18%
41.97%
42.58%
49.57%
46.50%
44.95%
43.00%
42.87%