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Farmers & Merchants Bancorp, Inc. Common Stock FMAO

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Market datapartial · fetched 2026-10-22T10:03:44.082Z

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 · 2026-10-21T20:00:00.21593393Z

FundamentalsAlpha Vantage · unavailable

Share price$35.20
1D-1.4%
AH$34.73$34.99$35.25$35.51$35.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAO
Sold putSold callAH

Farmers & Merchants Bancorp, Inc. Common Stock options

Live interpolated FMAO call and put midpoint premiums by absolute delta.Farmers & Merchants Bancorp, Inc. Common Stock$0.41$2.45$4.49$6.54$8.58$26.20$30.84$35.48$40.12$44.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAO spot · $35.20FMAO PRICE$0.63$0.84$1.82$2.46$2.49$2.52$2.54$2.57$3.05$3.57$4.10$4.62$5.15$1.27$1.45$1.73$2.02$2.30$2.65$3.41$4.18$4.94$5.70$6.47$7.23$7.99
PutsExpensive2.19×
CallsExpensive2.38×
SkewBullish-5.64 pp
Implied moveBearish±$5.96
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5962.0%22.8%28.54104.5%22.5%
25Δ40.1860.0%16.5%30.6886.3%17.0%
30Δ43.11106.2%27.6%31.7981.7%14.6%
35Δ44.20130.0%32.6%32.9177.2%12.2%
40Δ41.95113.2%26.2%34.0372.6%9.9%
45Δ39.7096.5%19.9%35.1468.5%7.7%
50Δ37.4679.7%13.6%36.1867.3%6.9%
55Δ35.2163.0%7.3%37.2366.2%6.1%
60Δ34.2561.0%6.0%38.2865.0%5.3%
65Δ33.4360.5%5.1%39.3263.8%4.5%
70Δ32.6060.1%4.3%40.3762.7%3.7%
75Δ31.7859.6%3.4%41.4161.5%2.9%
80Δ30.9559.1%2.5%42.4660.3%2.1%

20Δ

Calls
Pseudo strike
42.59
IV
62.0%
B/E move
22.8%
Puts
Pseudo strike
28.54
IV
104.5%
B/E move
22.5%

25Δ

Calls
Pseudo strike
40.18
IV
60.0%
B/E move
16.5%
Puts
Pseudo strike
30.68
IV
86.3%
B/E move
17.0%

30Δ

Calls
Pseudo strike
43.11
IV
106.2%
B/E move
27.6%
Puts
Pseudo strike
31.79
IV
81.7%
B/E move
14.6%

35Δ

Calls
Pseudo strike
44.20
IV
130.0%
B/E move
32.6%
Puts
Pseudo strike
32.91
IV
77.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
41.95
IV
113.2%
B/E move
26.2%
Puts
Pseudo strike
34.03
IV
72.6%
B/E move
9.9%

45Δ

Calls
Pseudo strike
39.70
IV
96.5%
B/E move
19.9%
Puts
Pseudo strike
35.14
IV
68.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
37.46
IV
79.7%
B/E move
13.6%
Puts
Pseudo strike
36.18
IV
67.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
35.21
IV
63.0%
B/E move
7.3%
Puts
Pseudo strike
37.23
IV
66.2%
B/E move
6.1%

60Δ

Calls
Pseudo strike
34.25
IV
61.0%
B/E move
6.0%
Puts
Pseudo strike
38.28
IV
65.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
33.43
IV
60.5%
B/E move
5.1%
Puts
Pseudo strike
39.32
IV
63.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
32.60
IV
60.1%
B/E move
4.3%
Puts
Pseudo strike
40.37
IV
62.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
31.78
IV
59.6%
B/E move
3.4%
Puts
Pseudo strike
41.41
IV
61.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
30.95
IV
59.1%
B/E move
2.5%
Puts
Pseudo strike
42.46
IV
60.3%
B/E move
2.1%

Options history

No recorded observations