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Farmers & Merchants Bancorp, Inc. Common Stock FMAO

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Market datapartial · fetched 2026-10-22T16:04:42.907Z

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 · 2026-10-22T16:03:17.32027271Z

FundamentalsAlpha Vantage · unavailable

Share price$35.99
1D+4.3%
$34.34$34.87$35.40$35.93$36.465:30 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$0.86$2.50$4.15$5.79$7.44$27.77$31.98$36.19$40.40$44.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAO spot · $35.99FMAO PRICE$2.45$2.45$2.47$2.50$2.52$2.54$2.94$3.50$4.06$4.62$1.03$1.38$1.72$2.06$2.40$2.65$2.90$3.15$3.39$3.64$3.89$4.14$6.96
PutsExpensive1.83×
CallsExpensive1.84×
SkewBullish-3.96 pp
Implied moveBearish±$5.39
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5279.9%18.1%
25Δ31.6578.2%15.9%
30Δ32.7776.6%13.7%
35Δ44.10123.3%29.3%33.9074.9%11.6%
40Δ40.4098.7%19.1%35.0173.2%9.4%
45Δ38.9486.1%15.1%35.6569.2%8.3%
50Δ37.7574.9%11.8%36.2865.1%7.3%
55Δ36.5663.7%8.6%36.9161.1%6.2%
60Δ35.3752.5%5.3%37.5557.1%5.1%
65Δ34.4748.4%3.9%38.1853.1%4.0%
70Δ33.7047.6%3.4%38.8249.0%2.9%
75Δ32.9446.8%2.8%39.4545.0%1.9%
80Δ32.1746.0%2.2%42.4660.4%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.52
IV
79.9%
B/E move
18.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.65
IV
78.2%
B/E move
15.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.77
IV
76.6%
B/E move
13.7%

35Δ

Calls
Pseudo strike
44.10
IV
123.3%
B/E move
29.3%
Puts
Pseudo strike
33.90
IV
74.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
40.40
IV
98.7%
B/E move
19.1%
Puts
Pseudo strike
35.01
IV
73.2%
B/E move
9.4%

45Δ

Calls
Pseudo strike
38.94
IV
86.1%
B/E move
15.1%
Puts
Pseudo strike
35.65
IV
69.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
37.75
IV
74.9%
B/E move
11.8%
Puts
Pseudo strike
36.28
IV
65.1%
B/E move
7.3%

55Δ

Calls
Pseudo strike
36.56
IV
63.7%
B/E move
8.6%
Puts
Pseudo strike
36.91
IV
61.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
35.37
IV
52.5%
B/E move
5.3%
Puts
Pseudo strike
37.55
IV
57.1%
B/E move
5.1%

65Δ

Calls
Pseudo strike
34.47
IV
48.4%
B/E move
3.9%
Puts
Pseudo strike
38.18
IV
53.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
33.70
IV
47.6%
B/E move
3.4%
Puts
Pseudo strike
38.82
IV
49.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
32.94
IV
46.8%
B/E move
2.8%
Puts
Pseudo strike
39.45
IV
45.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
32.17
IV
46.0%
B/E move
2.2%
Puts
Pseudo strike
42.46
IV
60.4%
B/E move
1.4%

Options history

No recorded observations