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Farmers National Banc Corp. Common Stock FMNB

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Market datapartial · fetched 2026-10-22T18:43:09.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T18:37:55.515695586Z

FundamentalsAlpha Vantage · unavailable

Share price$15.71
1D+2.7%
$15.26$15.40$15.53$15.66$15.805:30 AM6:30 AM9:00 AM1:00 PMFMNB
Sold putSold call

Farmers National Banc Corp. Common Stock options

Live interpolated FMNB call and put midpoint premiums by absolute delta.Farmers National Banc Corp. Common Stock$0.07$3.29$6.52$9.74$12.97$9.17$11.84$14.50$17.17$19.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMNB spot · $15.71FMNB PRICE$0.42$0.60$0.79$0.97$1.15$1.34$1.52$1.71$2.57$3.62$4.67$0.92$1.12$1.33$1.53$1.86$2.22$2.58$2.94$3.31$3.67$4.03$4.39$12.04
PutsExpensive2.76×
CallsExpensive1.40×
SkewBearish+24.11 pp
Implied moveBearish±$3.74
TiltBearish36.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9178.2%36.4%
25Δ12.1870.2%29.6%
30Δ17.4723.2%13.9%13.4562.2%22.8%
35Δ17.1324.3%12.9%14.7254.2%16.1%
40Δ16.7925.4%11.9%15.4951.4%13.2%
45Δ16.4426.6%10.8%16.1150.1%11.6%
50Δ16.1027.7%9.8%16.7348.7%9.9%
55Δ15.7628.8%8.8%17.3647.4%8.2%
60Δ15.4230.0%7.8%17.9846.1%6.6%
65Δ15.0831.1%6.8%18.6144.8%4.9%
70Δ14.0835.7%6.0%19.2343.4%3.2%
75Δ12.8941.2%5.1%19.8642.1%1.6%
80Δ11.7146.7%4.2%27.5177.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.91
IV
78.2%
B/E move
36.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.18
IV
70.2%
B/E move
29.6%

30Δ

Calls
Pseudo strike
17.47
IV
23.2%
B/E move
13.9%
Puts
Pseudo strike
13.45
IV
62.2%
B/E move
22.8%

35Δ

Calls
Pseudo strike
17.13
IV
24.3%
B/E move
12.9%
Puts
Pseudo strike
14.72
IV
54.2%
B/E move
16.1%

40Δ

Calls
Pseudo strike
16.79
IV
25.4%
B/E move
11.9%
Puts
Pseudo strike
15.49
IV
51.4%
B/E move
13.2%

45Δ

Calls
Pseudo strike
16.44
IV
26.6%
B/E move
10.8%
Puts
Pseudo strike
16.11
IV
50.1%
B/E move
11.6%

50Δ

Calls
Pseudo strike
16.10
IV
27.7%
B/E move
9.8%
Puts
Pseudo strike
16.73
IV
48.7%
B/E move
9.9%

55Δ

Calls
Pseudo strike
15.76
IV
28.8%
B/E move
8.8%
Puts
Pseudo strike
17.36
IV
47.4%
B/E move
8.2%

60Δ

Calls
Pseudo strike
15.42
IV
30.0%
B/E move
7.8%
Puts
Pseudo strike
17.98
IV
46.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
15.08
IV
31.1%
B/E move
6.8%
Puts
Pseudo strike
18.61
IV
44.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
14.08
IV
35.7%
B/E move
6.0%
Puts
Pseudo strike
19.23
IV
43.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
12.89
IV
41.2%
B/E move
5.1%
Puts
Pseudo strike
19.86
IV
42.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
11.71
IV
46.7%
B/E move
4.2%
Puts
Pseudo strike
27.51
IV
77.3%
B/E move
1.5%

Options history

No recorded observations