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Farmers National Banc Corp. Common Stock FMNB

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Market datapartial · fetched 2026-10-23T16:41:52.990Z

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 · 2026-10-23T16:40:15.488369303Z

FundamentalsAlpha Vantage · unavailable

Share price$15.71
1D+0.2%
$15.57$15.62$15.67$15.72$15.775:30 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$0.39$2.52$4.65$6.78$8.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFMNB PRICE$0.62$0.97$1.32$1.67$2.01$2.36$2.71$3.06$3.40$3.75$4.10$4.45$4.79$3.51$4.84$8.29
PutsExpensive5.24×
CallsExpensive4.46×
SkewNeutral-0.16 pp
Implied move——
TiltBullish35.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.93112.7%43.6%
25Δ21.14112.4%40.7%
30Δ20.35112.1%37.9%
35Δ19.55111.8%35.1%
40Δ18.76111.5%32.2%
45Δ17.97111.2%29.4%
50Δ17.17110.9%26.6%
55Δ16.38110.6%23.7%
60Δ15.59110.2%20.9%
65Δ14.79109.9%18.0%
70Δ14.00109.6%15.2%18.6588.5%3.7%
75Δ13.21109.3%12.4%20.02105.3%3.4%
80Δ12.41109.0%9.5%23.51138.4%3.1%

20Δ

Calls
Pseudo strike
21.93
IV
112.7%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.14
IV
112.4%
B/E move
40.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.35
IV
112.1%
B/E move
37.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.55
IV
111.8%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.76
IV
111.5%
B/E move
32.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.97
IV
111.2%
B/E move
29.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.17
IV
110.9%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.38
IV
110.6%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.59
IV
110.2%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.79
IV
109.9%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.00
IV
109.6%
B/E move
15.2%
Puts
Pseudo strike
18.65
IV
88.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
13.21
IV
109.3%
B/E move
12.4%
Puts
Pseudo strike
20.02
IV
105.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
12.41
IV
109.0%
B/E move
9.5%
Puts
Pseudo strike
23.51
IV
138.4%
B/E move
3.1%

Options history

No recorded observations