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Farmers National Banc Corp. Common Stock FMNB

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Market datapartial · fetched 2026-10-22T17:53:28.558Z

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 · 2026-10-22T17:53:03.917163898Z

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$3.24$6.41$9.57$12.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFMNB PRICE$0.42$0.60$0.79$0.97$1.16$1.34$1.53$1.71$2.89$4.32$5.75$11.83
PutsExpensive3.83×
CallsExpensive1.54×
SkewBearish+42.27 pp
Implied move——
TiltBullish29.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ17.4723.2%13.9%
35Δ17.1324.4%12.9%
40Δ16.7825.5%11.9%
45Δ16.4426.6%10.9%
50Δ16.1027.8%9.9%
55Δ15.7628.9%8.9%
60Δ15.4130.1%7.9%
65Δ15.0731.2%6.9%
70Δ13.7640.9%6.0%
75Δ12.1952.7%5.1%
80Δ10.6264.6%4.3%27.3076.4%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
17.13
IV
24.4%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.78
IV
25.5%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.44
IV
26.6%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.10
IV
27.8%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.76
IV
28.9%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.41
IV
30.1%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.07
IV
31.2%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.76
IV
40.9%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.19
IV
52.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.62
IV
64.6%
B/E move
4.3%
Puts
Pseudo strike
27.30
IV
76.4%
B/E move
1.5%

Options history

No recorded observations