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Farmers National Banc Corp. Common Stock FMNB

i

Market dataready · fetched 2026-11-13T01:27:30.174Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:39:00.330064344Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:27:29.584651+00:00

Share price$15.16
1D-0.2%
AH$15.38$15.41$15.45$15.48$15.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMNB
Sold putSold callAH

Farmers National Banc Corp. Common Stock options

Live interpolated FMNB call and put midpoint premiums by absolute delta.Farmers National Banc Corp. Common Stock$0.76$1.66$2.57$3.48$4.38$14.26$14.77$15.29$15.80$16.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FMNB spot · $15.16FMNB PRICE$0.93$0.93$0.93$0.96$1.00$1.05$1.09$1.53$2.09$2.64$3.19$4.12$0.93$0.86$1.24$1.63$2.02$2.41$2.80$3.18$3.57
Puts——
Calls——
Skew——
Implied moveBearish±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.38310.9%31.0%
25Δ24.67354.7%68.9%
30Δ20.05264.8%38.4%
35Δ17.99209.6%24.8%
40Δ17.02180.5%18.6%
45Δ16.39159.7%14.7%15.1097.8%6.0%
50Δ15.76138.9%10.9%15.5898.0%5.5%
55Δ15.13118.1%7.0%16.0598.3%4.9%
60Δ14.54134.5%6.0%16.5398.5%4.3%
65Δ13.95160.7%5.8%17.0098.7%3.7%
70Δ13.37187.0%5.6%17.4898.9%3.1%
75Δ12.78213.3%5.3%17.9599.2%2.6%
80Δ11.79255.8%4.9%18.4399.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.38
IV
310.9%
B/E move
31.0%

25Δ

Calls
Pseudo strike
24.67
IV
354.7%
B/E move
68.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.05
IV
264.8%
B/E move
38.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.99
IV
209.6%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.02
IV
180.5%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.39
IV
159.7%
B/E move
14.7%
Puts
Pseudo strike
15.10
IV
97.8%
B/E move
6.0%

50Δ

Calls
Pseudo strike
15.76
IV
138.9%
B/E move
10.9%
Puts
Pseudo strike
15.58
IV
98.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
15.13
IV
118.1%
B/E move
7.0%
Puts
Pseudo strike
16.05
IV
98.3%
B/E move
4.9%

60Δ

Calls
Pseudo strike
14.54
IV
134.5%
B/E move
6.0%
Puts
Pseudo strike
16.53
IV
98.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
13.95
IV
160.7%
B/E move
5.8%
Puts
Pseudo strike
17.00
IV
98.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.37
IV
187.0%
B/E move
5.6%
Puts
Pseudo strike
17.48
IV
98.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.78
IV
213.3%
B/E move
5.3%
Puts
Pseudo strike
17.95
IV
99.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
11.79
IV
255.8%
B/E move
4.9%
Puts
Pseudo strike
18.43
IV
99.4%
B/E move
2.0%

Options history

IV · four-Friday blend41.01%
Daily close
FMNB33.7%74.6%115.4%2026-08-24: 53.75%2026-08-25: 53.96%2026-08-26: 55.11%2026-08-27: 49.40%2026-08-28: 53.91%2026-08-31: 55.71%2026-09-01: 53.11%2026-09-02: 51.22%2026-09-10: 66.17%2026-09-18: 51.02%2026-09-22: 39.31%2026-09-23: 43.34%2026-09-29: 50.94%2026-10-01: 56.99%2026-10-06: 50.15%2026-10-07: 47.18%2026-10-08: 54.59%2026-10-12: 48.87%2026-10-13: 60.05%2026-10-14: 72.31%2026-10-15: 109.80%2026-10-21: 41.01%Aug 24Sep 22Oct 21
22 observations2026-08-24 — 2026-10-21
Table
DateIV (%)
53.75%
53.96%
55.11%
49.40%
53.91%
55.71%
53.11%
51.22%
66.17%
51.02%
39.31%
43.34%
50.94%
56.99%
50.15%
47.18%
54.59%
48.87%
60.05%
72.31%
109.80%
41.01%