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Farmers National Banc Corp. Common Stock FMNB

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Market datapartial · fetched 2026-10-22T18:26:36.643Z

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 · 2026-10-22T18:23:19.927170645Z

FundamentalsAlpha Vantage · unavailable

Share price$15.74
1D+2.9%
$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$0.35$3.82$7.29$10.75$14.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFMNB PRICE$0.73$1.06$1.40$1.74$2.08$2.42$2.76$3.09$3.43$3.77$4.11$4.45$13.22
PutsExpensive2.29×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.1443.0%21.1%
25Δ13.7642.9%19.3%
30Δ14.3842.9%17.6%
35Δ15.0042.9%15.8%
40Δ15.6242.8%14.0%
45Δ16.2442.8%12.2%
50Δ16.8642.7%10.4%
55Δ17.4742.7%8.6%
60Δ18.0942.7%6.9%
65Δ18.7142.6%5.1%
70Δ19.3342.6%3.3%
75Δ19.9542.5%1.5%
80Δ28.7182.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.14
IV
43.0%
B/E move
21.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.76
IV
42.9%
B/E move
19.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.38
IV
42.9%
B/E move
17.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.00
IV
42.9%
B/E move
15.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.62
IV
42.8%
B/E move
14.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.24
IV
42.8%
B/E move
12.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.86
IV
42.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.47
IV
42.7%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.09
IV
42.7%
B/E move
6.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.71
IV
42.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.33
IV
42.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.95
IV
42.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.71
IV
82.3%
B/E move
1.6%

Options history

No recorded observations