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F.N.B. Corp FNB

i

Market datapartial · fetched 2026-11-12T02:02:09.161Z

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 · 2026-11-12T00:00:00.002693995Z

FundamentalsAlpha Vantage · unavailable

Share price$18.18
1D-1.2%
AH$18.06$18.15$18.25$18.34$18.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNB
Sold putSold callAH

F.N.B. Corp options

Live interpolated FNB call and put midpoint premiums by absolute delta.F.N.B. Corp$0.17$0.69$1.20$1.72$2.23$17.06$17.86$18.67$19.47$20.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNB spot · $18.18FNB PRICE$0.23$0.30$0.37$0.45$0.53$0.61$0.69$0.77$0.85$0.93$1.03$1.48$1.94$0.38$0.59$0.80$1.02$1.23$1.44$1.66$1.87$2.09
Puts——
CallsExpensive2.11×
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3575.8%13.2%
25Δ19.8572.4%10.8%
30Δ19.5970.1%9.8%17.7544.7%4.4%
35Δ19.3267.9%8.8%18.0149.9%4.2%
40Δ19.0665.7%7.8%18.2855.2%3.9%
45Δ18.8063.5%6.8%18.5460.4%3.6%
50Δ18.5361.3%5.7%18.8065.6%3.3%
55Δ18.2759.1%4.7%19.0770.9%3.1%
60Δ18.0156.8%3.7%19.3376.1%2.8%
65Δ17.7554.6%2.7%19.6081.3%2.5%
70Δ17.4752.9%1.7%19.8686.5%2.2%
75Δ16.9658.5%1.5%
80Δ16.4664.0%1.2%

20Δ

Calls
Pseudo strike
20.35
IV
75.8%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.85
IV
72.4%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.59
IV
70.1%
B/E move
9.8%
Puts
Pseudo strike
17.75
IV
44.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
19.32
IV
67.9%
B/E move
8.8%
Puts
Pseudo strike
18.01
IV
49.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
19.06
IV
65.7%
B/E move
7.8%
Puts
Pseudo strike
18.28
IV
55.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
18.80
IV
63.5%
B/E move
6.8%
Puts
Pseudo strike
18.54
IV
60.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
18.53
IV
61.3%
B/E move
5.7%
Puts
Pseudo strike
18.80
IV
65.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
18.27
IV
59.1%
B/E move
4.7%
Puts
Pseudo strike
19.07
IV
70.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
18.01
IV
56.8%
B/E move
3.7%
Puts
Pseudo strike
19.33
IV
76.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
17.75
IV
54.6%
B/E move
2.7%
Puts
Pseudo strike
19.60
IV
81.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
17.47
IV
52.9%
B/E move
1.7%
Puts
Pseudo strike
19.86
IV
86.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
16.96
IV
58.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.46
IV
64.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.33%
Daily close
FNB27.3%42.1%57.0%2026-09-23: 35.47%2026-09-24: 29.36%2026-09-25: 38.35%2026-09-28: 37.74%2026-09-29: 54.94%2026-09-30: 43.99%2026-10-02: 38.02%2026-10-05: 33.13%2026-10-06: 39.31%2026-10-16: 36.13%2026-10-19: 39.69%2026-10-20: 35.47%2026-10-21: 38.11%2026-10-22: 50.31%2026-10-28: 48.81%2026-10-29: 40.33%Sep 23Oct 5Oct 29
16 observations2026-09-23 — 2026-10-29
Table
DateIV (%)
35.47%
29.36%
38.35%
37.74%
54.94%
43.99%
38.02%
33.13%
39.31%
36.13%
39.69%
35.47%
38.11%
50.31%
48.81%
40.33%