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F.N.B. Corp FNB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T22:43:35.285Z

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 · 2026-10-22T22:30:00.002014495Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T22:43:34.681063+00:00

Share price$18.18
1D+2.4%
AH$17.71$17.85$17.99$18.13$18.265:30 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$0.29$3.29$6.30$9.31$12.31$12.49$15.44$18.39$21.35$24.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNB spot · $18.18FNB PRICE$0.61$1.03$1.07$1.10$1.13$1.17$1.20$1.23$1.27$1.30$1.71$2.15$2.59$0.99$0.88$0.77$0.66$1.14$1.68$2.23$2.77$3.32$3.86$4.41$3.96$11.45
PutsExpensive2.29×
CallsExpensive2.58×
SkewBullish-8.35 pp
Implied moveBearish±$3.43
TiltBearish36.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.42112.7%43.2%13.46160.4%31.4%
25Δ29.60177.3%68.5%14.76124.4%23.6%
30Δ28.10160.7%60.4%16.0788.5%15.9%
35Δ26.60144.2%52.4%17.3752.5%8.1%
40Δ25.10127.7%44.3%18.0854.1%6.8%
45Δ23.59111.2%36.2%18.7259.9%6.3%
50Δ22.0994.7%28.1%19.3665.7%5.8%
55Δ20.5978.2%20.0%20.0071.5%5.3%
60Δ19.0961.7%12.0%20.6477.3%4.7%
65Δ17.5945.2%3.9%21.2883.1%4.2%
70Δ17.0147.4%3.0%21.9288.9%3.7%
75Δ16.4850.7%2.5%21.6777.1%2.6%
80Δ15.9654.1%2.1%29.01153.8%3.4%

20Δ

Calls
Pseudo strike
25.42
IV
112.7%
B/E move
43.2%
Puts
Pseudo strike
13.46
IV
160.4%
B/E move
31.4%

25Δ

Calls
Pseudo strike
29.60
IV
177.3%
B/E move
68.5%
Puts
Pseudo strike
14.76
IV
124.4%
B/E move
23.6%

30Δ

Calls
Pseudo strike
28.10
IV
160.7%
B/E move
60.4%
Puts
Pseudo strike
16.07
IV
88.5%
B/E move
15.9%

35Δ

Calls
Pseudo strike
26.60
IV
144.2%
B/E move
52.4%
Puts
Pseudo strike
17.37
IV
52.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
25.10
IV
127.7%
B/E move
44.3%
Puts
Pseudo strike
18.08
IV
54.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
23.59
IV
111.2%
B/E move
36.2%
Puts
Pseudo strike
18.72
IV
59.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
22.09
IV
94.7%
B/E move
28.1%
Puts
Pseudo strike
19.36
IV
65.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
20.59
IV
78.2%
B/E move
20.0%
Puts
Pseudo strike
20.00
IV
71.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.09
IV
61.7%
B/E move
12.0%
Puts
Pseudo strike
20.64
IV
77.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
17.59
IV
45.2%
B/E move
3.9%
Puts
Pseudo strike
21.28
IV
83.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
17.01
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
21.92
IV
88.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
16.48
IV
50.7%
B/E move
2.5%
Puts
Pseudo strike
21.67
IV
77.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
15.96
IV
54.1%
B/E move
2.1%
Puts
Pseudo strike
29.01
IV
153.8%
B/E move
3.4%

Options history

No recorded observations