IntraAlpha
Create free account Start free

First Merchants Corporation Common Stock FRME

i

Market datapartial · fetched 2026-10-22T18:30:42.260Z

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 · 2026-10-22T18:30:05.127483182Z

FundamentalsAlpha Vantage · unavailable

Share price$40.81
1D+1.3%
$40.20$40.42$40.64$40.86$41.085:30 AM6:30 AM9:00 AM1:00 PMFRME
Sold putSold call

First Merchants Corporation Common Stock options

Live interpolated FRME call and put midpoint premiums by absolute delta.First Merchants Corporation Common Stock$2.22$5.38$8.54$11.70$14.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFRME PRICE$2.56$3.98$5.41$6.83$8.26$9.68$11.10$12.53$13.95
PutsExpensive1.55×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ40.6527.3%6.7%
45Δ42.3929.2%5.9%
50Δ44.1331.1%5.1%
55Δ45.8733.1%4.3%
60Δ47.6135.0%3.6%
65Δ49.3536.9%2.8%
70Δ51.1038.9%2.0%
75Δ52.8440.8%1.2%
80Δ54.5842.7%0.5%

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.65
IV
27.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.39
IV
29.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.13
IV
31.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.87
IV
33.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.61
IV
35.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.35
IV
36.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.10
IV
38.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.84
IV
40.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.58
IV
42.7%
B/E move
0.5%

Options history

No recorded observations