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LCNB Corporation Common Stock LCNB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:56:43.055Z

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 · 2026-11-10T21:00:00.874806866Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:45.843138+00:00

Share price$19.66
1D-0.8%
AH$19.64$19.70$19.76$19.82$19.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLCNB
Sold putSold callAH

LCNB Corporation Common Stock options

Live interpolated LCNB call and put midpoint premiums by absolute delta.LCNB Corporation Common Stock$0.32$0.73$1.14$1.54$1.95$18.19$18.97$19.76$20.54$21.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 LCNB spot · $19.66LCNB PRICE$1.02$1.02$0.54$0.73$0.91$1.10$1.28$1.47$1.65$1.83$0.36$0.50$0.64$0.78$0.92$1.06$1.20
Puts——
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0766.8%9.9%
25Δ29.07269.9%53.1%18.3869.8%9.1%
30Δ24.64202.6%30.5%18.6872.8%8.3%
35Δ18.9875.8%7.4%
40Δ19.2878.8%6.6%
45Δ19.9451.4%4.2%19.5881.8%5.8%
50Δ19.6852.0%3.8%19.8884.8%4.9%
55Δ19.4152.6%3.4%
60Δ19.1553.2%3.0%
65Δ18.8853.8%2.6%
70Δ18.6254.4%2.2%
75Δ18.3655.0%1.8%
80Δ18.0955.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.07
IV
66.8%
B/E move
9.9%

25Δ

Calls
Pseudo strike
29.07
IV
269.9%
B/E move
53.1%
Puts
Pseudo strike
18.38
IV
69.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
24.64
IV
202.6%
B/E move
30.5%
Puts
Pseudo strike
18.68
IV
72.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.98
IV
75.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.28
IV
78.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
19.94
IV
51.4%
B/E move
4.2%
Puts
Pseudo strike
19.58
IV
81.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
19.68
IV
52.0%
B/E move
3.8%
Puts
Pseudo strike
19.88
IV
84.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
19.41
IV
52.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.15
IV
53.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.88
IV
53.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.62
IV
54.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.36
IV
55.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.09
IV
55.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.01%
Daily EOD
LCNB34.9%39.6%44.3%2026-10-19: 43.69%2026-10-26: 39.01%2026-10-27: 39.35%2026-10-29: 35.60%2026-10-30: 39.01%Oct 19Oct 27Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.69%
39.01%
39.35%
35.60%
39.01%