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LCNB Corporation Common Stock LCNB

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Market datapartial · fetched 2026-10-22T10:48:19.020Z

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 · 2026-10-21T20:00:00.034505776Z

FundamentalsAlpha Vantage · unavailable

Share price$19.05
1D-1.2%
AH$18.78$18.92$19.05$19.18$19.325:30 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$0.88$1.42$1.97$2.52$3.07$13.78$16.43$19.08$21.73$24.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LCNB spot · $19.05LCNB PRICE$1.02$1.02$1.05$1.13$1.20$1.28$1.35$1.43$1.50$1.58$1.65$1.73$0.93$1.11$1.18$1.25$1.32$1.39$1.46$1.53$1.62$1.94$2.27$2.59$2.91
PutsExpensive1.93×
CallsExpensive1.82×
SkewBullish-1.09 pp
Implied moveBearish±$2.74
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.32123.4%24.5%
25Δ28.81157.7%56.6%15.56127.1%24.2%
30Δ24.24118.5%32.6%16.20116.0%21.2%
35Δ22.3397.6%22.7%16.84104.9%18.2%
40Δ21.8391.0%20.5%17.4893.8%15.2%
45Δ21.3384.4%18.3%18.1282.7%12.2%
50Δ20.8377.8%16.0%18.7671.6%9.2%
55Δ20.3371.3%13.8%19.4060.5%6.2%
60Δ19.8364.7%11.6%20.0350.1%3.4%
65Δ19.3358.1%9.3%20.4549.2%2.8%
70Δ18.8351.5%7.1%20.8848.3%2.3%
75Δ18.3344.9%4.9%21.3047.4%1.8%
80Δ17.8338.3%2.6%21.7346.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.32
IV
123.4%
B/E move
24.5%

25Δ

Calls
Pseudo strike
28.81
IV
157.7%
B/E move
56.6%
Puts
Pseudo strike
15.56
IV
127.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
24.24
IV
118.5%
B/E move
32.6%
Puts
Pseudo strike
16.20
IV
116.0%
B/E move
21.2%

35Δ

Calls
Pseudo strike
22.33
IV
97.6%
B/E move
22.7%
Puts
Pseudo strike
16.84
IV
104.9%
B/E move
18.2%

40Δ

Calls
Pseudo strike
21.83
IV
91.0%
B/E move
20.5%
Puts
Pseudo strike
17.48
IV
93.8%
B/E move
15.2%

45Δ

Calls
Pseudo strike
21.33
IV
84.4%
B/E move
18.3%
Puts
Pseudo strike
18.12
IV
82.7%
B/E move
12.2%

50Δ

Calls
Pseudo strike
20.83
IV
77.8%
B/E move
16.0%
Puts
Pseudo strike
18.76
IV
71.6%
B/E move
9.2%

55Δ

Calls
Pseudo strike
20.33
IV
71.3%
B/E move
13.8%
Puts
Pseudo strike
19.40
IV
60.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
19.83
IV
64.7%
B/E move
11.6%
Puts
Pseudo strike
20.03
IV
50.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
19.33
IV
58.1%
B/E move
9.3%
Puts
Pseudo strike
20.45
IV
49.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
18.83
IV
51.5%
B/E move
7.1%
Puts
Pseudo strike
20.88
IV
48.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
18.33
IV
44.9%
B/E move
4.9%
Puts
Pseudo strike
21.30
IV
47.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
17.83
IV
38.3%
B/E move
2.6%
Puts
Pseudo strike
21.73
IV
46.4%
B/E move
1.2%

Options history

No recorded observations