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Mid Penn Bancorp Common Stock MPB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:54:46.489Z

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 · 2026-11-10T21:00:00.98446463Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:48:34.076223+00:00

Share price$34.78
1D+0.0%
AH$34.51$34.65$34.78$34.92$35.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPB
Sold putSold callAH

Mid Penn Bancorp Common Stock options

Live interpolated MPB call and put midpoint premiums by absolute delta.Mid Penn Bancorp Common Stock$2.22$2.99$3.76$4.53$5.30$25.64$28.95$32.26$35.57$38.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MPB spot · $34.78MPB PRICE$2.30$2.30$2.41$2.62$2.84$3.05$3.27$3.49$3.70$3.92$4.14$2.30$2.30$2.32$2.36$2.39$2.43$2.63$3.04$3.45$3.85$4.26$4.67$5.08
PutsExpensive4.14×
Calls——
Skew——
Implied moveBullish±$5.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.50312.6%33.3%
25Δ28.72238.6%24.0%
30Δ48.02269.3%44.7%30.72194.3%18.3%
35Δ42.27211.8%28.1%31.92169.7%15.0%
40Δ39.59181.0%20.7%33.12145.0%11.6%
45Δ38.74169.7%18.9%34.32120.3%8.3%
50Δ37.89158.4%17.1%35.29104.9%6.1%
55Δ37.04147.1%15.3%35.96101.3%5.3%
60Δ36.19135.8%13.5%36.6397.8%4.6%
65Δ35.35124.6%11.7%37.3094.3%3.8%
70Δ34.50113.3%9.8%37.9790.7%3.1%
75Δ33.65102.0%8.0%38.6487.2%2.3%
80Δ32.8090.7%6.2%39.3183.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.50
IV
312.6%
B/E move
33.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.72
IV
238.6%
B/E move
24.0%

30Δ

Calls
Pseudo strike
48.02
IV
269.3%
B/E move
44.7%
Puts
Pseudo strike
30.72
IV
194.3%
B/E move
18.3%

35Δ

Calls
Pseudo strike
42.27
IV
211.8%
B/E move
28.1%
Puts
Pseudo strike
31.92
IV
169.7%
B/E move
15.0%

40Δ

Calls
Pseudo strike
39.59
IV
181.0%
B/E move
20.7%
Puts
Pseudo strike
33.12
IV
145.0%
B/E move
11.6%

45Δ

Calls
Pseudo strike
38.74
IV
169.7%
B/E move
18.9%
Puts
Pseudo strike
34.32
IV
120.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
37.89
IV
158.4%
B/E move
17.1%
Puts
Pseudo strike
35.29
IV
104.9%
B/E move
6.1%

55Δ

Calls
Pseudo strike
37.04
IV
147.1%
B/E move
15.3%
Puts
Pseudo strike
35.96
IV
101.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
36.19
IV
135.8%
B/E move
13.5%
Puts
Pseudo strike
36.63
IV
97.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
35.35
IV
124.6%
B/E move
11.7%
Puts
Pseudo strike
37.30
IV
94.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
34.50
IV
113.3%
B/E move
9.8%
Puts
Pseudo strike
37.97
IV
90.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
33.65
IV
102.0%
B/E move
8.0%
Puts
Pseudo strike
38.64
IV
87.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
32.80
IV
90.7%
B/E move
6.2%
Puts
Pseudo strike
39.31
IV
83.7%
B/E move
1.6%

Options history

IV · four-Friday blend42.39%
Daily EOD
MPB35.3%40.1%45.0%2026-10-19: 38.32%2026-10-20: 44.32%2026-10-21: 37.61%2026-10-22: 37.75%2026-10-27: 35.95%2026-10-30: 42.39%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.32%
44.32%
37.61%
37.75%
35.95%
42.39%