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Mid Penn Bancorp Common Stock MPB

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Market datapartial · fetched 2026-10-22T12:27:42.541Z

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 · 2026-10-22T11:38:54.978507078Z

FundamentalsAlpha Vantage · unavailable

Share price$36.22
1D
Price history unavailable.

Mid Penn Bancorp Common Stock options

Live interpolated MPB call and put midpoint premiums by absolute delta.Mid Penn Bancorp Common Stock$0.25$1.87$3.50$5.12$6.74$29.78$32.99$36.21$39.43$42.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPB spot · $36.22MPB PRICE$0.43$0.71$0.99$1.28$1.56$1.84$2.13$2.41$2.70$3.30$4.29$5.28$6.27$0.83$1.06$1.30$1.53$1.78$2.05$2.31$2.58$2.84$3.11$3.37$3.64$3.91
PutsExpensive1.36×
CallsExpensive1.43×
SkewNeutral+0.21 pp
Implied moveBearish±$4.44
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9036.8%11.3%31.2865.6%15.9%
25Δ39.3238.7%10.5%32.3462.9%13.7%
30Δ38.7540.6%9.7%33.4060.3%11.4%
35Δ38.1842.5%8.9%34.4657.6%9.1%
40Δ37.6044.4%8.1%35.2855.1%7.5%
45Δ37.0346.3%7.3%35.8452.8%6.7%
50Δ36.4648.2%6.5%36.4150.4%5.9%
55Δ35.8950.1%5.7%36.9748.1%5.0%
60Δ35.3152.0%4.9%37.5445.8%4.2%
65Δ34.4655.6%4.3%38.1043.5%3.4%
70Δ33.2961.3%3.7%38.6741.1%2.6%
75Δ32.1166.9%3.2%39.2338.8%1.7%
80Δ30.9372.5%2.7%39.8036.5%0.9%

20Δ

Calls
Pseudo strike
39.90
IV
36.8%
B/E move
11.3%
Puts
Pseudo strike
31.28
IV
65.6%
B/E move
15.9%

25Δ

Calls
Pseudo strike
39.32
IV
38.7%
B/E move
10.5%
Puts
Pseudo strike
32.34
IV
62.9%
B/E move
13.7%

30Δ

Calls
Pseudo strike
38.75
IV
40.6%
B/E move
9.7%
Puts
Pseudo strike
33.40
IV
60.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
38.18
IV
42.5%
B/E move
8.9%
Puts
Pseudo strike
34.46
IV
57.6%
B/E move
9.1%

40Δ

Calls
Pseudo strike
37.60
IV
44.4%
B/E move
8.1%
Puts
Pseudo strike
35.28
IV
55.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
37.03
IV
46.3%
B/E move
7.3%
Puts
Pseudo strike
35.84
IV
52.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
36.46
IV
48.2%
B/E move
6.5%
Puts
Pseudo strike
36.41
IV
50.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
35.89
IV
50.1%
B/E move
5.7%
Puts
Pseudo strike
36.97
IV
48.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
35.31
IV
52.0%
B/E move
4.9%
Puts
Pseudo strike
37.54
IV
45.8%
B/E move
4.2%

65Δ

Calls
Pseudo strike
34.46
IV
55.6%
B/E move
4.3%
Puts
Pseudo strike
38.10
IV
43.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
33.29
IV
61.3%
B/E move
3.7%
Puts
Pseudo strike
38.67
IV
41.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
32.11
IV
66.9%
B/E move
3.2%
Puts
Pseudo strike
39.23
IV
38.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.93
IV
72.5%
B/E move
2.7%
Puts
Pseudo strike
39.80
IV
36.5%
B/E move
0.9%

Options history

No recorded observations