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Mid Penn Bancorp Common Stock MPB

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Market datapartial · fetched 2026-10-22T18:25:20.139Z

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 · 2026-10-22T18:21:57.37788706Z

FundamentalsAlpha Vantage · unavailable

Share price$33.73
1D-2.7%
$33.60$33.88$34.17$34.45$34.735:30 AM6:30 AM9:00 AM1:00 PMMPB
Sold putSold call

Mid Penn Bancorp Common Stock options

Live interpolated MPB call and put midpoint premiums by absolute delta.Mid Penn Bancorp Common Stock$0.26$1.81$3.36$4.91$6.46$26.23$29.52$32.81$36.10$39.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPB spot · $33.73MPB PRICE$0.47$0.45$0.43$0.77$1.24$1.72$2.19$2.67$3.14$3.61$4.09$4.56$6.01$2.34$2.23$2.13$2.02$1.91$1.81$1.70$1.60$1.49$1.38
PutsExpensive1.40×
CallsExpensive1.29×
SkewBearish+19.36 pp
Implied moveBullish±$4.11
TiltBullish25.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0451.0%17.1%
25Δ37.2638.6%11.8%
30Δ35.4826.2%6.5%30.06110.4%17.8%
35Δ34.6026.3%4.9%30.58100.5%16.0%
40Δ34.0531.0%4.6%31.0990.5%14.1%
45Δ33.5135.8%4.4%31.6180.5%12.3%
50Δ32.9640.5%4.2%32.1370.5%10.4%
55Δ32.4145.3%4.0%32.6560.5%8.6%
60Δ31.8650.1%3.8%33.1650.5%6.7%
65Δ31.3154.8%3.5%33.6840.5%4.9%
70Δ30.7759.6%3.3%34.2030.5%3.0%
75Δ30.2264.3%3.1%34.7220.5%1.2%
80Δ28.6676.1%2.8%

20Δ

Calls
Pseudo strike
39.04
IV
51.0%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.26
IV
38.6%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.48
IV
26.2%
B/E move
6.5%
Puts
Pseudo strike
30.06
IV
110.4%
B/E move
17.8%

35Δ

Calls
Pseudo strike
34.60
IV
26.3%
B/E move
4.9%
Puts
Pseudo strike
30.58
IV
100.5%
B/E move
16.0%

40Δ

Calls
Pseudo strike
34.05
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
31.09
IV
90.5%
B/E move
14.1%

45Δ

Calls
Pseudo strike
33.51
IV
35.8%
B/E move
4.4%
Puts
Pseudo strike
31.61
IV
80.5%
B/E move
12.3%

50Δ

Calls
Pseudo strike
32.96
IV
40.5%
B/E move
4.2%
Puts
Pseudo strike
32.13
IV
70.5%
B/E move
10.4%

55Δ

Calls
Pseudo strike
32.41
IV
45.3%
B/E move
4.0%
Puts
Pseudo strike
32.65
IV
60.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
31.86
IV
50.1%
B/E move
3.8%
Puts
Pseudo strike
33.16
IV
50.5%
B/E move
6.7%

65Δ

Calls
Pseudo strike
31.31
IV
54.8%
B/E move
3.5%
Puts
Pseudo strike
33.68
IV
40.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
30.77
IV
59.6%
B/E move
3.3%
Puts
Pseudo strike
34.20
IV
30.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
30.22
IV
64.3%
B/E move
3.1%
Puts
Pseudo strike
34.72
IV
20.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
28.66
IV
76.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations