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Old National Bancorp Common Stock ONB

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Market datapartial · fetched 2026-10-22T23:00:49.545Z

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 · 2026-10-22T20:00:04.242314288Z

FundamentalsAlpha Vantage · unavailable

Share price$25.16
1D+3.6%
AH$24.22$24.47$24.73$24.98$25.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONB
Sold putSold callAH

Old National Bancorp Common Stock options

Live interpolated ONB call and put midpoint premiums by absolute delta.Old National Bancorp Common Stock$0.28$2.30$4.33$6.35$8.38$19.55$22.52$25.48$28.45$31.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONB spot · $25.16ONB PRICE$1.08$1.09$1.11$1.13$1.14$1.16$1.17$1.80$2.51$3.23$3.95$4.67$0.50$0.64$0.80$0.97$1.13$1.36$2.08$2.80$3.52$4.24$4.96$5.90$7.79
PutsExpensive2.13×
CallsExpensive2.39×
SkewBullish-9.15 pp
Implied moveBearish±$3.24
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.2259.1%13.7%
25Δ34.59125.5%41.8%22.9554.6%11.3%
30Δ33.03111.1%35.6%23.4853.4%9.9%
35Δ31.4796.7%29.5%24.0152.1%8.4%
40Δ29.9082.4%23.3%24.5350.8%7.0%
45Δ28.3468.0%17.2%25.1050.3%5.6%
50Δ26.7853.7%11.0%25.9555.6%5.2%
55Δ25.2139.3%4.9%26.7960.8%4.7%
60Δ24.3143.6%3.7%27.6366.0%4.2%
65Δ23.5050.8%3.4%28.4771.3%3.7%
70Δ22.7058.0%3.1%29.3276.5%3.2%
75Δ21.9065.2%2.7%30.3981.8%2.7%
80Δ21.1072.4%2.4%32.4487.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.22
IV
59.1%
B/E move
13.7%

25Δ

Calls
Pseudo strike
34.59
IV
125.5%
B/E move
41.8%
Puts
Pseudo strike
22.95
IV
54.6%
B/E move
11.3%

30Δ

Calls
Pseudo strike
33.03
IV
111.1%
B/E move
35.6%
Puts
Pseudo strike
23.48
IV
53.4%
B/E move
9.9%

35Δ

Calls
Pseudo strike
31.47
IV
96.7%
B/E move
29.5%
Puts
Pseudo strike
24.01
IV
52.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
29.90
IV
82.4%
B/E move
23.3%
Puts
Pseudo strike
24.53
IV
50.8%
B/E move
7.0%

45Δ

Calls
Pseudo strike
28.34
IV
68.0%
B/E move
17.2%
Puts
Pseudo strike
25.10
IV
50.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
26.78
IV
53.7%
B/E move
11.0%
Puts
Pseudo strike
25.95
IV
55.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
25.21
IV
39.3%
B/E move
4.9%
Puts
Pseudo strike
26.79
IV
60.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
24.31
IV
43.6%
B/E move
3.7%
Puts
Pseudo strike
27.63
IV
66.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
23.50
IV
50.8%
B/E move
3.4%
Puts
Pseudo strike
28.47
IV
71.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
22.70
IV
58.0%
B/E move
3.1%
Puts
Pseudo strike
29.32
IV
76.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
21.90
IV
65.2%
B/E move
2.7%
Puts
Pseudo strike
30.39
IV
81.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
21.10
IV
72.4%
B/E move
2.4%
Puts
Pseudo strike
32.44
IV
87.6%
B/E move
2.0%

Options history

No recorded observations