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Old National Bancorp Common Stock ONB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:56:54.359Z

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 · 2026-11-11T21:00:01.091876372Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:56:53.850719+00:00

Share price$25.26
1D-0.5%
AH$24.93$25.05$25.18$25.30$25.425:30 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$0.17$2.08$3.98$5.89$7.79$21.39$22.83$24.27$25.71$27.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ONB spot · $25.26ONB PRICE$0.39$0.40$0.42$0.43$0.44$0.45$0.47$0.48$0.49$0.38$0.51$0.63$0.76$0.88$1.20$2.06$2.93$3.79$4.65$5.52$6.38$7.25
PutsExpensive3.01×
Calls——
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.60146.0%34.6%22.8878.9%10.9%
25Δ32.62131.9%30.7%23.3277.4%9.7%
30Δ31.64117.7%26.9%23.7775.9%8.4%
35Δ30.66103.6%23.1%24.2274.4%7.1%
40Δ29.6889.4%19.3%24.6772.9%5.8%
45Δ28.7075.3%15.4%25.2573.0%4.8%
50Δ27.7361.1%11.6%26.2377.9%4.3%
55Δ26.7547.0%7.8%27.2182.9%3.9%
60Δ25.7732.8%3.9%28.1987.8%3.4%
65Δ29.1792.7%3.0%
70Δ30.1597.7%2.5%
75Δ31.13102.6%2.0%
80Δ32.11107.5%1.6%

20Δ

Calls
Pseudo strike
33.60
IV
146.0%
B/E move
34.6%
Puts
Pseudo strike
22.88
IV
78.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
32.62
IV
131.9%
B/E move
30.7%
Puts
Pseudo strike
23.32
IV
77.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
31.64
IV
117.7%
B/E move
26.9%
Puts
Pseudo strike
23.77
IV
75.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
30.66
IV
103.6%
B/E move
23.1%
Puts
Pseudo strike
24.22
IV
74.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
29.68
IV
89.4%
B/E move
19.3%
Puts
Pseudo strike
24.67
IV
72.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
28.70
IV
75.3%
B/E move
15.4%
Puts
Pseudo strike
25.25
IV
73.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
27.73
IV
61.1%
B/E move
11.6%
Puts
Pseudo strike
26.23
IV
77.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
26.75
IV
47.0%
B/E move
7.8%
Puts
Pseudo strike
27.21
IV
82.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
25.77
IV
32.8%
B/E move
3.9%
Puts
Pseudo strike
28.19
IV
87.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.17
IV
92.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.15
IV
97.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.13
IV
102.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.11
IV
107.5%
B/E move
1.6%

Options history

IV · four-Friday blend38.27%
Daily EOD
ONB33.3%37.1%41.0%2026-10-19: 36.27%2026-10-20: 40.45%2026-10-22: 38.84%2026-10-23: 39.23%2026-10-28: 33.84%2026-10-29: 37.44%2026-10-30: 38.27%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.27%
40.45%
38.84%
39.23%
33.84%
37.44%
38.27%