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Old National Bancorp ONB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T04:29:36.846Z

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 · 2026-10-23T20:00:09.473732855Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T04:29:36.654496+00:00

Share price$25.32
1D+0.4%
AH$25.00$25.13$25.27$25.40$25.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONB
Sold putSold callAH

Old National Bancorp options

Live interpolated ONB call and put midpoint premiums by absolute delta.Old National Bancorp$0.43$1.49$2.55$3.61$4.67$20.67$23.19$25.70$28.21$30.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONB spot · $25.32ONB PRICE$0.62$0.75$0.89$1.03$1.17$1.31$1.45$1.59$1.77$1.97$2.17$2.37$2.58$0.54$0.66$0.79$0.92$1.06$1.34$1.77$2.20$2.64$3.07$3.50$3.93$4.36
PutsExpensive1.77×
CallsExpensive2.11×
SkewBullish-10.85 pp
Implied moveBearish±$3.22
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8093.5%35.9%22.1664.8%14.6%
25Δ32.6288.0%31.8%22.9658.6%11.9%
30Δ31.4382.6%27.7%23.5555.5%10.1%
35Δ30.2577.2%23.5%24.1352.4%8.4%
40Δ29.0671.7%19.4%24.7149.3%6.6%
45Δ27.8866.3%15.3%25.2948.1%5.4%
50Δ26.7060.8%11.2%25.8748.8%4.8%
55Δ25.5155.4%7.0%26.4549.6%4.2%
60Δ24.7951.6%4.9%27.0350.3%3.7%
65Δ24.4148.9%4.2%27.6151.0%3.1%
70Δ24.0346.2%3.5%28.1951.7%2.5%
75Δ23.6643.6%2.8%28.7752.4%1.9%
80Δ23.2840.9%2.1%29.3553.1%1.3%

20Δ

Calls
Pseudo strike
33.80
IV
93.5%
B/E move
35.9%
Puts
Pseudo strike
22.16
IV
64.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
32.62
IV
88.0%
B/E move
31.8%
Puts
Pseudo strike
22.96
IV
58.6%
B/E move
11.9%

30Δ

Calls
Pseudo strike
31.43
IV
82.6%
B/E move
27.7%
Puts
Pseudo strike
23.55
IV
55.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
30.25
IV
77.2%
B/E move
23.5%
Puts
Pseudo strike
24.13
IV
52.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
29.06
IV
71.7%
B/E move
19.4%
Puts
Pseudo strike
24.71
IV
49.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
27.88
IV
66.3%
B/E move
15.3%
Puts
Pseudo strike
25.29
IV
48.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
26.70
IV
60.8%
B/E move
11.2%
Puts
Pseudo strike
25.87
IV
48.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
25.51
IV
55.4%
B/E move
7.0%
Puts
Pseudo strike
26.45
IV
49.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
24.79
IV
51.6%
B/E move
4.9%
Puts
Pseudo strike
27.03
IV
50.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
24.41
IV
48.9%
B/E move
4.2%
Puts
Pseudo strike
27.61
IV
51.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
24.03
IV
46.2%
B/E move
3.5%
Puts
Pseudo strike
28.19
IV
51.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
23.66
IV
43.6%
B/E move
2.8%
Puts
Pseudo strike
28.77
IV
52.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
23.28
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
29.35
IV
53.1%
B/E move
1.3%

Options history

No recorded observations