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Park National Corporation PRK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:53:16.006Z

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 · 2026-11-11T23:30:00.00126387Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:53:15.679601+00:00

Share price$178.86
1D+1.4%
AH$176.10$176.84$177.58$178.32$179.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRK
Sold putSold callAH

Park National Corporation options

Live interpolated PRK call and put midpoint premiums by absolute delta.Park National Corporation$1.51$5.70$9.89$14.08$18.27$166.21$173.37$180.52$187.68$194.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRK spot · $178.86PRK PRICE$1.96$2.61$3.26$3.90$4.55$5.20$5.84$6.46$7.08$7.93$9.29$10.65$5.63$6.60$7.56$8.43$9.30$10.57$12.39$14.50$17.06
Puts——
Calls——
Skew——
Implied moveBearish±$13.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ195.3055.9%10.3%
25Δ192.6955.8%9.2%
30Δ190.0755.7%8.1%
35Δ187.4655.6%7.0%
40Δ184.8455.5%5.9%175.3166.1%5.1%
45Δ182.2355.5%4.8%177.6164.7%4.4%
50Δ179.7455.0%3.8%179.9163.3%3.6%
55Δ177.9852.1%3.1%181.9060.5%3.0%
60Δ176.2149.3%2.5%183.8757.7%2.4%
65Δ174.3947.5%1.9%186.0456.3%1.9%
70Δ172.4548.0%1.6%188.5057.0%1.5%
75Δ170.5048.5%1.3%191.2257.8%1.2%
80Δ194.3458.6%0.9%

20Δ

Calls
Pseudo strike
195.30
IV
55.9%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
192.69
IV
55.8%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
190.07
IV
55.7%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
187.46
IV
55.6%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
184.84
IV
55.5%
B/E move
5.9%
Puts
Pseudo strike
175.31
IV
66.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
182.23
IV
55.5%
B/E move
4.8%
Puts
Pseudo strike
177.61
IV
64.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
179.74
IV
55.0%
B/E move
3.8%
Puts
Pseudo strike
179.91
IV
63.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
177.98
IV
52.1%
B/E move
3.1%
Puts
Pseudo strike
181.90
IV
60.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
176.21
IV
49.3%
B/E move
2.5%
Puts
Pseudo strike
183.87
IV
57.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
174.39
IV
47.5%
B/E move
1.9%
Puts
Pseudo strike
186.04
IV
56.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
172.45
IV
48.0%
B/E move
1.6%
Puts
Pseudo strike
188.50
IV
57.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
170.50
IV
48.5%
B/E move
1.3%
Puts
Pseudo strike
191.22
IV
57.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
194.34
IV
58.6%
B/E move
0.9%

Options history

IV · four-Friday blend29.99%
Daily EOD
PRK28.7%29.4%30.1%2026-10-28: 28.81%2026-10-30: 29.99%Oct 28Oct 30
2 observations2026-10-28 — 2026-10-30
Table
DateIV (%)
28.81%
29.99%