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Ames National Corporation Common Stock ATLO

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Market datapartial · fetched 2026-11-03T14:43:22.709Z

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 · 2026-11-03T14:41:29.206857224Z

FundamentalsAlpha Vantage · unavailable

Share price$34.44
1D-0.1%
$34.42$34.44$34.45$34.46$34.485:30 AM6:30 AM9:00 AM1:00 PMATLO
Sold putSold call

Ames National Corporation Common Stock options

Live interpolated ATLO call and put midpoint premiums by absolute delta.Ames National Corporation Common Stock$0.36$2.67$4.99$7.30$9.61$30.98$32.76$34.53$36.31$38.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ATLO spot · $34.44ATLO PRICE$0.94$1.94$2.95$3.95$4.95$5.95$6.95$7.95$8.95$0.61$0.81$1.02$1.22$1.42$1.63$1.83
Puts——
Calls——
Skew——
Implied moveBullish±$4.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7663.2%12.5%
25Δ31.4162.0%11.2%
30Δ32.0760.9%9.8%
35Δ32.7259.7%8.5%
40Δ34.3724.0%2.5%33.3858.6%7.2%
45Δ33.3132.7%2.4%34.0457.5%5.9%
50Δ32.2541.4%2.2%34.6956.3%4.6%
55Δ31.1950.2%2.0%
60Δ30.1358.9%1.9%
65Δ29.0767.6%1.7%
70Δ28.0176.3%1.5%
75Δ26.9585.0%1.3%
80Δ25.8993.7%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.76
IV
63.2%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.41
IV
62.0%
B/E move
11.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.07
IV
60.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.72
IV
59.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
34.37
IV
24.0%
B/E move
2.5%
Puts
Pseudo strike
33.38
IV
58.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
33.31
IV
32.7%
B/E move
2.4%
Puts
Pseudo strike
34.04
IV
57.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
32.25
IV
41.4%
B/E move
2.2%
Puts
Pseudo strike
34.69
IV
56.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
31.19
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.13
IV
58.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.07
IV
67.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.01
IV
76.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.95
IV
85.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.89
IV
93.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations