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Farmers & Merchants Bancorp, Inc. Common Stock FMAO

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Market datapartial · fetched 2026-11-04T00:53:38.339Z

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 · 2026-11-03T21:00:00.322390664Z

FundamentalsAlpha Vantage · unavailable

Share price$36.38
1D+3.7%
AH$34.94$35.44$35.93$36.42$36.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAO
Sold putSold callAH

Farmers & Merchants Bancorp, Inc. Common Stock options

Live interpolated FMAO call and put midpoint premiums by absolute delta.Farmers & Merchants Bancorp, Inc. Common Stock$0.42$1.66$2.91$4.15$5.40$28.80$32.17$35.55$38.93$42.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAO spot · $36.38FMAO PRICE$0.55$0.64$0.87$1.10$1.33$1.56$1.78$2.01$2.24$2.47$3.28$4.16$5.04$1.03$1.42$1.80$2.19$2.50$2.64$2.78$2.92$3.06$3.20$3.34$3.48$3.63
PutsExpensive2.11×
CallsExpensive1.42×
SkewBearish+21.29 pp
Implied moveBearish±$4.56
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3771.3%18.0%31.4091.5%16.5%
25Δ39.9657.9%11.6%32.3894.5%14.9%
30Δ39.3557.5%10.6%33.3697.4%13.3%
35Δ38.7457.1%9.5%34.34100.4%11.6%
40Δ38.1356.7%8.5%35.17100.3%10.2%
45Δ37.5256.3%7.4%35.7093.6%9.1%
50Δ36.9156.0%6.4%36.2486.9%8.0%
55Δ36.3055.6%5.3%36.7780.2%6.9%
60Δ35.6855.2%4.3%37.3173.4%5.9%
65Δ35.0754.8%3.2%37.8466.7%4.8%
70Δ34.0958.7%2.7%38.3760.0%3.7%
75Δ33.0563.2%2.3%38.9153.3%2.6%
80Δ32.0167.6%1.8%39.4446.6%1.6%

20Δ

Calls
Pseudo strike
42.37
IV
71.3%
B/E move
18.0%
Puts
Pseudo strike
31.40
IV
91.5%
B/E move
16.5%

25Δ

Calls
Pseudo strike
39.96
IV
57.9%
B/E move
11.6%
Puts
Pseudo strike
32.38
IV
94.5%
B/E move
14.9%

30Δ

Calls
Pseudo strike
39.35
IV
57.5%
B/E move
10.6%
Puts
Pseudo strike
33.36
IV
97.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
38.74
IV
57.1%
B/E move
9.5%
Puts
Pseudo strike
34.34
IV
100.4%
B/E move
11.6%

40Δ

Calls
Pseudo strike
38.13
IV
56.7%
B/E move
8.5%
Puts
Pseudo strike
35.17
IV
100.3%
B/E move
10.2%

45Δ

Calls
Pseudo strike
37.52
IV
56.3%
B/E move
7.4%
Puts
Pseudo strike
35.70
IV
93.6%
B/E move
9.1%

50Δ

Calls
Pseudo strike
36.91
IV
56.0%
B/E move
6.4%
Puts
Pseudo strike
36.24
IV
86.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
36.30
IV
55.6%
B/E move
5.3%
Puts
Pseudo strike
36.77
IV
80.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
35.68
IV
55.2%
B/E move
4.3%
Puts
Pseudo strike
37.31
IV
73.4%
B/E move
5.9%

65Δ

Calls
Pseudo strike
35.07
IV
54.8%
B/E move
3.2%
Puts
Pseudo strike
37.84
IV
66.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
34.09
IV
58.7%
B/E move
2.7%
Puts
Pseudo strike
38.37
IV
60.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
33.05
IV
63.2%
B/E move
2.3%
Puts
Pseudo strike
38.91
IV
53.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
32.01
IV
67.6%
B/E move
1.8%
Puts
Pseudo strike
39.44
IV
46.6%
B/E move
1.6%

Options history

IV · four-Friday blend42.87%
Daily close
FMAO33.3%72.5%111.7%2026-08-05: 44.45%2026-08-06: 46.51%2026-08-07: 43.29%2026-08-11: 51.52%2026-08-13: 54.28%2026-08-14: 57.00%2026-08-17: 58.50%2026-08-18: 48.69%2026-08-19: 106.30%2026-08-21: 41.64%2026-08-24: 42.16%2026-08-25: 43.57%2026-08-26: 49.35%2026-08-27: 49.51%2026-08-28: 49.52%2026-09-01: 44.80%2026-09-02: 51.37%2026-09-03: 43.69%2026-09-04: 57.23%2026-09-09: 58.10%2026-09-10: 61.71%2026-09-11: 61.42%2026-09-14: 66.66%2026-09-15: 79.42%2026-09-16: 97.75%2026-09-18: 50.70%2026-09-22: 46.01%2026-09-24: 41.43%2026-09-25: 42.23%2026-09-28: 38.70%2026-09-29: 43.38%2026-09-30: 41.70%2026-10-01: 42.74%2026-10-02: 48.99%2026-10-05: 43.87%2026-10-06: 51.16%2026-10-07: 43.81%2026-10-08: 54.85%2026-10-12: 57.18%2026-10-16: 41.97%2026-10-20: 42.58%2026-10-22: 49.57%2026-10-23: 46.50%2026-10-26: 44.95%2026-10-28: 43.00%2026-10-29: 42.87%Aug 5Sep 14Oct 29
46 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
44.45%
46.51%
43.29%
51.52%
54.28%
57.00%
58.50%
48.69%
106.30%
41.64%
42.16%
43.57%
49.35%
49.51%
49.52%
44.80%
51.37%
43.69%
57.23%
58.10%
61.71%
61.42%
66.66%
79.42%
97.75%
50.70%
46.01%
41.43%
42.23%
38.70%
43.38%
41.70%
42.74%
48.99%
43.87%
51.16%
43.81%
54.85%
57.18%
41.97%
42.58%
49.57%
46.50%
44.95%
43.00%
42.87%