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F.N.B. Corp FNB

i

Market datapartial · fetched 2026-11-04T04:14:03.098Z

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 · 2026-11-04T00:28:07.594858212Z

FundamentalsAlpha Vantage · unavailable

Share price$18.25
1D-1.2%
AH$18.21$18.29$18.37$18.44$18.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNB
Sold putSold callAH

F.N.B. Corp options

Live interpolated FNB call and put midpoint premiums by absolute delta.F.N.B. Corp$0.22$1.09$1.97$2.84$3.71$16.63$17.41$18.20$18.98$19.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNB spot · $18.25FNB PRICE$0.31$0.44$0.57$0.69$0.82$0.95$1.07$1.20$1.33$1.97$2.72$3.46$0.38$0.47$0.56$0.65$0.81$0.97$1.12$1.28$1.44$1.60$1.75$1.91
Puts——
Calls——
Skew——
Implied moveBearish±$2.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.7982.2%15.5%
25Δ19.8652.2%10.5%16.3676.6%12.9%
30Δ19.5753.0%9.6%16.9370.9%10.3%
35Δ19.2853.8%8.8%17.5065.3%7.7%
40Δ18.9954.7%7.9%17.8063.8%6.9%
45Δ18.7055.5%7.0%18.0962.2%6.1%
50Δ18.4156.3%6.1%18.3960.7%5.4%
55Δ18.1357.2%5.2%18.6959.1%4.6%
60Δ17.8458.0%4.3%18.9957.6%3.8%
65Δ17.5558.8%3.4%19.2956.0%3.1%
70Δ16.8165.8%2.9%19.5854.5%2.3%
75Δ15.9874.1%2.5%19.8852.9%1.5%
80Δ15.1582.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.79
IV
82.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
19.86
IV
52.2%
B/E move
10.5%
Puts
Pseudo strike
16.36
IV
76.6%
B/E move
12.9%

30Δ

Calls
Pseudo strike
19.57
IV
53.0%
B/E move
9.6%
Puts
Pseudo strike
16.93
IV
70.9%
B/E move
10.3%

35Δ

Calls
Pseudo strike
19.28
IV
53.8%
B/E move
8.8%
Puts
Pseudo strike
17.50
IV
65.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
18.99
IV
54.7%
B/E move
7.9%
Puts
Pseudo strike
17.80
IV
63.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
18.70
IV
55.5%
B/E move
7.0%
Puts
Pseudo strike
18.09
IV
62.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
18.41
IV
56.3%
B/E move
6.1%
Puts
Pseudo strike
18.39
IV
60.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
18.13
IV
57.2%
B/E move
5.2%
Puts
Pseudo strike
18.69
IV
59.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
17.84
IV
58.0%
B/E move
4.3%
Puts
Pseudo strike
18.99
IV
57.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
17.55
IV
58.8%
B/E move
3.4%
Puts
Pseudo strike
19.29
IV
56.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
16.81
IV
65.8%
B/E move
2.9%
Puts
Pseudo strike
19.58
IV
54.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.98
IV
74.1%
B/E move
2.5%
Puts
Pseudo strike
19.88
IV
52.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
15.15
IV
82.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.33%
Daily close
FNB27.3%42.1%57.0%2026-09-23: 35.47%2026-09-24: 29.36%2026-09-25: 38.35%2026-09-28: 37.74%2026-09-29: 54.94%2026-09-30: 43.99%2026-10-02: 38.02%2026-10-05: 33.13%2026-10-06: 39.31%2026-10-16: 36.13%2026-10-19: 39.69%2026-10-20: 35.47%2026-10-21: 38.11%2026-10-22: 50.31%2026-10-28: 48.81%2026-10-29: 40.33%Sep 23Oct 5Oct 29
16 observations2026-09-23 — 2026-10-29
Table
DateIV (%)
35.47%
29.36%
38.35%
37.74%
54.94%
43.99%
38.02%
33.13%
39.31%
36.13%
39.69%
35.47%
38.11%
50.31%
48.81%
40.33%