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F.N.B. Corp FNB

i

Market datapartial · fetched 2026-11-05T15:13:40.337Z

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 · 2026-11-05T15:13:37.290591403Z

FundamentalsAlpha Vantage · unavailable

Share price$18.56
1D-0.3%
$18.55$18.65$18.74$18.84$18.945:30 AM6:30 AM9:00 AM1:00 PMFNB
Sold putSold call

F.N.B. Corp options

Live interpolated FNB call and put midpoint premiums by absolute delta.F.N.B. Corp$0.05$1.13$2.21$3.29$4.36$14.40$15.85$17.31$18.76$20.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FNB spot · $18.56FNB PRICE$0.17$0.27$0.38$0.49$0.60$0.72$0.83$0.94$1.05$1.16$1.27$0.68$0.96$1.25$1.53$1.81$2.09$2.37$2.65$2.93$3.21$3.49$3.77$4.05
PutsExpensive4.07×
Calls——
Skew——
Implied moveBearish±$3.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.1242.3%9.3%15.8298.3%18.4%
25Δ19.8041.9%8.1%16.3697.8%17.1%
30Δ19.5742.5%7.5%16.8997.2%15.7%
35Δ19.3443.2%6.8%17.4296.6%14.3%
40Δ19.1143.8%6.2%17.9696.1%13.0%
45Δ18.8744.4%5.6%18.4995.5%11.6%
50Δ18.6445.0%4.9%19.0295.0%10.3%
55Δ18.4145.7%4.3%19.5694.4%8.9%
60Δ18.1846.3%3.6%20.0993.8%7.5%
65Δ17.9546.9%3.0%20.6293.3%6.2%
70Δ17.7247.6%2.3%21.1692.7%4.8%
75Δ21.6992.2%3.5%
80Δ22.2291.6%2.1%

20Δ

Calls
Pseudo strike
20.12
IV
42.3%
B/E move
9.3%
Puts
Pseudo strike
15.82
IV
98.3%
B/E move
18.4%

25Δ

Calls
Pseudo strike
19.80
IV
41.9%
B/E move
8.1%
Puts
Pseudo strike
16.36
IV
97.8%
B/E move
17.1%

30Δ

Calls
Pseudo strike
19.57
IV
42.5%
B/E move
7.5%
Puts
Pseudo strike
16.89
IV
97.2%
B/E move
15.7%

35Δ

Calls
Pseudo strike
19.34
IV
43.2%
B/E move
6.8%
Puts
Pseudo strike
17.42
IV
96.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
19.11
IV
43.8%
B/E move
6.2%
Puts
Pseudo strike
17.96
IV
96.1%
B/E move
13.0%

45Δ

Calls
Pseudo strike
18.87
IV
44.4%
B/E move
5.6%
Puts
Pseudo strike
18.49
IV
95.5%
B/E move
11.6%

50Δ

Calls
Pseudo strike
18.64
IV
45.0%
B/E move
4.9%
Puts
Pseudo strike
19.02
IV
95.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
18.41
IV
45.7%
B/E move
4.3%
Puts
Pseudo strike
19.56
IV
94.4%
B/E move
8.9%

60Δ

Calls
Pseudo strike
18.18
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
20.09
IV
93.8%
B/E move
7.5%

65Δ

Calls
Pseudo strike
17.95
IV
46.9%
B/E move
3.0%
Puts
Pseudo strike
20.62
IV
93.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
17.72
IV
47.6%
B/E move
2.3%
Puts
Pseudo strike
21.16
IV
92.7%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.69
IV
92.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.22
IV
91.6%
B/E move
2.1%

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%