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Mid Penn Bancorp Common Stock MPB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T00:15:51.273Z

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 · 2026-11-03T21:00:00.462711468Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:11:33.110344+00:00

Share price$34.17
1D-0.2%
AH$33.82$34.03$34.24$34.44$34.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPB
Sold putSold callAH

Mid Penn Bancorp Common Stock options

Live interpolated MPB call and put midpoint premiums by absolute delta.Mid Penn Bancorp Common Stock$0.27$2.38$4.48$6.58$8.68$27.41$30.27$33.13$35.99$38.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPB spot · $34.17MPB PRICE$0.50$0.56$0.62$0.68$0.74$1.10$1.51$1.91$2.31$2.71$3.11$3.51$3.91$0.82$1.05$1.30$1.55$1.80$2.05$2.30$2.88$3.92$4.96$6.00$7.04$8.07
PutsExpensive1.50×
CallsExpensive1.22×
SkewBearish+28.31 pp
Implied moveBearish±$3.81
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5168.7%17.1%29.3793.2%16.5%
25Δ38.4160.9%14.1%30.5686.4%13.6%
30Δ37.3253.2%11.0%31.3683.3%12.0%
35Δ36.2245.4%8.0%32.1580.2%10.5%
40Δ35.1337.6%5.0%32.9577.2%8.9%
45Δ34.5338.6%4.3%33.7474.1%7.3%
50Δ33.9940.7%3.9%34.5471.0%5.7%
55Δ33.4642.8%3.5%35.5169.7%4.5%
60Δ32.9344.9%3.1%36.7470.9%4.0%
65Δ32.3947.0%2.7%37.9772.1%3.4%
70Δ31.8649.1%2.3%39.2073.3%2.8%
75Δ31.3251.2%1.9%40.4374.4%2.3%
80Δ30.7953.3%1.5%41.6675.6%1.7%

20Δ

Calls
Pseudo strike
39.51
IV
68.7%
B/E move
17.1%
Puts
Pseudo strike
29.37
IV
93.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
38.41
IV
60.9%
B/E move
14.1%
Puts
Pseudo strike
30.56
IV
86.4%
B/E move
13.6%

30Δ

Calls
Pseudo strike
37.32
IV
53.2%
B/E move
11.0%
Puts
Pseudo strike
31.36
IV
83.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
36.22
IV
45.4%
B/E move
8.0%
Puts
Pseudo strike
32.15
IV
80.2%
B/E move
10.5%

40Δ

Calls
Pseudo strike
35.13
IV
37.6%
B/E move
5.0%
Puts
Pseudo strike
32.95
IV
77.2%
B/E move
8.9%

45Δ

Calls
Pseudo strike
34.53
IV
38.6%
B/E move
4.3%
Puts
Pseudo strike
33.74
IV
74.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
33.99
IV
40.7%
B/E move
3.9%
Puts
Pseudo strike
34.54
IV
71.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
33.46
IV
42.8%
B/E move
3.5%
Puts
Pseudo strike
35.51
IV
69.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
32.93
IV
44.9%
B/E move
3.1%
Puts
Pseudo strike
36.74
IV
70.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
32.39
IV
47.0%
B/E move
2.7%
Puts
Pseudo strike
37.97
IV
72.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
31.86
IV
49.1%
B/E move
2.3%
Puts
Pseudo strike
39.20
IV
73.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
31.32
IV
51.2%
B/E move
1.9%
Puts
Pseudo strike
40.43
IV
74.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
30.79
IV
53.3%
B/E move
1.5%
Puts
Pseudo strike
41.66
IV
75.6%
B/E move
1.7%

Options history

IV · four-Friday blend42.39%
Daily EOD
MPB35.3%40.1%45.0%2026-10-19: 38.32%2026-10-20: 44.32%2026-10-21: 37.61%2026-10-22: 37.75%2026-10-27: 35.95%2026-10-30: 42.39%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.32%
44.32%
37.61%
37.75%
35.95%
42.39%