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Mid Penn Bancorp Common Stock MPB

i

Market datapartial · fetched 2026-11-06T21:06:05.950Z

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 · 2026-11-06T21:00:02.127392117Z

FundamentalsAlpha Vantage · unavailable

Share price$34.46
1D+0.3%
AH$34.28$34.40$34.52$34.64$34.765:30 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$0.54$1.61$2.67$3.73$4.80$29.30$31.50$33.70$35.91$38.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive MPB spot · $34.46MPB PRICE$0.66$0.71$0.90$1.41$1.92$2.44$2.95$3.46$3.98$4.49$0.88$0.99$1.08$1.16$1.25$1.34$1.42$1.55$2.06$2.57$3.07$3.58$4.08
PutsExpensive2.05×
Calls——
Skew——
Implied moveBalanced±$2.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.47106.7%17.0%
25Δ30.5796.3%14.2%
30Δ31.3287.7%12.2%
35Δ36.6849.5%8.4%32.0779.2%10.3%
40Δ35.7041.5%5.7%32.8270.6%8.4%
45Δ34.8237.2%3.7%33.5862.0%6.4%
50Δ34.2142.2%3.4%34.3353.4%4.5%
55Δ33.6047.1%3.1%35.0745.8%2.7%
60Δ32.9952.0%2.8%35.6945.8%2.4%
65Δ32.3856.9%2.5%36.3245.8%2.1%
70Δ31.7761.8%2.2%36.9445.8%1.7%
75Δ31.1666.7%2.0%37.5645.8%1.4%
80Δ30.5571.6%1.7%38.1945.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.47
IV
106.7%
B/E move
17.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.57
IV
96.3%
B/E move
14.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.32
IV
87.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
36.68
IV
49.5%
B/E move
8.4%
Puts
Pseudo strike
32.07
IV
79.2%
B/E move
10.3%

40Δ

Calls
Pseudo strike
35.70
IV
41.5%
B/E move
5.7%
Puts
Pseudo strike
32.82
IV
70.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
34.82
IV
37.2%
B/E move
3.7%
Puts
Pseudo strike
33.58
IV
62.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
34.21
IV
42.2%
B/E move
3.4%
Puts
Pseudo strike
34.33
IV
53.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
33.60
IV
47.1%
B/E move
3.1%
Puts
Pseudo strike
35.07
IV
45.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
32.99
IV
52.0%
B/E move
2.8%
Puts
Pseudo strike
35.69
IV
45.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
32.38
IV
56.9%
B/E move
2.5%
Puts
Pseudo strike
36.32
IV
45.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
31.77
IV
61.8%
B/E move
2.2%
Puts
Pseudo strike
36.94
IV
45.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
31.16
IV
66.7%
B/E move
2.0%
Puts
Pseudo strike
37.56
IV
45.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
30.55
IV
71.6%
B/E move
1.7%
Puts
Pseudo strike
38.19
IV
45.8%
B/E move
1.0%

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%