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Old National Bancorp Common Stock ONB

i

Market datapartial · fetched 2026-11-04T09:38:52.809Z

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 · 2026-11-03T21:00:03.7933015Z

FundamentalsAlpha Vantage · unavailable

Share price$25.42
1D-0.6%
AH$25.29$25.43$25.57$25.71$25.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONB
Sold putSold callAH

Old National Bancorp Common Stock options

Live interpolated ONB call and put midpoint premiums by absolute delta.Old National Bancorp Common Stock$0.14$2.09$4.04$5.99$7.94$21.72$23.26$24.80$26.33$27.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ONB spot · $25.42ONB PRICE$0.89$0.90$0.92$0.93$0.95$0.96$0.98$1.00$1.48$2.10$2.73$3.35$0.35$0.42$0.50$0.58$0.69$1.53$2.37$3.20$4.04$4.87$5.71$6.54$7.38
PutsExpensive1.80×
Calls——
Skew——
Implied moveBearish±$3.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9956.7%10.9%
25Δ34.07144.4%37.5%23.5052.6%9.2%
30Δ32.82129.4%32.7%24.0148.5%7.5%
35Δ31.57114.3%27.8%24.5244.4%5.8%
40Δ30.3199.3%22.9%25.0540.8%4.2%
45Δ29.0684.2%18.1%25.9845.7%3.8%
50Δ27.8169.2%13.2%26.9150.7%3.5%
55Δ26.5554.1%8.3%27.8355.6%3.1%
60Δ25.3039.1%3.4%28.7660.6%2.7%
65Δ24.5143.3%2.2%29.6965.5%2.4%
70Δ23.8653.6%2.1%30.6270.5%2.0%
75Δ23.2264.0%2.1%31.5575.4%1.6%
80Δ22.5774.3%2.0%32.4880.4%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.99
IV
56.7%
B/E move
10.9%

25Δ

Calls
Pseudo strike
34.07
IV
144.4%
B/E move
37.5%
Puts
Pseudo strike
23.50
IV
52.6%
B/E move
9.2%

30Δ

Calls
Pseudo strike
32.82
IV
129.4%
B/E move
32.7%
Puts
Pseudo strike
24.01
IV
48.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
31.57
IV
114.3%
B/E move
27.8%
Puts
Pseudo strike
24.52
IV
44.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
30.31
IV
99.3%
B/E move
22.9%
Puts
Pseudo strike
25.05
IV
40.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
29.06
IV
84.2%
B/E move
18.1%
Puts
Pseudo strike
25.98
IV
45.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
27.81
IV
69.2%
B/E move
13.2%
Puts
Pseudo strike
26.91
IV
50.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
26.55
IV
54.1%
B/E move
8.3%
Puts
Pseudo strike
27.83
IV
55.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
25.30
IV
39.1%
B/E move
3.4%
Puts
Pseudo strike
28.76
IV
60.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
24.51
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
29.69
IV
65.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.86
IV
53.6%
B/E move
2.1%
Puts
Pseudo strike
30.62
IV
70.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
23.22
IV
64.0%
B/E move
2.1%
Puts
Pseudo strike
31.55
IV
75.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
22.57
IV
74.3%
B/E move
2.0%
Puts
Pseudo strike
32.48
IV
80.4%
B/E move
1.3%

Options history

IV · four-Friday blend38.27%
Daily EOD
ONB33.3%37.1%41.0%2026-10-19: 36.27%2026-10-20: 40.45%2026-10-22: 38.84%2026-10-23: 39.23%2026-10-28: 33.84%2026-10-29: 37.44%2026-10-30: 38.27%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.27%
40.45%
38.84%
39.23%
33.84%
37.44%
38.27%