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First Merchants Corp FRME 41.07 -0.13 -0.32%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.252
Put Call Ratio (OI)
38.6
Put Call Ratio (Vol)
43.7
IV Rank
4.13
IV Percentile
17.9
Max pain
40

Delta exposure (2026-11-11)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
9.0
218.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.9
23.9
View values by strike
FRME · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
22.50 0 -4.66 K
25.00 0 -450
30.00 0 -898
35.00 0 -380
40.00 0 -7.88 K
45.00 503 -155
50.00 0 -82.5
55.00 0 -93.1
60.00 13.7 0