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Conduent Incorporated Common Stock CNDT

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Market datapartial · fetched 2026-10-22T04:41:35.878Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T21:00:47.712064505Z

FundamentalsAlpha Vantage · unavailable

Share price$1.45
1D-1.0%
AH$1.45$1.46$1.48$1.49$1.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNDT
Sold putSold callAH

Conduent Incorporated Common Stock options

Live interpolated CNDT call and put midpoint premiums by absolute delta.Conduent Incorporated Common Stock$0.02$0.18$0.34$0.50$0.66$0.45$0.88$1.31$1.74$2.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNDT spot · $1.45CNDT PRICE$0.04$0.05$0.07$0.08$0.10$0.11$0.12$0.20$0.29$0.37$0.45$0.53$0.61$0.36$0.32$0.29$0.25$0.22$0.18$0.15$0.16$0.30$0.43$0.56
PutsExpensive2.79×
CallsExpensive1.77×
SkewBearish+66.59 pp
Implied moveBearish±$0.27
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.9291.9%35.2%1.03419.5%53.5%
25Δ1.8591.2%31.4%1.10366.0%46.3%
30Δ1.7890.5%27.5%1.17312.5%39.1%
35Δ1.7189.7%23.7%1.24259.0%31.9%
40Δ1.6489.0%19.9%1.31205.5%24.7%
45Δ1.5788.3%16.0%1.38152.0%17.5%
50Δ1.5087.5%12.2%1.4598.5%10.3%
55Δ1.42115.1%12.1%1.5466.7%5.2%
60Δ1.34143.5%12.1%1.6788.2%5.2%
65Δ1.26171.9%12.1%1.80109.7%5.2%
70Δ1.18200.3%12.1%1.93131.2%5.2%
75Δ1.10228.7%12.1%
80Δ1.02257.1%12.1%

20Δ

Calls
Pseudo strike
1.92
IV
91.9%
B/E move
35.2%
Puts
Pseudo strike
1.03
IV
419.5%
B/E move
53.5%

25Δ

Calls
Pseudo strike
1.85
IV
91.2%
B/E move
31.4%
Puts
Pseudo strike
1.10
IV
366.0%
B/E move
46.3%

30Δ

Calls
Pseudo strike
1.78
IV
90.5%
B/E move
27.5%
Puts
Pseudo strike
1.17
IV
312.5%
B/E move
39.1%

35Δ

Calls
Pseudo strike
1.71
IV
89.7%
B/E move
23.7%
Puts
Pseudo strike
1.24
IV
259.0%
B/E move
31.9%

40Δ

Calls
Pseudo strike
1.64
IV
89.0%
B/E move
19.9%
Puts
Pseudo strike
1.31
IV
205.5%
B/E move
24.7%

45Δ

Calls
Pseudo strike
1.57
IV
88.3%
B/E move
16.0%
Puts
Pseudo strike
1.38
IV
152.0%
B/E move
17.5%

50Δ

Calls
Pseudo strike
1.50
IV
87.5%
B/E move
12.2%
Puts
Pseudo strike
1.45
IV
98.5%
B/E move
10.3%

55Δ

Calls
Pseudo strike
1.42
IV
115.1%
B/E move
12.1%
Puts
Pseudo strike
1.54
IV
66.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
1.34
IV
143.5%
B/E move
12.1%
Puts
Pseudo strike
1.67
IV
88.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
1.26
IV
171.9%
B/E move
12.1%
Puts
Pseudo strike
1.80
IV
109.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
1.18
IV
200.3%
B/E move
12.1%
Puts
Pseudo strike
1.93
IV
131.2%
B/E move
5.2%

75Δ

Calls
Pseudo strike
1.10
IV
228.7%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.02
IV
257.1%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations