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Cannae Holdings, Inc. Common Stock CNNE

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-12T14:57:32.686Z

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 · 2026-11-12T14:57:04.927558184Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:57:30.664717+00:00

Share price$16.97
1D-0.0%
$16.96$16.96$16.97$16.97$16.985:30 AM6:30 AM9:00 AM1:00 PMCNNE
Sold putSold call

Cannae Holdings, Inc. Common Stock options

Live interpolated CNNE call and put midpoint premiums by absolute delta.Cannae Holdings, Inc. Common Stock$0.36$2.05$3.75$5.44$7.13$12.39$14.04$15.69$17.34$18.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNNE spot · $16.96CNNE PRICE$0.54$0.84$1.13$1.42$1.72$2.01$2.31$2.60$0.58$0.73$0.88$1.03$1.17$1.32$1.47$1.97$2.91$3.84$4.78$5.71$6.64
PutsExpensive2.01×
Calls——
Skew——
Implied moveBearish±$2.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.47185.3%24.0%
25Δ14.08175.9%21.3%
30Δ14.70166.5%18.5%
35Δ15.32157.0%15.8%
40Δ17.2461.3%4.8%15.93147.6%13.0%
45Δ16.9273.7%4.6%16.55138.2%10.3%
50Δ16.6086.1%4.5%17.16128.7%7.5%
55Δ16.2898.5%4.3%17.97127.8%5.7%
60Δ15.96110.9%4.2%19.02137.2%5.0%
65Δ15.64123.3%4.0%20.06146.5%4.4%
70Δ15.32135.7%3.9%21.11155.9%3.7%
75Δ15.00148.1%3.7%22.16165.3%3.1%
80Δ23.20174.6%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.47
IV
185.3%
B/E move
24.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.08
IV
175.9%
B/E move
21.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.70
IV
166.5%
B/E move
18.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.32
IV
157.0%
B/E move
15.8%

40Δ

Calls
Pseudo strike
17.24
IV
61.3%
B/E move
4.8%
Puts
Pseudo strike
15.93
IV
147.6%
B/E move
13.0%

45Δ

Calls
Pseudo strike
16.92
IV
73.7%
B/E move
4.6%
Puts
Pseudo strike
16.55
IV
138.2%
B/E move
10.3%

50Δ

Calls
Pseudo strike
16.60
IV
86.1%
B/E move
4.5%
Puts
Pseudo strike
17.16
IV
128.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
16.28
IV
98.5%
B/E move
4.3%
Puts
Pseudo strike
17.97
IV
127.8%
B/E move
5.7%

60Δ

Calls
Pseudo strike
15.96
IV
110.9%
B/E move
4.2%
Puts
Pseudo strike
19.02
IV
137.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
15.64
IV
123.3%
B/E move
4.0%
Puts
Pseudo strike
20.06
IV
146.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.32
IV
135.7%
B/E move
3.9%
Puts
Pseudo strike
21.11
IV
155.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
15.00
IV
148.1%
B/E move
3.7%
Puts
Pseudo strike
22.16
IV
165.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.20
IV
174.6%
B/E move
2.4%

Options history

IV · four-Friday blend50.72%
Daily EOD
CNNE49.8%56.4%63.0%2026-10-19: 52.75%2026-10-20: 54.83%2026-10-21: 54.84%2026-10-22: 54.31%2026-10-26: 62.07%2026-10-30: 50.72%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.75%
54.83%
54.84%
54.31%
62.07%
50.72%