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Cannae Holdings Inc CNNE

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-23T06:52:22.454Z

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 · 2026-10-22T23:00:00.003553439Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:22.097273+00:00

Share price$16.43
1D+0.6%
AH$16.15$16.23$16.32$16.40$16.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNNE
Sold putSold callAH

Cannae Holdings Inc options

Live interpolated CNNE call and put midpoint premiums by absolute delta.Cannae Holdings Inc$0.31$1.64$2.98$4.31$5.65$11.56$13.84$16.13$18.41$20.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNNE spot · $16.43CNNE PRICE$0.65$0.54$1.07$0.49$0.68$0.88$1.08$1.28$1.48$1.68$1.87$0.45$0.56$0.76$1.11$1.46$1.82$2.17$2.51$2.84$3.16$3.48$3.81$5.26
PutsExpensive2.96×
CallsExpensive2.49×
SkewBearish+13.20 pp
Implied moveBearish±$3.25
TiltBearish43.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.76151.1%60.8%13.2687.3%22.0%
25Δ20.0587.6%25.3%14.3376.7%16.2%
30Δ22.35148.6%42.5%15.1972.4%12.2%
35Δ17.3343.3%8.4%15.6978.1%11.3%
40Δ17.0246.0%7.8%16.1883.8%10.4%
45Δ16.7248.7%7.1%16.6889.5%9.5%
50Δ16.4151.5%6.5%17.1895.3%8.7%
55Δ16.1154.2%5.8%17.6897.7%7.7%
60Δ15.8056.9%5.2%18.2094.1%6.5%
65Δ15.5059.7%4.5%18.7290.4%5.3%
70Δ15.1962.4%3.9%19.2586.7%4.1%
75Δ19.7783.0%2.8%
80Δ21.3493.8%2.1%

20Δ

Calls
Pseudo strike
25.76
IV
151.1%
B/E move
60.8%
Puts
Pseudo strike
13.26
IV
87.3%
B/E move
22.0%

25Δ

Calls
Pseudo strike
20.05
IV
87.6%
B/E move
25.3%
Puts
Pseudo strike
14.33
IV
76.7%
B/E move
16.2%

30Δ

Calls
Pseudo strike
22.35
IV
148.6%
B/E move
42.5%
Puts
Pseudo strike
15.19
IV
72.4%
B/E move
12.2%

35Δ

Calls
Pseudo strike
17.33
IV
43.3%
B/E move
8.4%
Puts
Pseudo strike
15.69
IV
78.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
17.02
IV
46.0%
B/E move
7.8%
Puts
Pseudo strike
16.18
IV
83.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
16.72
IV
48.7%
B/E move
7.1%
Puts
Pseudo strike
16.68
IV
89.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
16.41
IV
51.5%
B/E move
6.5%
Puts
Pseudo strike
17.18
IV
95.3%
B/E move
8.7%

55Δ

Calls
Pseudo strike
16.11
IV
54.2%
B/E move
5.8%
Puts
Pseudo strike
17.68
IV
97.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
15.80
IV
56.9%
B/E move
5.2%
Puts
Pseudo strike
18.20
IV
94.1%
B/E move
6.5%

65Δ

Calls
Pseudo strike
15.50
IV
59.7%
B/E move
4.5%
Puts
Pseudo strike
18.72
IV
90.4%
B/E move
5.3%

70Δ

Calls
Pseudo strike
15.19
IV
62.4%
B/E move
3.9%
Puts
Pseudo strike
19.25
IV
86.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.77
IV
83.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.34
IV
93.8%
B/E move
2.1%

Options history

CNNE54.7854.8454.902026-10-20: 54.83%2026-10-21: 54.84%Oct 20Oct 21
Table
DateIV
54.83%
54.84%