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CNO Financial Group Inc CNO

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T03:55:05.310Z

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 · 2026-10-21T23:00:00.002467261Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:51:33.016006+00:00

Share price$55.41
1D+0.5%
AH$55.03$55.14$55.25$55.36$55.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNO
Sold putSold callAH

CNO Financial Group Inc options

Live interpolated CNO call and put midpoint premiums by absolute delta.CNO Financial Group Inc$0.81$2.32$3.82$5.33$6.83$45.09$50.43$55.76$61.10$66.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNO spot · $55.41CNO PRICE$1.71$1.80$2.45$2.39$2.30$2.22$2.14$2.06$2.48$3.22$3.96$4.71$5.45$0.97$2.46$2.48$2.50$2.51$2.59$2.99$3.38$3.78$4.17$4.57$4.96$6.40
PutsExpensive2.50×
CallsExpensive2.50×
SkewBullish-4.49 pp
Implied moveBearish±$5.13
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.10110.3%40.4%49.6851.8%12.1%
25Δ71.0093.5%31.4%46.85100.4%19.9%
30Δ66.4393.5%24.3%48.9785.8%16.1%
35Δ63.4878.9%18.9%51.1071.2%12.3%
40Δ61.5567.1%15.2%53.2356.7%8.5%
45Δ59.6255.4%11.6%55.1344.3%5.2%
50Δ57.6943.6%8.0%55.9042.7%4.5%
55Δ55.7631.9%4.3%56.6741.1%3.8%
60Δ54.4528.5%2.7%57.4339.5%3.2%
65Δ53.5430.6%2.4%58.2037.9%2.5%
70Δ52.6232.7%2.1%58.9736.3%1.8%
75Δ51.7134.8%1.8%59.7334.7%1.2%
80Δ50.8036.9%1.5%61.4036.7%0.7%

20Δ

Calls
Pseudo strike
76.10
IV
110.3%
B/E move
40.4%
Puts
Pseudo strike
49.68
IV
51.8%
B/E move
12.1%

25Δ

Calls
Pseudo strike
71.00
IV
93.5%
B/E move
31.4%
Puts
Pseudo strike
46.85
IV
100.4%
B/E move
19.9%

30Δ

Calls
Pseudo strike
66.43
IV
93.5%
B/E move
24.3%
Puts
Pseudo strike
48.97
IV
85.8%
B/E move
16.1%

35Δ

Calls
Pseudo strike
63.48
IV
78.9%
B/E move
18.9%
Puts
Pseudo strike
51.10
IV
71.2%
B/E move
12.3%

40Δ

Calls
Pseudo strike
61.55
IV
67.1%
B/E move
15.2%
Puts
Pseudo strike
53.23
IV
56.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
59.62
IV
55.4%
B/E move
11.6%
Puts
Pseudo strike
55.13
IV
44.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
57.69
IV
43.6%
B/E move
8.0%
Puts
Pseudo strike
55.90
IV
42.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
55.76
IV
31.9%
B/E move
4.3%
Puts
Pseudo strike
56.67
IV
41.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
54.45
IV
28.5%
B/E move
2.7%
Puts
Pseudo strike
57.43
IV
39.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
53.54
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
58.20
IV
37.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.62
IV
32.7%
B/E move
2.1%
Puts
Pseudo strike
58.97
IV
36.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
51.71
IV
34.8%
B/E move
1.8%
Puts
Pseudo strike
59.73
IV
34.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
50.80
IV
36.9%
B/E move
1.5%
Puts
Pseudo strike
61.40
IV
36.7%
B/E move
0.7%

Options history

No recorded observations