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CNO Financial Group, Inc. CNO

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-11-11T14:49:48.333Z

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 · 2026-11-11T14:49:24.81447462Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:27.177971+00:00

Share price$57.63
1D-0.4%
$57.34$57.45$57.57$57.69$57.805:30 AM6:30 AM9:00 AM1:00 PMCNO
Sold putSold call

CNO Financial Group, Inc. options

Live interpolated CNO call and put midpoint premiums by absolute delta.CNO Financial Group, Inc.$0.53$4.01$7.48$10.96$14.43$53.91$55.84$57.78$59.71$61.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNO spot · $57.63CNO PRICE$0.91$1.13$1.34$1.56$1.78$2.00$2.21$2.43$2.65$2.87$1.89$1.49$2.68$3.88$5.07$6.26$7.46$8.65$9.85$11.04$12.24$13.43
Puts——
Calls——
Skew——
Implied moveBearish±$7.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.56149.9%19.0%
25Δ
30Δ55.7455.3%5.9%
35Δ58.9732.1%3.9%57.1957.7%5.4%
40Δ58.5532.3%3.6%58.6360.2%5.0%
45Δ58.1432.4%3.2%60.0862.7%4.6%
50Δ57.7232.6%2.9%61.5265.2%4.1%
55Δ57.3032.7%2.5%62.9767.6%3.7%
60Δ56.8832.8%2.2%64.4170.1%3.2%
65Δ56.4633.0%1.8%65.8672.6%2.8%
70Δ56.0433.1%1.5%67.3175.0%2.4%
75Δ55.6333.2%1.1%68.7577.5%1.9%
80Δ55.2133.4%0.8%70.2080.0%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.56
IV
149.9%
B/E move
19.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.74
IV
55.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
58.97
IV
32.1%
B/E move
3.9%
Puts
Pseudo strike
57.19
IV
57.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
58.55
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
58.63
IV
60.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
58.14
IV
32.4%
B/E move
3.2%
Puts
Pseudo strike
60.08
IV
62.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
57.72
IV
32.6%
B/E move
2.9%
Puts
Pseudo strike
61.52
IV
65.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
57.30
IV
32.7%
B/E move
2.5%
Puts
Pseudo strike
62.97
IV
67.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
56.88
IV
32.8%
B/E move
2.2%
Puts
Pseudo strike
64.41
IV
70.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
56.46
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
65.86
IV
72.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
56.04
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
67.31
IV
75.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
55.63
IV
33.2%
B/E move
1.1%
Puts
Pseudo strike
68.75
IV
77.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
55.21
IV
33.4%
B/E move
0.8%
Puts
Pseudo strike
70.20
IV
80.0%
B/E move
1.5%

Options history

IV · four-Friday blend31.41%
Daily EOD
CNO25.3%28.6%31.9%2026-10-19: 25.79%2026-10-20: 27.35%2026-10-21: 29.38%2026-10-22: 28.48%2026-10-23: 27.37%2026-10-26: 27.18%2026-10-27: 26.68%2026-10-28: 26.58%2026-10-29: 26.91%2026-10-30: 31.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.79%
27.35%
29.38%
28.48%
27.37%
27.18%
26.68%
26.58%
26.91%
31.41%