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CNO Financial Group Inc CNO

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T04:40:14.474Z

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 2026-10-22T04:40:14.137609+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$2.31$3.80$5.29$6.78$45.00$50.38$55.75$61.13$66.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNO spot · $55.41CNO PRICE$1.71$1.80$2.45$2.39$2.30$2.22$2.14$2.06$2.49$3.23$3.97$4.72$5.46$0.97$2.46$2.48$2.50$2.51$2.59$2.98$3.38$3.77$4.17$4.56$4.95$6.35
PutsExpensive2.52×
CallsExpensive2.51×
SkewBullish-4.35 pp
Implied moveBearish±$5.12
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.10110.4%40.4%49.6851.8%12.1%
25Δ71.0093.6%31.4%46.84100.6%19.9%
30Δ66.4393.6%24.3%48.9786.1%16.1%
35Δ63.4879.0%18.9%51.1071.7%12.3%
40Δ61.5467.3%15.2%53.2257.3%8.5%
45Δ59.6155.6%11.6%55.1345.0%5.2%
50Δ57.6743.9%7.9%55.8943.4%4.5%
55Δ55.7432.2%4.3%56.6641.8%3.8%
60Δ54.4329.1%2.7%57.4240.1%3.2%
65Δ53.5231.2%2.4%58.1938.5%2.5%
70Δ52.6133.4%2.1%58.9536.9%1.8%
75Δ51.7035.5%1.8%59.7235.3%1.2%
80Δ50.7837.7%1.5%61.3537.1%0.8%

20Δ

Calls
Pseudo strike
76.10
IV
110.4%
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
93.6%
B/E move
31.4%
Puts
Pseudo strike
46.84
IV
100.6%
B/E move
19.9%

30Δ

Calls
Pseudo strike
66.43
IV
93.6%
B/E move
24.3%
Puts
Pseudo strike
48.97
IV
86.1%
B/E move
16.1%

35Δ

Calls
Pseudo strike
63.48
IV
79.0%
B/E move
18.9%
Puts
Pseudo strike
51.10
IV
71.7%
B/E move
12.3%

40Δ

Calls
Pseudo strike
61.54
IV
67.3%
B/E move
15.2%
Puts
Pseudo strike
53.22
IV
57.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
59.61
IV
55.6%
B/E move
11.6%
Puts
Pseudo strike
55.13
IV
45.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
57.67
IV
43.9%
B/E move
7.9%
Puts
Pseudo strike
55.89
IV
43.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
55.74
IV
32.2%
B/E move
4.3%
Puts
Pseudo strike
56.66
IV
41.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
54.43
IV
29.1%
B/E move
2.7%
Puts
Pseudo strike
57.42
IV
40.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
53.52
IV
31.2%
B/E move
2.4%
Puts
Pseudo strike
58.19
IV
38.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.61
IV
33.4%
B/E move
2.1%
Puts
Pseudo strike
58.95
IV
36.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
51.70
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
59.72
IV
35.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
50.78
IV
37.7%
B/E move
1.5%
Puts
Pseudo strike
61.35
IV
37.1%
B/E move
0.8%

Options history

No recorded observations