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ConnectOne Bancorp, Inc. CNOB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T09:56:27.301Z

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 · 2026-10-21T20:19:49.006324779Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:56:25.746023+00:00

Share price$30.80
1D-0.5%
AH$30.63$30.73$30.84$30.95$31.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNOB
Sold putSold callAH

ConnectOne Bancorp, Inc. options

Live interpolated CNOB call and put midpoint premiums by absolute delta.ConnectOne Bancorp, Inc.$0.72$3.75$6.78$9.81$12.83$21.12$26.20$31.27$36.35$41.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNOB spot · $30.80CNOB PRICE$2.25$2.45$2.45$2.39$2.31$2.23$2.14$3.40$5.08$6.77$8.45$1.05$1.39$1.74$2.08$2.43$3.57$4.77$5.97$7.17$8.37$9.56$10.76$11.96
PutsExpensive3.61×
CallsExpensive4.04×
SkewBullish-10.87 pp
Implied moveBearish±$7.07
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.5492.2%20.5%
25Δ26.6490.2%18.0%
30Δ44.89170.9%53.1%27.7488.2%15.6%
35Δ39.72147.4%36.9%28.8386.1%13.2%
40Δ35.79118.6%24.2%29.9384.1%10.7%
45Δ34.01100.0%18.2%31.4184.9%9.6%
50Δ32.7884.0%13.9%32.9185.9%8.6%
55Δ31.5468.0%9.6%34.4286.9%7.6%
60Δ30.3052.0%5.3%35.9287.8%6.6%
65Δ28.6661.3%4.1%37.4288.8%5.7%
70Δ26.9078.7%3.8%38.9389.8%4.7%
75Δ25.1396.1%3.6%40.4390.8%3.7%
80Δ23.36113.5%3.3%41.9491.7%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.54
IV
92.2%
B/E move
20.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.64
IV
90.2%
B/E move
18.0%

30Δ

Calls
Pseudo strike
44.89
IV
170.9%
B/E move
53.1%
Puts
Pseudo strike
27.74
IV
88.2%
B/E move
15.6%

35Δ

Calls
Pseudo strike
39.72
IV
147.4%
B/E move
36.9%
Puts
Pseudo strike
28.83
IV
86.1%
B/E move
13.2%

40Δ

Calls
Pseudo strike
35.79
IV
118.6%
B/E move
24.2%
Puts
Pseudo strike
29.93
IV
84.1%
B/E move
10.7%

45Δ

Calls
Pseudo strike
34.01
IV
100.0%
B/E move
18.2%
Puts
Pseudo strike
31.41
IV
84.9%
B/E move
9.6%

50Δ

Calls
Pseudo strike
32.78
IV
84.0%
B/E move
13.9%
Puts
Pseudo strike
32.91
IV
85.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
31.54
IV
68.0%
B/E move
9.6%
Puts
Pseudo strike
34.42
IV
86.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
30.30
IV
52.0%
B/E move
5.3%
Puts
Pseudo strike
35.92
IV
87.8%
B/E move
6.6%

65Δ

Calls
Pseudo strike
28.66
IV
61.3%
B/E move
4.1%
Puts
Pseudo strike
37.42
IV
88.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
26.90
IV
78.7%
B/E move
3.8%
Puts
Pseudo strike
38.93
IV
89.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
25.13
IV
96.1%
B/E move
3.6%
Puts
Pseudo strike
40.43
IV
90.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
23.36
IV
113.5%
B/E move
3.3%
Puts
Pseudo strike
41.94
IV
91.7%
B/E move
2.7%

Options history

No recorded observations