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ConnectOne Bancorp, Inc. Common Stock CNOB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:39:58.453Z

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 · 2026-11-11T15:39:20.557962718Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:39:31.596636+00:00

Share price$32.67
1D-0.5%
$32.53$32.63$32.73$32.82$32.925:30 AM6:30 AM9:00 AM1:00 PMCNOB
Sold putSold call

ConnectOne Bancorp, Inc. Common Stock options

Live interpolated CNOB call and put midpoint premiums by absolute delta.ConnectOne Bancorp, Inc. Common Stock$1.90$3.26$4.61$5.96$7.32$24.55$27.36$30.17$32.97$35.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNOB spot · $32.66CNOB PRICE$2.18$2.66$3.13$3.61$4.08$4.56$5.03$5.50$5.98$6.45$6.93$2.05$2.07$2.09$2.15$2.23$2.32$2.40$2.48$2.57$2.65$2.74$3.12$4.25
PutsExpensive3.99×
Calls——
Skew——
Implied moveBullish±$6.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.79281.5%30.4%
25Δ26.96232.9%23.8%
30Δ32.3257.6%5.6%29.04186.7%17.5%
35Δ31.7263.9%5.2%30.33158.8%13.7%
40Δ31.1270.2%4.9%30.93146.5%12.1%
45Δ30.5376.5%4.5%31.54134.1%10.5%
50Δ29.9382.8%4.1%32.14121.8%8.9%
55Δ29.3389.1%3.7%32.75109.5%7.3%
60Δ28.7495.4%3.4%33.3597.2%5.8%
65Δ28.14101.7%3.0%33.9684.9%4.2%
70Δ27.54108.0%2.6%34.5772.5%2.6%
75Δ26.95114.3%2.2%35.3564.8%1.3%
80Δ26.35120.6%1.9%36.5868.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.79
IV
281.5%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.96
IV
232.9%
B/E move
23.8%

30Δ

Calls
Pseudo strike
32.32
IV
57.6%
B/E move
5.6%
Puts
Pseudo strike
29.04
IV
186.7%
B/E move
17.5%

35Δ

Calls
Pseudo strike
31.72
IV
63.9%
B/E move
5.2%
Puts
Pseudo strike
30.33
IV
158.8%
B/E move
13.7%

40Δ

Calls
Pseudo strike
31.12
IV
70.2%
B/E move
4.9%
Puts
Pseudo strike
30.93
IV
146.5%
B/E move
12.1%

45Δ

Calls
Pseudo strike
30.53
IV
76.5%
B/E move
4.5%
Puts
Pseudo strike
31.54
IV
134.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
29.93
IV
82.8%
B/E move
4.1%
Puts
Pseudo strike
32.14
IV
121.8%
B/E move
8.9%

55Δ

Calls
Pseudo strike
29.33
IV
89.1%
B/E move
3.7%
Puts
Pseudo strike
32.75
IV
109.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
28.74
IV
95.4%
B/E move
3.4%
Puts
Pseudo strike
33.35
IV
97.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
28.14
IV
101.7%
B/E move
3.0%
Puts
Pseudo strike
33.96
IV
84.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
27.54
IV
108.0%
B/E move
2.6%
Puts
Pseudo strike
34.57
IV
72.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.95
IV
114.3%
B/E move
2.2%
Puts
Pseudo strike
35.35
IV
64.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.35
IV
120.6%
B/E move
1.9%
Puts
Pseudo strike
36.58
IV
68.8%
B/E move
1.0%

Options history

IV · four-Friday blend52.66%
Daily EOD
CNOB47.0%50.1%53.1%2026-10-20: 47.46%2026-10-21: 52.66%Oct 20Oct 21
2 observations2026-10-20 — 2026-10-21
Table
DateIV (%)
47.46%
52.66%