IntraAlpha
Create free account Start free

ConnectOne Bancorp, Inc. Common Stock CNOB

i

Market datapartial · fetched 2026-10-22T16:30:35.038Z

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 · 2026-10-22T16:30:03.359029852Z

FundamentalsAlpha Vantage · unavailable

Share price$32.42
1D+3.9%
$31.13$31.48$31.83$32.18$32.535:30 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$0.50$2.50$4.51$6.51$8.52$24.00$28.39$32.78$37.17$41.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNOB spot · $32.42CNOB PRICE$0.72$1.02$1.32$1.62$1.92$2.48$3.26$4.04$4.82$5.60$6.38$7.16$7.94$1.25$1.63$2.01$2.28$2.36$2.45$2.53$2.62$2.70$2.79$2.87$3.19$7.23
PutsExpensive2.98×
CallsExpensive2.77×
SkewBullish-7.89 pp
Implied moveBullish±$5.79
TiltBullish14.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2369.4%23.2%26.35103.0%22.6%
25Δ38.2872.3%21.2%27.73100.4%19.5%
30Δ37.3375.3%19.2%29.1297.7%16.4%
35Δ36.3878.3%17.2%30.2293.4%13.8%
40Δ35.4381.2%15.2%30.8286.3%12.2%
45Δ34.3482.9%13.6%31.4279.1%10.6%
50Δ33.1483.5%12.3%32.0271.9%9.0%
55Δ31.9584.1%11.0%32.6364.7%7.4%
60Δ30.7584.7%9.7%33.2357.5%5.8%
65Δ29.5585.3%8.4%33.8350.3%4.2%
70Δ28.3685.9%7.2%34.4343.1%2.6%
75Δ27.1686.5%5.9%35.2438.2%1.2%
80Δ25.9687.1%4.6%39.1668.1%1.5%

20Δ

Calls
Pseudo strike
39.23
IV
69.4%
B/E move
23.2%
Puts
Pseudo strike
26.35
IV
103.0%
B/E move
22.6%

25Δ

Calls
Pseudo strike
38.28
IV
72.3%
B/E move
21.2%
Puts
Pseudo strike
27.73
IV
100.4%
B/E move
19.5%

30Δ

Calls
Pseudo strike
37.33
IV
75.3%
B/E move
19.2%
Puts
Pseudo strike
29.12
IV
97.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
36.38
IV
78.3%
B/E move
17.2%
Puts
Pseudo strike
30.22
IV
93.4%
B/E move
13.8%

40Δ

Calls
Pseudo strike
35.43
IV
81.2%
B/E move
15.2%
Puts
Pseudo strike
30.82
IV
86.3%
B/E move
12.2%

45Δ

Calls
Pseudo strike
34.34
IV
82.9%
B/E move
13.6%
Puts
Pseudo strike
31.42
IV
79.1%
B/E move
10.6%

50Δ

Calls
Pseudo strike
33.14
IV
83.5%
B/E move
12.3%
Puts
Pseudo strike
32.02
IV
71.9%
B/E move
9.0%

55Δ

Calls
Pseudo strike
31.95
IV
84.1%
B/E move
11.0%
Puts
Pseudo strike
32.63
IV
64.7%
B/E move
7.4%

60Δ

Calls
Pseudo strike
30.75
IV
84.7%
B/E move
9.7%
Puts
Pseudo strike
33.23
IV
57.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
29.55
IV
85.3%
B/E move
8.4%
Puts
Pseudo strike
33.83
IV
50.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
28.36
IV
85.9%
B/E move
7.2%
Puts
Pseudo strike
34.43
IV
43.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
27.16
IV
86.5%
B/E move
5.9%
Puts
Pseudo strike
35.24
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
25.96
IV
87.1%
B/E move
4.6%
Puts
Pseudo strike
39.16
IV
68.1%
B/E move
1.5%

Options history

CNOB47.0550.0653.072026-10-20: 47.46%2026-10-21: 52.66%Oct 20Oct 21
Table
DateIV
47.46%
52.66%