IntraAlpha
Create free account Start free

ConnectOne Bancorp, Inc. Common Stock CNOB

i

Market datapartial · fetched 2026-10-22T21:22:26.726Z

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 · 2026-10-22T20:00:01.623732779Z

FundamentalsAlpha Vantage · unavailable

Share price$32.82
1D+5.1%
AH$31.10$31.56$32.03$32.50$32.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNOB
Sold putSold callAH

ConnectOne Bancorp, Inc. Common Stock options

Live interpolated CNOB call and put midpoint premiums by absolute delta.ConnectOne Bancorp, Inc. Common Stock$0.39$3.18$5.97$8.77$11.56$23.96$28.30$32.65$36.99$41.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNOB spot · $32.82CNOB PRICE$0.69$0.98$1.27$1.56$1.85$2.30$3.07$3.84$4.62$5.39$6.16$6.94$7.71$1.28$1.65$2.03$2.23$2.34$2.46$2.58$2.69$2.81$2.92$5.12$7.94$10.76
PutsExpensive3.18×
CallsExpensive2.50×
SkewBearish+3.78 pp
Implied moveBullish±$5.64
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.3266.2%21.9%26.58105.2%22.9%
25Δ38.4068.8%20.0%28.05101.8%19.6%
30Δ37.4871.3%18.1%29.5298.4%16.2%
35Δ36.5573.8%16.1%30.4992.2%13.9%
40Δ35.6376.4%14.2%31.2184.7%12.0%
45Δ34.6377.9%12.5%31.9477.1%10.2%
50Δ33.4877.3%11.4%32.6669.6%8.3%
55Δ32.3376.6%10.2%33.3962.0%6.5%
60Δ31.1876.0%9.1%34.1154.5%4.6%
65Δ30.0375.3%7.9%34.8346.9%2.8%
70Δ28.8874.7%6.8%37.2257.2%2.2%
75Δ27.7374.0%5.6%40.0972.8%2.0%
80Δ26.5873.4%4.5%42.9788.3%1.9%

20Δ

Calls
Pseudo strike
39.32
IV
66.2%
B/E move
21.9%
Puts
Pseudo strike
26.58
IV
105.2%
B/E move
22.9%

25Δ

Calls
Pseudo strike
38.40
IV
68.8%
B/E move
20.0%
Puts
Pseudo strike
28.05
IV
101.8%
B/E move
19.6%

30Δ

Calls
Pseudo strike
37.48
IV
71.3%
B/E move
18.1%
Puts
Pseudo strike
29.52
IV
98.4%
B/E move
16.2%

35Δ

Calls
Pseudo strike
36.55
IV
73.8%
B/E move
16.1%
Puts
Pseudo strike
30.49
IV
92.2%
B/E move
13.9%

40Δ

Calls
Pseudo strike
35.63
IV
76.4%
B/E move
14.2%
Puts
Pseudo strike
31.21
IV
84.7%
B/E move
12.0%

45Δ

Calls
Pseudo strike
34.63
IV
77.9%
B/E move
12.5%
Puts
Pseudo strike
31.94
IV
77.1%
B/E move
10.2%

50Δ

Calls
Pseudo strike
33.48
IV
77.3%
B/E move
11.4%
Puts
Pseudo strike
32.66
IV
69.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
32.33
IV
76.6%
B/E move
10.2%
Puts
Pseudo strike
33.39
IV
62.0%
B/E move
6.5%

60Δ

Calls
Pseudo strike
31.18
IV
76.0%
B/E move
9.1%
Puts
Pseudo strike
34.11
IV
54.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
30.03
IV
75.3%
B/E move
7.9%
Puts
Pseudo strike
34.83
IV
46.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
28.88
IV
74.7%
B/E move
6.8%
Puts
Pseudo strike
37.22
IV
57.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.73
IV
74.0%
B/E move
5.6%
Puts
Pseudo strike
40.09
IV
72.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.58
IV
73.4%
B/E move
4.5%
Puts
Pseudo strike
42.97
IV
88.3%
B/E move
1.9%

Options history

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