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ConnectOne Bancorp, Inc. CNOB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:11:41.375Z

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 · 2026-10-22T21:44:56.984433463Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:11:39.448286+00:00

Share price$33.46
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. options

Live interpolated CNOB call and put midpoint premiums by absolute delta.ConnectOne Bancorp, Inc.$0.39$2.69$4.98$7.27$9.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECNOB PRICE$0.64$0.92$1.19$1.47$1.74$2.02$1.37$1.77$2.16$2.30$2.45$2.59$2.74$2.88$3.65$4.95$6.25$8.90
PutsExpensive3.40×
CallsExpensive2.10×
SkewBearish+17.44 pp
Implied move——
TiltBearish68.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4861.0%19.9%26.93109.5%23.6%
25Δ38.6062.9%18.1%28.51106.4%20.1%
30Δ37.7364.7%16.3%30.05103.0%16.6%
35Δ36.8666.6%14.5%30.9694.4%14.4%
40Δ35.9868.4%12.7%31.8685.9%12.1%
45Δ35.1170.3%11.0%32.7777.3%9.8%
50Δ33.6768.8%7.5%
55Δ34.5860.2%5.3%
60Δ35.7760.0%4.0%
65Δ37.2266.9%3.6%
70Δ38.6773.9%3.1%
75Δ41.3790.8%3.0%
80Δ

20Δ

Calls
Pseudo strike
39.48
IV
61.0%
B/E move
19.9%
Puts
Pseudo strike
26.93
IV
109.5%
B/E move
23.6%

25Δ

Calls
Pseudo strike
38.60
IV
62.9%
B/E move
18.1%
Puts
Pseudo strike
28.51
IV
106.4%
B/E move
20.1%

30Δ

Calls
Pseudo strike
37.73
IV
64.7%
B/E move
16.3%
Puts
Pseudo strike
30.05
IV
103.0%
B/E move
16.6%

35Δ

Calls
Pseudo strike
36.86
IV
66.6%
B/E move
14.5%
Puts
Pseudo strike
30.96
IV
94.4%
B/E move
14.4%

40Δ

Calls
Pseudo strike
35.98
IV
68.4%
B/E move
12.7%
Puts
Pseudo strike
31.86
IV
85.9%
B/E move
12.1%

45Δ

Calls
Pseudo strike
35.11
IV
70.3%
B/E move
11.0%
Puts
Pseudo strike
32.77
IV
77.3%
B/E move
9.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.67
IV
68.8%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.58
IV
60.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.77
IV
60.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.22
IV
66.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.67
IV
73.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.37
IV
90.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

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