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CNX Resources Corporation CNX

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T15:46:48.792Z

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 · 2026-11-11T15:46:42.205534896Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:46:48.238195+00:00

Share price$36.92
1D-0.7%
$36.61$36.77$36.93$37.08$37.245:30 AM6:30 AM9:00 AM1:00 PMCNX
Sold putSold call

CNX Resources Corporation options

Live interpolated CNX call and put midpoint premiums by absolute delta.CNX Resources Corporation$0.15$1.27$2.39$3.51$4.63$34.22$35.63$37.04$38.45$39.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNX spot · $36.91CNX PRICE$0.34$0.44$0.55$0.66$0.77$1.08$1.39$1.74$2.41$2.85$3.16$0.27$0.34$0.44$0.55$0.65$0.75$1.06$1.38$1.69$1.94$2.20$4.31
Puts——
Calls——
Skew——
Implied moveBalanced±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ35.7630.7%3.8%
30Δ37.9330.3%3.6%36.1029.6%3.1%
35Δ37.7031.4%3.3%36.3230.0%2.8%
40Δ37.4732.4%3.0%36.5530.4%2.5%
45Δ37.2333.5%2.7%36.7730.9%2.1%
50Δ37.0034.5%2.3%37.0031.3%1.8%
55Δ36.6639.8%2.2%37.3435.9%1.7%
60Δ36.3145.1%2.1%37.7040.5%1.6%
65Δ35.9350.9%2.1%38.0544.4%1.5%
70Δ35.2561.6%2.0%38.4243.7%1.2%
75Δ34.7064.0%1.7%38.7843.1%0.9%
80Δ34.2161.6%1.2%40.8468.0%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.76
IV
30.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
37.93
IV
30.3%
B/E move
3.6%
Puts
Pseudo strike
36.10
IV
29.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
37.70
IV
31.4%
B/E move
3.3%
Puts
Pseudo strike
36.32
IV
30.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
37.47
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
36.55
IV
30.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
37.23
IV
33.5%
B/E move
2.7%
Puts
Pseudo strike
36.77
IV
30.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
37.00
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
37.00
IV
31.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
36.66
IV
39.8%
B/E move
2.2%
Puts
Pseudo strike
37.34
IV
35.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
36.31
IV
45.1%
B/E move
2.1%
Puts
Pseudo strike
37.70
IV
40.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
35.93
IV
50.9%
B/E move
2.1%
Puts
Pseudo strike
38.05
IV
44.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
35.25
IV
61.6%
B/E move
2.0%
Puts
Pseudo strike
38.42
IV
43.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
34.70
IV
64.0%
B/E move
1.7%
Puts
Pseudo strike
38.78
IV
43.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.21
IV
61.6%
B/E move
1.2%
Puts
Pseudo strike
40.84
IV
68.0%
B/E move
1.0%

Options history

IV · four-Friday blend30.73%
Daily EOD
CNX29.9%33.7%37.6%2026-10-19: 30.44%2026-10-20: 34.43%2026-10-21: 33.46%2026-10-22: 34.76%2026-10-23: 34.19%2026-10-26: 33.80%2026-10-27: 35.56%2026-10-28: 37.04%2026-10-29: 31.92%2026-10-30: 30.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.44%
34.43%
33.46%
34.76%
34.19%
33.80%
35.56%
37.04%
31.92%
30.73%