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CNX Resources Corporation CNX

i

Market dataready · fetched 2026-11-11T16:01:28.581Z

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 · 2026-11-11T16:01:22.772840395Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T16:01:27.603620+00:00

Share price$36.95
1D-0.8%
$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$1.32$2.49$3.66$4.84$34.26$35.67$37.08$38.49$39.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNX spot · $36.95CNX PRICE$0.32$0.42$0.52$0.62$0.71$1.01$1.34$1.66$2.32$2.80$3.11$0.27$0.36$0.47$0.59$0.70$0.85$1.15$1.45$1.73$2.00$2.26$4.50
Puts——
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ35.7931.0%3.9%
30Δ37.9429.6%3.6%36.1230.4%3.2%
35Δ37.7130.1%3.2%36.3531.4%2.9%
40Δ37.4930.6%2.9%36.5832.4%2.6%
45Δ37.2631.1%2.5%36.8133.4%2.3%
50Δ37.0331.6%2.1%37.0534.9%2.0%
55Δ36.7036.7%2.1%37.4138.8%1.9%
60Δ36.3642.7%2.0%37.7642.8%1.7%
65Δ36.0148.6%2.0%38.1245.3%1.5%
70Δ35.3459.0%1.9%38.5044.9%1.2%
75Δ34.7662.9%1.7%38.8744.4%0.9%
80Δ34.3060.2%1.2%41.0570.5%1.1%

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
35.79
IV
31.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
37.94
IV
29.6%
B/E move
3.6%
Puts
Pseudo strike
36.12
IV
30.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
37.71
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
36.35
IV
31.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
37.49
IV
30.6%
B/E move
2.9%
Puts
Pseudo strike
36.58
IV
32.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
37.26
IV
31.1%
B/E move
2.5%
Puts
Pseudo strike
36.81
IV
33.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
37.03
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
37.05
IV
34.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
36.70
IV
36.7%
B/E move
2.1%
Puts
Pseudo strike
37.41
IV
38.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
36.36
IV
42.7%
B/E move
2.0%
Puts
Pseudo strike
37.76
IV
42.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
36.01
IV
48.6%
B/E move
2.0%
Puts
Pseudo strike
38.12
IV
45.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
35.34
IV
59.0%
B/E move
1.9%
Puts
Pseudo strike
38.50
IV
44.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
34.76
IV
62.9%
B/E move
1.7%
Puts
Pseudo strike
38.87
IV
44.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.30
IV
60.2%
B/E move
1.2%
Puts
Pseudo strike
41.05
IV
70.5%
B/E move
1.1%

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%