IntraAlpha
Create free account Start free

Concentrix Corporation Common Stock CNXC

i

Market dataready · fetched 2026-11-13T19:12:47.948Z

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 · 2026-11-13T19:12:23.186545341Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-13T19:12:47.128502+00:00

Share price$32.86
1D+1.9%
$31.97$32.24$32.50$32.77$33.045:30 AM6:30 AM9:00 AM1:00 PMCNXC
Sold putSold call

Concentrix Corporation Common Stock options

Live interpolated CNXC call and put midpoint premiums by absolute delta.Concentrix Corporation Common Stock$0.33$1.07$1.80$2.53$3.27$28.97$30.95$32.94$34.92$36.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNXC spot · $32.86CNXC PRICE$0.41$0.44$0.64$0.88$1.12$1.36$1.61$1.85$2.09$2.33$2.57$2.81$3.05$0.53$0.81$1.09$1.37$1.65$1.93$2.21$2.49$2.78$3.06
Puts——
CallsExpensive1.16×
Skew——
Implied moveBearish±$3.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5694.2%15.5%30.4970.2%8.8%
25Δ35.4570.7%9.2%30.9973.2%8.2%
30Δ34.6666.1%7.4%31.4876.3%7.5%
35Δ34.2266.8%6.8%31.9879.3%6.8%
40Δ33.7867.5%6.2%32.4882.3%6.2%
45Δ33.3468.2%5.6%32.9885.3%5.5%
50Δ32.9068.9%5.0%33.4888.3%4.9%
55Δ32.4669.5%4.4%33.9791.4%4.2%
60Δ32.0270.2%3.8%34.4794.4%3.5%
65Δ31.5870.9%3.2%34.9797.4%2.9%
70Δ31.1471.6%2.6%
75Δ30.7072.3%2.0%
80Δ30.2672.9%1.4%

20Δ

Calls
Pseudo strike
37.56
IV
94.2%
B/E move
15.5%
Puts
Pseudo strike
30.49
IV
70.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
35.45
IV
70.7%
B/E move
9.2%
Puts
Pseudo strike
30.99
IV
73.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
34.66
IV
66.1%
B/E move
7.4%
Puts
Pseudo strike
31.48
IV
76.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
34.22
IV
66.8%
B/E move
6.8%
Puts
Pseudo strike
31.98
IV
79.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
33.78
IV
67.5%
B/E move
6.2%
Puts
Pseudo strike
32.48
IV
82.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
33.34
IV
68.2%
B/E move
5.6%
Puts
Pseudo strike
32.98
IV
85.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
32.90
IV
68.9%
B/E move
5.0%
Puts
Pseudo strike
33.48
IV
88.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
32.46
IV
69.5%
B/E move
4.4%
Puts
Pseudo strike
33.97
IV
91.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
32.02
IV
70.2%
B/E move
3.8%
Puts
Pseudo strike
34.47
IV
94.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
31.58
IV
70.9%
B/E move
3.2%
Puts
Pseudo strike
34.97
IV
97.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
31.14
IV
71.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.70
IV
72.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.26
IV
72.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.29%
Daily EOD
CNXC68.6%70.6%72.5%2026-10-19: 71.73%2026-10-20: 69.04%2026-10-21: 71.83%2026-10-23: 72.27%2026-10-26: 68.85%2026-10-27: 71.63%2026-10-28: 72.19%2026-10-29: 71.99%2026-10-30: 71.29%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.73%
69.04%
71.83%
72.27%
68.85%
71.63%
72.19%
71.99%
71.29%