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PC Connection, Inc. Common Stock CNXN

TECHNOLOGY · ELECTRONICS & COMPUTER DISTRIBUTION
i

Market dataready · fetched 2026-11-11T05:55:11.972Z

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 · 2026-11-10T21:11:02.383068383Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T05:54:30.889115+00:00

Share price$82.60
1D+2.9%
AH$80.11$80.78$81.45$82.11$82.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNXN
Sold putSold callAH

PC Connection, Inc. Common Stock options

Live interpolated CNXN call and put midpoint premiums by absolute delta.PC Connection, Inc. Common Stock$0.35$3.62$6.89$10.16$13.43$74.29$78.45$82.61$86.76$90.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNXN spot · $82.60CNXN PRICE$1.01$1.05$1.32$1.59$1.86$2.12$2.39$2.66$2.93$3.19$4.51$0.70$0.90$1.10$1.47$1.84$2.21$2.59$2.96$3.33$3.93$5.93$7.94$12.49
PutsExpensive1.05×
Calls——
Skew——
Implied moveBearish±$4.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.0764.8%11.5%77.6544.8%6.8%
25Δ78.8243.8%5.7%
30Δ79.9942.9%4.5%
35Δ84.5333.0%3.6%80.7243.0%4.1%
40Δ83.9832.7%3.3%81.4543.2%3.6%
45Δ83.4232.4%2.9%82.1843.4%3.2%
50Δ82.8732.2%2.6%82.9143.5%2.8%
55Δ82.3231.9%2.2%83.6443.7%2.3%
60Δ81.7731.6%1.9%84.3743.9%1.9%
65Δ81.2231.3%1.5%85.2945.5%1.5%
70Δ80.6731.0%1.2%87.3656.1%1.4%
75Δ80.1230.7%0.9%89.4266.8%1.4%
80Δ78.6635.4%0.7%93.9988.6%1.3%

20Δ

Calls
Pseudo strike
91.07
IV
64.8%
B/E move
11.5%
Puts
Pseudo strike
77.65
IV
44.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.82
IV
43.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.99
IV
42.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
84.53
IV
33.0%
B/E move
3.6%
Puts
Pseudo strike
80.72
IV
43.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
83.98
IV
32.7%
B/E move
3.3%
Puts
Pseudo strike
81.45
IV
43.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
83.42
IV
32.4%
B/E move
2.9%
Puts
Pseudo strike
82.18
IV
43.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
82.87
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
82.91
IV
43.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
82.32
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
83.64
IV
43.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
81.77
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
84.37
IV
43.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
81.22
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
85.29
IV
45.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
80.67
IV
31.0%
B/E move
1.2%
Puts
Pseudo strike
87.36
IV
56.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
80.12
IV
30.7%
B/E move
0.9%
Puts
Pseudo strike
89.42
IV
66.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
78.66
IV
35.4%
B/E move
0.7%
Puts
Pseudo strike
93.99
IV
88.6%
B/E move
1.3%

Options history

IV · four-Friday blend49.10%
Daily EOD
CNXN33.5%42.1%50.7%2026-10-19: 46.93%2026-10-20: 44.37%2026-10-21: 35.77%2026-10-22: 34.76%2026-10-23: 34.65%2026-10-26: 46.06%2026-10-27: 48.59%2026-10-28: 49.54%2026-10-29: 47.87%2026-10-30: 49.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.93%
44.37%
35.77%
34.76%
34.65%
46.06%
48.59%
49.54%
47.87%
49.10%