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PC Connection, Inc. Common Stock CNXN

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Market datapartial · fetched 2026-10-22T04:41:47.077Z

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 · 2026-10-21T22:15:21.502646186Z

FundamentalsAlpha Vantage · unavailable

Share price$88.10
1D-1.4%
AH$86.04$86.82$87.61$88.39$89.175:30 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$0.60$3.61$6.62$9.63$12.64$75.43$81.32$87.21$93.10$98.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNXN spot · $88.10CNXN PRICE$0.92$1.22$1.59$1.96$2.33$2.72$3.30$3.88$4.46$5.03$5.81$6.77$7.73$1.24$1.66$2.08$2.52$3.12$3.73$4.34$5.01$6.04$7.07$8.10$11.77
PutsExpensive1.12×
CallsFair0.99×
SkewBearish+7.27 pp
Implied moveBearish±$7.64
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.4633.8%10.5%80.5241.7%10.0%
25Δ94.7834.1%9.0%82.0741.2%8.7%
30Δ93.5434.1%8.0%83.6240.7%7.4%
35Δ92.3134.1%7.0%85.1440.2%6.2%
40Δ91.0734.0%6.0%86.4040.1%5.5%
45Δ89.8634.0%5.1%87.6740.0%4.7%
50Δ88.7734.1%4.5%88.9340.0%4.0%
55Δ87.6834.2%3.9%90.2340.0%3.3%
60Δ86.5934.4%3.3%91.7040.4%2.8%
65Δ85.5134.5%2.8%93.1740.9%2.3%
70Δ84.3034.4%2.3%94.6441.3%1.8%
75Δ82.9934.2%1.9%98.4650.5%1.6%
80Δ81.6733.9%1.5%

20Δ

Calls
Pseudo strike
96.46
IV
33.8%
B/E move
10.5%
Puts
Pseudo strike
80.52
IV
41.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
94.78
IV
34.1%
B/E move
9.0%
Puts
Pseudo strike
82.07
IV
41.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
93.54
IV
34.1%
B/E move
8.0%
Puts
Pseudo strike
83.62
IV
40.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
92.31
IV
34.1%
B/E move
7.0%
Puts
Pseudo strike
85.14
IV
40.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
91.07
IV
34.0%
B/E move
6.0%
Puts
Pseudo strike
86.40
IV
40.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
89.86
IV
34.0%
B/E move
5.1%
Puts
Pseudo strike
87.67
IV
40.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
88.77
IV
34.1%
B/E move
4.5%
Puts
Pseudo strike
88.93
IV
40.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
87.68
IV
34.2%
B/E move
3.9%
Puts
Pseudo strike
90.23
IV
40.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
86.59
IV
34.4%
B/E move
3.3%
Puts
Pseudo strike
91.70
IV
40.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
85.51
IV
34.5%
B/E move
2.8%
Puts
Pseudo strike
93.17
IV
40.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
84.30
IV
34.4%
B/E move
2.3%
Puts
Pseudo strike
94.64
IV
41.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
82.99
IV
34.2%
B/E move
1.9%
Puts
Pseudo strike
98.46
IV
50.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
81.67
IV
33.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations