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PC Connection, Inc. Common Stock CNXN

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Market datapartial · fetched 2026-10-22T16:33:28.672Z

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 · 2026-10-22T16:19:54.363303855Z

FundamentalsAlpha Vantage · unavailable

Share price$86.87
1D-1.0%
$85.67$86.23$86.79$87.34$87.905:30 AM6:30 AM9:00 AM1:00 PMCNXN
Sold putSold call

PC Connection, Inc. Common Stock options

Live interpolated CNXN call and put midpoint premiums by absolute delta.PC Connection, Inc. Common Stock$0.64$3.38$6.12$8.86$11.60$74.68$80.72$86.76$92.80$98.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNXN spot · $86.86CNXN PRICE$0.93$1.28$1.64$2.00$2.39$2.94$3.49$4.04$4.60$5.46$6.45$7.43$8.50$1.21$1.61$2.05$2.48$2.96$3.64$4.31$4.99$5.73$6.80$7.86$8.93$10.81
PutsExpensive1.11×
CallsExpensive1.09×
SkewBearish+3.21 pp
Implied moveBearish±$7.81
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.3235.4%10.8%79.3741.7%10.0%
25Δ93.8835.6%9.5%81.0340.8%8.6%
30Δ92.5335.8%8.4%82.4540.3%7.4%
35Δ91.1935.9%7.3%83.8639.8%6.3%
40Δ89.8736.0%6.2%85.2539.4%5.3%
45Δ88.7336.3%5.5%86.4939.5%4.6%
50Δ87.5936.6%4.9%87.7339.7%4.0%
55Δ86.4536.8%4.2%88.9739.8%3.3%
60Δ85.3137.1%3.5%90.2539.9%2.7%
65Δ84.0037.7%3.0%91.7340.0%2.2%
70Δ82.6138.3%2.5%93.2140.0%1.7%
75Δ81.2339.0%2.1%94.6940.1%1.3%
80Δ79.7639.6%1.6%96.9140.9%0.9%

20Δ

Calls
Pseudo strike
95.32
IV
35.4%
B/E move
10.8%
Puts
Pseudo strike
79.37
IV
41.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
93.88
IV
35.6%
B/E move
9.5%
Puts
Pseudo strike
81.03
IV
40.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
92.53
IV
35.8%
B/E move
8.4%
Puts
Pseudo strike
82.45
IV
40.3%
B/E move
7.4%

35Δ

Calls
Pseudo strike
91.19
IV
35.9%
B/E move
7.3%
Puts
Pseudo strike
83.86
IV
39.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
89.87
IV
36.0%
B/E move
6.2%
Puts
Pseudo strike
85.25
IV
39.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
88.73
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
86.49
IV
39.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
87.59
IV
36.6%
B/E move
4.9%
Puts
Pseudo strike
87.73
IV
39.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
86.45
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
88.97
IV
39.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
85.31
IV
37.1%
B/E move
3.5%
Puts
Pseudo strike
90.25
IV
39.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
84.00
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
91.73
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
82.61
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
93.21
IV
40.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
81.23
IV
39.0%
B/E move
2.1%
Puts
Pseudo strike
94.69
IV
40.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
79.76
IV
39.6%
B/E move
1.6%
Puts
Pseudo strike
96.91
IV
40.9%
B/E move
0.9%

Options history

CNXN35.0940.0745.052026-10-20: 44.37%2026-10-21: 35.77%Oct 20Oct 21
Table
DateIV
44.37%
35.77%