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PC Connection, Inc. Common Stock CNXN

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Market datapartial · fetched 2026-10-22T16:15:02.226Z

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 · 2026-10-22T16:03:01.697494128Z

FundamentalsAlpha Vantage · unavailable

Share price$86.59
1D-1.3%
$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$0.65$3.20$5.75$8.31$10.86$74.50$80.59$86.68$92.77$98.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNXN spot · $86.58CNXN PRICE$0.92$1.29$1.66$2.03$2.45$2.98$3.52$4.05$4.58$5.53$6.48$7.44$8.68$1.21$1.61$2.06$2.51$2.96$3.61$4.27$4.92$5.58$6.61$7.69$8.76$10.12
PutsExpensive1.10×
CallsExpensive1.10×
SkewBearish+2.39 pp
Implied moveBearish±$7.78
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.9235.3%10.7%79.0641.7%10.1%
25Δ93.6035.7%9.6%80.8040.9%8.5%
30Δ92.2736.2%8.5%82.1840.5%7.5%
35Δ90.9536.6%7.4%83.5740.1%6.4%
40Δ89.6736.9%6.4%84.9539.8%5.3%
45Δ88.5137.0%5.7%86.1839.6%4.6%
50Δ87.3637.2%5.0%87.4139.5%4.0%
55Δ86.2037.3%4.2%88.6439.3%3.3%
60Δ85.0437.4%3.5%89.8739.2%2.6%
65Δ83.6838.1%3.0%91.3239.2%2.2%
70Δ82.3138.7%2.5%92.7939.2%1.7%
75Δ80.9439.4%2.1%94.2739.2%1.3%
80Δ79.3240.3%1.6%95.9838.8%0.8%

20Δ

Calls
Pseudo strike
94.92
IV
35.3%
B/E move
10.7%
Puts
Pseudo strike
79.06
IV
41.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
93.60
IV
35.7%
B/E move
9.6%
Puts
Pseudo strike
80.80
IV
40.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
92.27
IV
36.2%
B/E move
8.5%
Puts
Pseudo strike
82.18
IV
40.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
90.95
IV
36.6%
B/E move
7.4%
Puts
Pseudo strike
83.57
IV
40.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
89.67
IV
36.9%
B/E move
6.4%
Puts
Pseudo strike
84.95
IV
39.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
88.51
IV
37.0%
B/E move
5.7%
Puts
Pseudo strike
86.18
IV
39.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
87.36
IV
37.2%
B/E move
5.0%
Puts
Pseudo strike
87.41
IV
39.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
86.20
IV
37.3%
B/E move
4.2%
Puts
Pseudo strike
88.64
IV
39.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
85.04
IV
37.4%
B/E move
3.5%
Puts
Pseudo strike
89.87
IV
39.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
83.68
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
91.32
IV
39.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
82.31
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
92.79
IV
39.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
80.94
IV
39.4%
B/E move
2.1%
Puts
Pseudo strike
94.27
IV
39.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
79.32
IV
40.3%
B/E move
1.6%
Puts
Pseudo strike
95.98
IV
38.8%
B/E move
0.8%

Options history

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