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Concentrix Corporation Common Stock CNXC

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Market dataready · fetched 2026-11-07T08:07:06.939Z

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 · 2026-11-06T21:42:21.614451381Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-07T08:07:06.375488+00:00

Share price$30.32
1D-0.3%
AH$29.25$29.65$30.06$30.47$30.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNXC
Sold putSold callAH

Concentrix Corporation Common Stock options

Live interpolated CNXC call and put midpoint premiums by absolute delta.Concentrix Corporation Common Stock$0.60$1.75$2.90$4.05$5.20$25.23$27.72$30.21$32.70$35.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNXC spot · $30.32CNXC PRICE$1.01$1.28$1.54$1.81$2.07$2.33$2.79$3.31$3.83$4.35$4.87$0.72$0.92$1.12$1.32$1.52$1.79$2.28$2.77$3.26$3.74$4.23$4.72
Puts——
Calls——
Skew——
Implied moveBearish±$4.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.95100.8%16.8%
25Δ26.8096.8%14.7%
30Δ33.9191.9%15.2%27.6592.8%12.5%
35Δ33.1693.0%13.6%28.5088.7%10.4%
40Δ32.4294.1%12.0%29.3584.7%8.2%
45Δ31.6895.2%10.4%30.1681.7%6.4%
50Δ30.9396.3%8.8%30.8782.0%5.7%
55Δ30.1997.5%7.3%31.5782.3%5.0%
60Δ29.4197.4%6.2%32.2782.6%4.3%
65Δ28.6296.9%5.3%32.9883.0%3.6%
70Δ27.8496.4%4.4%33.6883.3%2.9%
75Δ27.0596.0%3.6%34.3983.6%2.2%
80Δ26.2695.5%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.95
IV
100.8%
B/E move
16.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.80
IV
96.8%
B/E move
14.7%

30Δ

Calls
Pseudo strike
33.91
IV
91.9%
B/E move
15.2%
Puts
Pseudo strike
27.65
IV
92.8%
B/E move
12.5%

35Δ

Calls
Pseudo strike
33.16
IV
93.0%
B/E move
13.6%
Puts
Pseudo strike
28.50
IV
88.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
32.42
IV
94.1%
B/E move
12.0%
Puts
Pseudo strike
29.35
IV
84.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
31.68
IV
95.2%
B/E move
10.4%
Puts
Pseudo strike
30.16
IV
81.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
30.93
IV
96.3%
B/E move
8.8%
Puts
Pseudo strike
30.87
IV
82.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
30.19
IV
97.5%
B/E move
7.3%
Puts
Pseudo strike
31.57
IV
82.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
29.41
IV
97.4%
B/E move
6.2%
Puts
Pseudo strike
32.27
IV
82.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
28.62
IV
96.9%
B/E move
5.3%
Puts
Pseudo strike
32.98
IV
83.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
27.84
IV
96.4%
B/E move
4.4%
Puts
Pseudo strike
33.68
IV
83.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
27.05
IV
96.0%
B/E move
3.6%
Puts
Pseudo strike
34.39
IV
83.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
26.26
IV
95.5%
B/E move
2.7%
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%