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Cognyte Software Ltd. Ordinary Shares CGNT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T03:08:18.710Z

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 · 2026-11-11T21:00:02.00939696Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T03:08:18.349357+00:00

Share price$8.48
1D-0.3%
AH$8.44$8.49$8.54$8.58$8.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGNT
Sold putSold callAH

Cognyte Software Ltd. Ordinary Shares options

Live interpolated CGNT call and put midpoint premiums by absolute delta.Cognyte Software Ltd. Ordinary Shares$0.16$1.01$1.87$2.72$3.58$6.72$7.45$8.18$8.90$9.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGNT spot · $8.48CGNT PRICE$0.25$0.30$0.36$0.41$0.46$0.52$0.57$0.62$0.68$0.73$0.78$0.84$0.31$0.56$0.81$1.06$1.31$1.57$1.82$2.07$2.32$2.57$2.83$3.08$3.33
PutsExpensive1.88×
Calls——
Skew——
Implied moveBearish±$2.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.7689.1%12.1%
25Δ11.34113.6%36.7%8.0893.0%11.3%
30Δ11.07109.0%34.1%8.4096.9%10.5%
35Δ10.80104.3%31.5%8.72100.9%9.7%
40Δ10.5299.7%28.9%9.04104.8%8.9%
45Δ10.2595.0%26.3%9.36108.8%8.1%
50Δ9.9890.3%23.7%9.68112.7%7.3%
55Δ9.7085.7%21.2%9.99116.7%6.6%
60Δ9.4381.0%18.6%10.31120.6%5.8%
65Δ9.1676.3%16.0%10.63124.5%5.0%
70Δ8.8871.7%13.4%10.95128.5%4.2%
75Δ8.6167.0%10.8%11.27132.4%3.4%
80Δ8.3462.4%8.2%11.59136.4%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.76
IV
89.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
11.34
IV
113.6%
B/E move
36.7%
Puts
Pseudo strike
8.08
IV
93.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
11.07
IV
109.0%
B/E move
34.1%
Puts
Pseudo strike
8.40
IV
96.9%
B/E move
10.5%

35Δ

Calls
Pseudo strike
10.80
IV
104.3%
B/E move
31.5%
Puts
Pseudo strike
8.72
IV
100.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
10.52
IV
99.7%
B/E move
28.9%
Puts
Pseudo strike
9.04
IV
104.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
10.25
IV
95.0%
B/E move
26.3%
Puts
Pseudo strike
9.36
IV
108.8%
B/E move
8.1%

50Δ

Calls
Pseudo strike
9.98
IV
90.3%
B/E move
23.7%
Puts
Pseudo strike
9.68
IV
112.7%
B/E move
7.3%

55Δ

Calls
Pseudo strike
9.70
IV
85.7%
B/E move
21.2%
Puts
Pseudo strike
9.99
IV
116.7%
B/E move
6.6%

60Δ

Calls
Pseudo strike
9.43
IV
81.0%
B/E move
18.6%
Puts
Pseudo strike
10.31
IV
120.6%
B/E move
5.8%

65Δ

Calls
Pseudo strike
9.16
IV
76.3%
B/E move
16.0%
Puts
Pseudo strike
10.63
IV
124.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
8.88
IV
71.7%
B/E move
13.4%
Puts
Pseudo strike
10.95
IV
128.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
8.61
IV
67.0%
B/E move
10.8%
Puts
Pseudo strike
11.27
IV
132.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
8.34
IV
62.4%
B/E move
8.2%
Puts
Pseudo strike
11.59
IV
136.4%
B/E move
2.6%

Options history

IV · four-Friday blend56.84%
Daily EOD
CGNT56.6%58.4%60.3%2026-10-27: 60.03%2026-10-28: 59.99%2026-10-29: 56.84%Oct 27Oct 28Oct 29
3 observations2026-10-27 — 2026-10-29
Table
DateIV (%)
60.03%
59.99%
56.84%