Share price$9.28
1D-0.8%
Sold putSold callAH
Cognyte Software Ltd. Ordinary Shares CGNT
i
Market datapartial · fetched 2026-10-22T23:29:30.301Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:03.324337438Z
FundamentalsAlpha Vantage · unavailable
Cognyte Software Ltd. Ordinary Shares options
PutsCheap0.85×
CallsExpensive2.60×
SkewBullish-160.70 pp
Implied move——
TiltBearish92.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.44 | 225.1% | 115.0% | 8.00 | 62.0% | 16.7% |
| 25Δ | 8.24 | 62.0% | 15.2% | |||
| 30Δ | 8.47 | 62.1% | 13.7% | |||
| 35Δ | 8.70 | 62.1% | 12.2% | |||
| 40Δ | 8.94 | 62.1% | 10.6% | |||
| 45Δ | 9.17 | 62.1% | 9.1% | |||
| 50Δ | 9.41 | 62.1% | 7.6% | |||
| 55Δ | 9.64 | 62.2% | 6.1% | |||
| 60Δ | 9.87 | 62.2% | 4.6% | |||
| 65Δ | 10.23 | 63.9% | 3.5% | |||
| 70Δ | 10.72 | 67.7% | 2.9% | |||
| 75Δ | 11.21 | 71.4% | 2.3% | |||
| 80Δ | 11.71 | 75.2% | 1.7% | |||
20Δ
- Pseudo strike
- 19.44
- IV
- 225.1%
- B/E move
- 115.0%
- Pseudo strike
- 8.00
- IV
- 62.0%
- B/E move
- 16.7%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.24
- IV
- 62.0%
- B/E move
- 15.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.47
- IV
- 62.1%
- B/E move
- 13.7%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.70
- IV
- 62.1%
- B/E move
- 12.2%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.94
- IV
- 62.1%
- B/E move
- 10.6%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.17
- IV
- 62.1%
- B/E move
- 9.1%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.41
- IV
- 62.1%
- B/E move
- 7.6%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.64
- IV
- 62.2%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.87
- IV
- 62.2%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.23
- IV
- 63.9%
- B/E move
- 3.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.72
- IV
- 67.7%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.21
- IV
- 71.4%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.71
- IV
- 75.2%
- B/E move
- 1.7%
Options history
No recorded observations