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Cognex Corporation Common Stock CGNX

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Market dataready · fetched 2026-11-08T04:12:45.668Z

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 · 2026-11-06T22:21:30.228272009Z

FundamentalsSEC EDGAR · ready · as of 2026-10-04 · fetched 2026-11-08T04:12:44.824521+00:00

Share price$47.78
1D-1.4%
AH$47.05$47.71$48.36$49.02$49.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGNX
Sold putSold callAH

Cognex Corporation Common Stock options

Live interpolated CGNX call and put midpoint premiums by absolute delta.Cognex Corporation Common Stock$0.36$2.34$4.32$6.29$8.27$35.80$42.57$49.34$56.10$62.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGNX spot · $47.78CGNX PRICE$0.57$0.75$0.92$1.09$1.42$1.76$2.10$2.44$2.78$3.12$3.46$4.27$6.30$0.82$1.06$1.31$1.68$2.06$2.44$2.82$3.20$3.58$4.47$5.55$6.63$7.70
PutsCheap0.67×
CallsCheap0.63×
SkewBearish+13.47 pp
Implied moveBearish±$4.92
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9354.2%12.0%42.6771.8%12.4%
25Δ51.9754.2%10.3%43.8571.2%10.5%
30Δ51.0154.2%8.7%45.0170.7%8.5%
35Δ50.0454.2%7.0%45.8170.0%7.7%
40Δ49.3854.5%6.3%46.6169.4%6.8%
45Δ48.7354.7%5.7%47.4068.8%5.9%
50Δ48.0855.0%5.0%48.2068.1%5.0%
55Δ47.4255.2%4.4%49.0067.5%4.1%
60Δ46.7755.5%3.7%49.7966.8%3.3%
65Δ46.1255.8%3.1%50.9668.9%2.7%
70Δ45.4756.0%2.4%52.2472.0%2.3%
75Δ44.4261.1%1.9%53.5375.0%1.8%
80Δ42.3278.6%1.8%54.8278.1%1.4%

20Δ

Calls
Pseudo strike
52.93
IV
54.2%
B/E move
12.0%
Puts
Pseudo strike
42.67
IV
71.8%
B/E move
12.4%

25Δ

Calls
Pseudo strike
51.97
IV
54.2%
B/E move
10.3%
Puts
Pseudo strike
43.85
IV
71.2%
B/E move
10.5%

30Δ

Calls
Pseudo strike
51.01
IV
54.2%
B/E move
8.7%
Puts
Pseudo strike
45.01
IV
70.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
50.04
IV
54.2%
B/E move
7.0%
Puts
Pseudo strike
45.81
IV
70.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
49.38
IV
54.5%
B/E move
6.3%
Puts
Pseudo strike
46.61
IV
69.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
48.73
IV
54.7%
B/E move
5.7%
Puts
Pseudo strike
47.40
IV
68.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
48.08
IV
55.0%
B/E move
5.0%
Puts
Pseudo strike
48.20
IV
68.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
47.42
IV
55.2%
B/E move
4.4%
Puts
Pseudo strike
49.00
IV
67.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
46.77
IV
55.5%
B/E move
3.7%
Puts
Pseudo strike
49.79
IV
66.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
46.12
IV
55.8%
B/E move
3.1%
Puts
Pseudo strike
50.96
IV
68.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
45.47
IV
56.0%
B/E move
2.4%
Puts
Pseudo strike
52.24
IV
72.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
44.42
IV
61.1%
B/E move
1.9%
Puts
Pseudo strike
53.53
IV
75.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
42.32
IV
78.6%
B/E move
1.8%
Puts
Pseudo strike
54.82
IV
78.1%
B/E move
1.4%

Options history

IV · four-Friday blend63.47%
Daily close
CGNX49.2%58.9%68.6%2026-08-10: 55.94%2026-08-11: 54.10%2026-08-12: 56.64%2026-08-13: 52.26%2026-08-14: 52.09%2026-08-20: 67.29%2026-08-21: 53.03%2026-08-24: 53.42%2026-08-25: 51.64%2026-08-26: 52.87%2026-08-27: 53.41%2026-08-28: 52.55%2026-08-31: 54.55%2026-09-01: 52.13%2026-09-02: 52.00%2026-09-03: 50.56%2026-09-04: 55.30%2026-09-08: 59.18%2026-09-09: 58.15%2026-09-10: 54.04%2026-09-11: 53.23%2026-09-14: 57.65%2026-09-16: 58.93%2026-09-18: 55.43%2026-09-21: 55.78%2026-09-22: 54.42%2026-09-23: 54.81%2026-09-24: 54.51%2026-09-25: 53.19%2026-09-28: 54.99%2026-09-29: 53.10%2026-09-30: 56.52%2026-10-01: 52.89%2026-10-02: 51.29%2026-10-05: 55.01%2026-10-06: 55.21%2026-10-08: 54.83%2026-10-13: 65.24%2026-10-16: 58.17%2026-10-19: 58.25%2026-10-20: 58.72%2026-10-21: 59.20%2026-10-22: 62.13%2026-10-23: 60.44%2026-10-26: 62.97%2026-10-27: 61.62%2026-10-28: 61.07%2026-10-29: 63.07%2026-10-30: 63.47%Aug 10Sep 21Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
55.94%
54.10%
56.64%
52.26%
52.09%
67.29%
53.03%
53.42%
51.64%
52.87%
53.41%
52.55%
54.55%
52.13%
52.00%
50.56%
55.30%
59.18%
58.15%
54.04%
53.23%
57.65%
58.93%
55.43%
55.78%
54.42%
54.81%
54.51%
53.19%
54.99%
53.10%
56.52%
52.89%
51.29%
55.01%
55.21%
54.83%
65.24%
58.17%
58.25%
58.72%
59.20%
62.13%
60.44%
62.97%
61.62%
61.07%
63.07%
63.47%