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Cognex Corporation CGNX

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-16T21:49:31.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:09:21.329410938Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:30.411832+00:00

Share price$53.99
1D-3.0%
AH$53.62$54.26$54.90$55.54$56.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGNX
Sold putSold callAH

Cognex Corporation options

Live interpolated CGNX call and put midpoint premiums by absolute delta.Cognex Corporation$0.66$4.33$8.00$11.67$15.34$40.30$47.51$54.73$61.95$69.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGNX spot · $53.99CGNX PRICE$1.05$1.44$1.83$2.25$2.76$3.27$3.78$4.47$5.20$5.93$6.87$8.97$11.08$1.31$1.74$2.16$2.73$3.31$3.88$4.53$5.89$7.26$8.77$10.84$12.81$14.28
PutsExpensive1.13×
CallsExpensive1.22×
SkewBullish-0.69 pp
Implied moveBearish±$8.31
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7661.2%21.9%46.8061.6%15.7%
25Δ62.9961.8%19.3%48.3761.4%13.6%
30Δ61.2362.4%16.8%49.9561.2%11.5%
35Δ59.5762.8%14.5%51.2560.7%10.1%
40Δ58.1363.1%12.8%52.5460.3%8.8%
45Δ56.7063.3%11.1%53.8359.8%7.5%
50Δ55.2763.5%9.4%55.1659.8%6.2%
55Δ53.8963.8%8.1%56.8963.5%5.5%
60Δ52.5264.1%6.9%58.6267.3%4.9%
65Δ51.1664.3%5.7%60.4970.9%4.2%
70Δ49.6566.0%4.7%62.9674.1%3.5%
75Δ47.2875.9%4.2%65.3476.0%2.7%
80Δ44.9085.5%3.7%67.2572.2%1.9%

20Δ

Calls
Pseudo strike
64.76
IV
61.2%
B/E move
21.9%
Puts
Pseudo strike
46.80
IV
61.6%
B/E move
15.7%

25Δ

Calls
Pseudo strike
62.99
IV
61.8%
B/E move
19.3%
Puts
Pseudo strike
48.37
IV
61.4%
B/E move
13.6%

30Δ

Calls
Pseudo strike
61.23
IV
62.4%
B/E move
16.8%
Puts
Pseudo strike
49.95
IV
61.2%
B/E move
11.5%

35Δ

Calls
Pseudo strike
59.57
IV
62.8%
B/E move
14.5%
Puts
Pseudo strike
51.25
IV
60.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
58.13
IV
63.1%
B/E move
12.8%
Puts
Pseudo strike
52.54
IV
60.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
56.70
IV
63.3%
B/E move
11.1%
Puts
Pseudo strike
53.83
IV
59.8%
B/E move
7.5%

50Δ

Calls
Pseudo strike
55.27
IV
63.5%
B/E move
9.4%
Puts
Pseudo strike
55.16
IV
59.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
53.89
IV
63.8%
B/E move
8.1%
Puts
Pseudo strike
56.89
IV
63.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
52.52
IV
64.1%
B/E move
6.9%
Puts
Pseudo strike
58.62
IV
67.3%
B/E move
4.9%

65Δ

Calls
Pseudo strike
51.16
IV
64.3%
B/E move
5.7%
Puts
Pseudo strike
60.49
IV
70.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
49.65
IV
66.0%
B/E move
4.7%
Puts
Pseudo strike
62.96
IV
74.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
47.28
IV
75.9%
B/E move
4.2%
Puts
Pseudo strike
65.34
IV
76.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
44.90
IV
85.5%
B/E move
3.7%
Puts
Pseudo strike
67.25
IV
72.2%
B/E move
1.9%