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Cognex Corporation CGNX

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-16T01:01:46.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:02:00.965083324Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:46.185445+00:00

Share price$55.77
1D-0.4%
AH$53.25$53.95$54.64$55.34$56.035:30 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$0.18$1.35$2.52$3.69$4.86$51.66$53.50$55.35$57.19$59.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGNX spot · $55.77CGNX PRICE$0.35$0.42$0.50$0.57$0.64$0.71$0.79$0.86$0.93$1.00$0.71$0.51$0.31$0.71$1.14$1.56$1.98$2.41$2.83$3.25$3.68$4.10$4.53
PutsExpensive1.35×
CallsFair1.05×
SkewBearish+32.63 pp
Implied moveBearish±$2.77
TiltBearish60.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.52135.7%7.3%47.01382.0%17.0%
25Δ59.06127.4%6.7%50.95219.7%9.6%
30Δ58.61119.1%6.0%54.8957.4%2.1%
35Δ58.16110.8%5.3%55.4762.0%1.8%
40Δ57.71102.5%4.6%55.9671.4%1.7%
45Δ57.2594.1%3.9%56.4580.8%1.6%
50Δ56.8085.8%3.3%56.9390.2%1.5%
55Δ56.3577.5%2.6%57.4299.6%1.4%
60Δ55.8969.2%1.9%57.91109.0%1.2%
65Δ55.4460.9%1.2%58.40118.4%1.1%
70Δ58.88127.8%1.0%
75Δ59.37137.2%0.9%
80Δ59.86146.6%0.8%

20Δ

Calls
Pseudo strike
59.52
IV
135.7%
B/E move
7.3%
Puts
Pseudo strike
47.01
IV
382.0%
B/E move
17.0%

25Δ

Calls
Pseudo strike
59.06
IV
127.4%
B/E move
6.7%
Puts
Pseudo strike
50.95
IV
219.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
58.61
IV
119.1%
B/E move
6.0%
Puts
Pseudo strike
54.89
IV
57.4%
B/E move
2.1%

35Δ

Calls
Pseudo strike
58.16
IV
110.8%
B/E move
5.3%
Puts
Pseudo strike
55.47
IV
62.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
57.71
IV
102.5%
B/E move
4.6%
Puts
Pseudo strike
55.96
IV
71.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
57.25
IV
94.1%
B/E move
3.9%
Puts
Pseudo strike
56.45
IV
80.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
56.80
IV
85.8%
B/E move
3.3%
Puts
Pseudo strike
56.93
IV
90.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.35
IV
77.5%
B/E move
2.6%
Puts
Pseudo strike
57.42
IV
99.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
55.89
IV
69.2%
B/E move
1.9%
Puts
Pseudo strike
57.91
IV
109.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
55.44
IV
60.9%
B/E move
1.2%
Puts
Pseudo strike
58.40
IV
118.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.88
IV
127.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.37
IV
137.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.86
IV
146.6%
B/E move
0.8%