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Cognex Corporation CGNX

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-16T00:21:20.181Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:19.514371+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$0.62$5.46$10.31$15.16$20.00$41.44$48.35$55.26$62.17$69.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGNX spot · $55.77CGNX PRICE$1.14$1.49$1.84$2.19$2.63$3.25$3.87$4.49$5.22$6.06$6.90$7.73$9.01$1.45$1.88$2.39$2.90$3.42$4.24$5.37$6.50$7.63$8.75$9.88$12.55$18.61
PutsExpensive1.13×
CallsExpensive1.07×
SkewBearish+5.81 pp
Implied moveBearish±$9.24
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.6662.9%23.4%47.8565.8%16.8%
25Δ65.2362.7%19.6%49.8164.7%14.1%
30Δ63.2460.7%16.7%51.3263.4%12.3%
35Δ61.2958.5%13.8%52.7962.0%10.5%
40Δ59.5657.5%11.5%54.2660.7%8.8%
45Δ58.2658.8%10.3%55.7961.4%7.6%
50Δ56.9560.1%9.1%57.3764.4%6.8%
55Δ55.6561.4%7.8%58.9567.3%6.0%
60Δ54.2862.1%6.7%60.5668.8%5.1%
65Δ52.8662.1%5.7%62.2167.5%4.1%
70Δ51.4562.1%4.6%63.8766.2%3.2%
75Δ50.0362.1%3.6%66.9670.1%2.4%
80Δ48.3261.2%2.8%73.2085.5%2.1%

20Δ

Calls
Pseudo strike
67.66
IV
62.9%
B/E move
23.4%
Puts
Pseudo strike
47.85
IV
65.8%
B/E move
16.8%

25Δ

Calls
Pseudo strike
65.23
IV
62.7%
B/E move
19.6%
Puts
Pseudo strike
49.81
IV
64.7%
B/E move
14.1%

30Δ

Calls
Pseudo strike
63.24
IV
60.7%
B/E move
16.7%
Puts
Pseudo strike
51.32
IV
63.4%
B/E move
12.3%

35Δ

Calls
Pseudo strike
61.29
IV
58.5%
B/E move
13.8%
Puts
Pseudo strike
52.79
IV
62.0%
B/E move
10.5%

40Δ

Calls
Pseudo strike
59.56
IV
57.5%
B/E move
11.5%
Puts
Pseudo strike
54.26
IV
60.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
58.26
IV
58.8%
B/E move
10.3%
Puts
Pseudo strike
55.79
IV
61.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
56.95
IV
60.1%
B/E move
9.1%
Puts
Pseudo strike
57.37
IV
64.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
55.65
IV
61.4%
B/E move
7.8%
Puts
Pseudo strike
58.95
IV
67.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
54.28
IV
62.1%
B/E move
6.7%
Puts
Pseudo strike
60.56
IV
68.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
52.86
IV
62.1%
B/E move
5.7%
Puts
Pseudo strike
62.21
IV
67.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
51.45
IV
62.1%
B/E move
4.6%
Puts
Pseudo strike
63.87
IV
66.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
50.03
IV
62.1%
B/E move
3.6%
Puts
Pseudo strike
66.96
IV
70.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
48.32
IV
61.2%
B/E move
2.8%
Puts
Pseudo strike
73.20
IV
85.5%
B/E move
2.1%