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Cogent Biosciences, Inc. Common Stock COGT

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Market datapartial · fetched 2026-10-22T04:39:37.792Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:07.646116871Z

FundamentalsAlpha Vantage · unavailable

Share price$31.43
1D+1.1%
AH$31.04$31.26$31.47$31.68$31.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOGT
Sold putSold callAH

Cogent Biosciences, Inc. Common Stock options

Live interpolated COGT call and put midpoint premiums by absolute delta.Cogent Biosciences, Inc. Common Stock$0.69$2.46$4.23$6.00$7.77$23.57$28.16$32.75$37.33$41.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COGT spot · $31.43COGT PRICE$0.99$1.80$2.35$2.35$2.18$1.77$2.36$3.08$3.38$3.25$3.61$4.32$5.12$0.88$1.27$1.12$1.46$2.18$2.61$2.69$2.81$3.18$3.85$4.25$5.78$7.26
PutsExpensive1.24×
CallsExpensive1.84×
SkewBullish-29.40 pp
Implied moveBearish±$5.06
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.45112.4%41.4%26.7778.4%17.6%
25Δ47.34159.4%56.4%27.6185.2%16.2%
30Δ47.22177.2%57.7%29.2859.9%10.4%
35Δ39.50135.8%33.2%29.9262.8%9.4%
40Δ35.49101.1%19.9%30.6374.4%9.5%
45Δ32.6763.6%9.6%31.3776.3%8.5%
50Δ32.1874.9%9.9%32.0967.4%6.5%
55Δ31.4686.2%9.9%32.6561.0%5.0%
60Δ30.6383.4%8.2%33.3658.9%4.0%
65Δ29.8467.3%5.3%34.2161.5%3.4%
70Δ29.1365.0%4.2%34.8758.8%2.6%
75Δ28.2068.3%3.4%36.5267.2%2.2%
80Δ27.1770.9%2.7%38.1771.3%1.7%

20Δ

Calls
Pseudo strike
43.45
IV
112.4%
B/E move
41.4%
Puts
Pseudo strike
26.77
IV
78.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
47.34
IV
159.4%
B/E move
56.4%
Puts
Pseudo strike
27.61
IV
85.2%
B/E move
16.2%

30Δ

Calls
Pseudo strike
47.22
IV
177.2%
B/E move
57.7%
Puts
Pseudo strike
29.28
IV
59.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
39.50
IV
135.8%
B/E move
33.2%
Puts
Pseudo strike
29.92
IV
62.8%
B/E move
9.4%

40Δ

Calls
Pseudo strike
35.49
IV
101.1%
B/E move
19.9%
Puts
Pseudo strike
30.63
IV
74.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
32.67
IV
63.6%
B/E move
9.6%
Puts
Pseudo strike
31.37
IV
76.3%
B/E move
8.5%

50Δ

Calls
Pseudo strike
32.18
IV
74.9%
B/E move
9.9%
Puts
Pseudo strike
32.09
IV
67.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
31.46
IV
86.2%
B/E move
9.9%
Puts
Pseudo strike
32.65
IV
61.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
30.63
IV
83.4%
B/E move
8.2%
Puts
Pseudo strike
33.36
IV
58.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
29.84
IV
67.3%
B/E move
5.3%
Puts
Pseudo strike
34.21
IV
61.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
29.13
IV
65.0%
B/E move
4.2%
Puts
Pseudo strike
34.87
IV
58.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
28.20
IV
68.3%
B/E move
3.4%
Puts
Pseudo strike
36.52
IV
67.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
27.17
IV
70.9%
B/E move
2.7%
Puts
Pseudo strike
38.17
IV
71.3%
B/E move
1.7%

Options history

No recorded observations