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Cogent Biosciences, Inc. Common Stock COGT

i

Market datapartial · fetched 2026-11-11T05:54:50.694Z

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 · 2026-11-10T22:58:13.980589851Z

FundamentalsAlpha Vantage · unavailable

Share price$31.70
1D-5.0%
AH$31.47$32.01$32.55$33.08$33.625:30 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$0.61$2.15$3.70$5.24$6.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECOGT PRICE$1.18$1.30$3.16$3.27$3.81$4.66$5.79$0.78$1.09$1.46$1.88$2.47$2.87$2.90$6.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.39124.1%16.0%
25Δ28.23127.0%14.4%
30Δ29.01136.6%13.1%
35Δ29.86140.8%11.7%
40Δ33.2389.9%8.6%
45Δ32.5783.4%6.9%31.62127.0%8.0%
50Δ32.32127.6%7.1%
55Δ32.92111.4%5.3%
60Δ30.78135.7%7.1%
65Δ30.04120.5%5.1%
70Δ29.21122.5%4.2%
75Δ28.16132.8%3.5%
80Δ26.85146.2%2.9%37.46113.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.39
IV
124.1%
B/E move
16.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.23
IV
127.0%
B/E move
14.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.01
IV
136.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.86
IV
140.8%
B/E move
11.7%

40Δ

Calls
Pseudo strike
33.23
IV
89.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
32.57
IV
83.4%
B/E move
6.9%
Puts
Pseudo strike
31.62
IV
127.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.32
IV
127.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.92
IV
111.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
30.78
IV
135.7%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
30.04
IV
120.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.21
IV
122.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.16
IV
132.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.85
IV
146.2%
B/E move
2.9%
Puts
Pseudo strike
37.46
IV
113.0%
B/E move
1.8%

Options history

IV · four-Friday blend74.14%
Daily EOD
COGT66.9%70.8%74.7%2026-10-19: 68.01%2026-10-20: 67.68%2026-10-21: 68.06%2026-10-22: 67.43%2026-10-23: 70.77%2026-10-26: 70.79%2026-10-27: 68.67%2026-10-28: 68.34%2026-10-29: 67.78%2026-10-30: 74.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.01%
67.68%
68.06%
67.43%
70.77%
70.79%
68.67%
68.34%
67.78%
74.14%