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Cognizant Technology Solutions Corporation Class A Common Stock CTSH

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Market datapartial · fetched 2026-10-22T04:38:48.069Z

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 · 2026-10-21T23:17:05.35139243Z

FundamentalsAlpha Vantage · unavailable

Share price$69.14
1D+2.8%
AH$67.57$68.22$68.88$69.53$70.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTSH
Sold putSold callAH

Cognizant Technology Solutions Corporation Class A Common Stock options

Live interpolated CTSH call and put midpoint premiums by absolute delta.Cognizant Technology Solutions Corporation Class A Common Stock$0.76$3.49$6.21$8.94$11.67$52.42$60.38$68.34$76.31$84.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTSH spot · $69.14CTSH PRICE$1.05$1.42$1.79$2.24$2.74$3.24$3.75$4.36$4.98$6.28$7.64$9.05$10.32$1.21$1.65$2.16$2.57$2.99$3.68$4.38$5.18$5.95$6.55$7.15$8.96$10.88
PutsCheap0.92×
CallsCheap0.90×
SkewBullish-4.71 pp
Implied moveBearish±$8.13
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.1750.7%16.0%61.9052.2%12.2%
25Δ77.4551.1%14.1%63.5351.6%10.5%
30Δ75.7351.5%12.1%64.8253.3%9.4%
35Δ74.2252.3%10.6%66.2251.5%7.9%
40Δ72.8753.3%9.4%67.6149.4%6.5%
45Δ71.5153.3%8.1%68.8450.3%5.7%
50Δ70.1352.8%6.9%70.0851.2%5.0%
55Δ68.8352.5%5.9%71.4051.4%4.2%
60Δ67.5452.3%4.9%72.6851.1%3.5%
65Δ65.9457.4%4.5%73.7948.8%2.7%
70Δ64.2261.9%3.9%74.9146.4%2.0%
75Δ62.3564.7%3.3%77.0348.4%1.6%
80Δ60.5464.0%2.5%79.2350.9%1.1%

20Δ

Calls
Pseudo strike
79.17
IV
50.7%
B/E move
16.0%
Puts
Pseudo strike
61.90
IV
52.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
77.45
IV
51.1%
B/E move
14.1%
Puts
Pseudo strike
63.53
IV
51.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
75.73
IV
51.5%
B/E move
12.1%
Puts
Pseudo strike
64.82
IV
53.3%
B/E move
9.4%

35Δ

Calls
Pseudo strike
74.22
IV
52.3%
B/E move
10.6%
Puts
Pseudo strike
66.22
IV
51.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
72.87
IV
53.3%
B/E move
9.4%
Puts
Pseudo strike
67.61
IV
49.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
71.51
IV
53.3%
B/E move
8.1%
Puts
Pseudo strike
68.84
IV
50.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
70.13
IV
52.8%
B/E move
6.9%
Puts
Pseudo strike
70.08
IV
51.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
68.83
IV
52.5%
B/E move
5.9%
Puts
Pseudo strike
71.40
IV
51.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
67.54
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
72.68
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
65.94
IV
57.4%
B/E move
4.5%
Puts
Pseudo strike
73.79
IV
48.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
64.22
IV
61.9%
B/E move
3.9%
Puts
Pseudo strike
74.91
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
62.35
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
77.03
IV
48.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
60.54
IV
64.0%
B/E move
2.5%
Puts
Pseudo strike
79.23
IV
50.9%
B/E move
1.1%

Options history

No recorded observations