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Cognyte Software Ltd. Ordinary Shares CGNT

i

Market datapartial · fetched 2026-11-07T07:26:52.478Z

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 · 2026-11-06T21:42:25.242063383Z

FundamentalsAlpha Vantage · unavailable

Share price$8.09
1D+0.5%
AH$7.91$7.99$8.07$8.15$8.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGNT
Sold putSold callAH

Cognyte Software Ltd. Ordinary Shares options

Live interpolated CGNT call and put midpoint premiums by absolute delta.Cognyte Software Ltd. Ordinary Shares$0.14$0.58$1.01$1.45$1.88$6.64$7.70$8.75$9.81$10.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGNT spot · $8.09CGNT PRICE$0.26$0.32$0.38$0.44$0.50$0.56$0.62$0.68$0.74$0.80$0.19$0.33$0.48$0.62$0.76$0.90$1.05$1.19$1.33$1.47$1.62$1.76
Puts——
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.2869.9%17.9%7.5960.0%8.6%
30Δ9.0970.7%16.3%7.7862.4%7.9%
35Δ8.9071.5%14.7%7.9764.8%7.3%
40Δ8.7272.3%13.1%8.1767.2%6.7%
45Δ8.5373.0%11.6%8.3669.6%6.1%
50Δ8.3473.8%10.0%8.5572.0%5.5%
55Δ8.1574.6%8.4%8.7474.4%4.8%
60Δ7.9675.4%6.8%8.9476.8%4.2%
65Δ7.7876.2%5.2%9.1379.2%3.6%
70Δ7.5977.0%3.7%9.3281.6%3.0%
75Δ9.5284.0%2.4%
80Δ9.7186.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.28
IV
69.9%
B/E move
17.9%
Puts
Pseudo strike
7.59
IV
60.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
9.09
IV
70.7%
B/E move
16.3%
Puts
Pseudo strike
7.78
IV
62.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
8.90
IV
71.5%
B/E move
14.7%
Puts
Pseudo strike
7.97
IV
64.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
8.72
IV
72.3%
B/E move
13.1%
Puts
Pseudo strike
8.17
IV
67.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
8.53
IV
73.0%
B/E move
11.6%
Puts
Pseudo strike
8.36
IV
69.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
8.34
IV
73.8%
B/E move
10.0%
Puts
Pseudo strike
8.55
IV
72.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
8.15
IV
74.6%
B/E move
8.4%
Puts
Pseudo strike
8.74
IV
74.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
7.96
IV
75.4%
B/E move
6.8%
Puts
Pseudo strike
8.94
IV
76.8%
B/E move
4.2%

65Δ

Calls
Pseudo strike
7.78
IV
76.2%
B/E move
5.2%
Puts
Pseudo strike
9.13
IV
79.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
7.59
IV
77.0%
B/E move
3.7%
Puts
Pseudo strike
9.32
IV
81.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.52
IV
84.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.71
IV
86.4%
B/E move
1.7%

Options history

IV · four-Friday blend56.84%
Daily EOD
CGNT56.6%58.4%60.3%2026-10-27: 60.03%2026-10-28: 59.99%2026-10-29: 56.84%Oct 27Oct 28Oct 29
3 observations2026-10-27 — 2026-10-29
Table
DateIV (%)
60.03%
59.99%
56.84%