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Cogent Biosciences, Inc. Common Stock COGT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T22:05:49.530Z

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 · 2026-11-03T21:22:53.386728572Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:05:49.076764+00:00

Share price$31.06
1D+3.5%
AH$29.90$30.26$30.62$30.98$31.345:30 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$0.37$1.75$3.12$4.50$5.87$24.97$28.01$31.05$34.09$37.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COGT spot · $31.06COGT PRICE$0.52$0.72$0.87$1.06$1.28$1.51$1.75$2.02$2.39$2.75$3.08$3.57$4.17$0.63$0.82$1.04$1.30$1.55$1.78$2.07$2.40$2.94$3.45$4.01$4.72$5.48
PutsExpensive1.30×
CallsExpensive1.20×
SkewBearish+0.26 pp
Implied moveBearish±$3.82
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.1274.8%18.0%27.4077.4%13.8%
25Δ35.3377.4%16.1%28.2475.4%11.7%
30Δ34.2974.1%13.2%28.9774.7%10.1%
35Δ33.4772.6%11.2%29.6274.6%8.8%
40Δ32.7872.6%9.7%30.2673.6%7.6%
45Δ32.1372.4%8.3%30.8871.1%6.3%
50Δ31.5071.6%7.0%31.4770.0%5.3%
55Δ30.8871.3%5.9%32.0769.6%4.5%
60Δ30.2673.2%5.1%32.7972.6%3.9%
65Δ29.6573.3%4.3%33.5073.4%3.2%
70Δ29.0372.0%3.4%34.2773.7%2.6%
75Δ28.3372.4%2.7%35.1674.7%2.0%
80Δ27.5473.8%2.1%36.0974.4%1.5%

20Δ

Calls
Pseudo strike
36.12
IV
74.8%
B/E move
18.0%
Puts
Pseudo strike
27.40
IV
77.4%
B/E move
13.8%

25Δ

Calls
Pseudo strike
35.33
IV
77.4%
B/E move
16.1%
Puts
Pseudo strike
28.24
IV
75.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
34.29
IV
74.1%
B/E move
13.2%
Puts
Pseudo strike
28.97
IV
74.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
33.47
IV
72.6%
B/E move
11.2%
Puts
Pseudo strike
29.62
IV
74.6%
B/E move
8.8%

40Δ

Calls
Pseudo strike
32.78
IV
72.6%
B/E move
9.7%
Puts
Pseudo strike
30.26
IV
73.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
32.13
IV
72.4%
B/E move
8.3%
Puts
Pseudo strike
30.88
IV
71.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
31.50
IV
71.6%
B/E move
7.0%
Puts
Pseudo strike
31.47
IV
70.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
30.88
IV
71.3%
B/E move
5.9%
Puts
Pseudo strike
32.07
IV
69.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
30.26
IV
73.2%
B/E move
5.1%
Puts
Pseudo strike
32.79
IV
72.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
29.65
IV
73.3%
B/E move
4.3%
Puts
Pseudo strike
33.50
IV
73.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
29.03
IV
72.0%
B/E move
3.4%
Puts
Pseudo strike
34.27
IV
73.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
28.33
IV
72.4%
B/E move
2.7%
Puts
Pseudo strike
35.16
IV
74.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
27.54
IV
73.8%
B/E move
2.1%
Puts
Pseudo strike
36.09
IV
74.4%
B/E move
1.5%

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%