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Cognizant Technology Solutions Corporation Class A Common Stock CTSH

i

Market datapartial · fetched 2026-11-03T15:48:29.530Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T15:48:30.733329079Z

FundamentalsAlpha Vantage · unavailable

Share price$63.54
1D-1.0%
$62.42$62.88$63.35$63.82$64.295:30 AM6:30 AM9:00 AM1:00 PMCTSH
Sold putSold call

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECTSH PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend42.51%
Daily close
CTSH39.4%46.9%54.4%2026-08-05: 52.45%2026-08-06: 49.56%2026-08-07: 46.85%2026-08-10: 45.58%2026-08-11: 42.77%2026-08-12: 46.39%2026-08-13: 44.88%2026-08-14: 43.22%2026-08-17: 46.40%2026-08-18: 47.87%2026-08-19: 46.31%2026-08-21: 44.47%2026-08-24: 45.27%2026-08-25: 44.07%2026-08-26: 43.67%2026-08-27: 42.43%2026-08-28: 42.41%2026-08-31: 42.81%2026-09-01: 41.86%2026-09-02: 40.40%2026-09-03: 43.75%2026-09-04: 41.21%2026-09-08: 43.32%2026-09-09: 44.94%2026-09-10: 44.54%2026-09-11: 41.87%2026-09-14: 43.49%2026-09-15: 45.26%2026-09-16: 48.39%2026-09-17: 46.98%2026-09-18: 43.34%2026-09-21: 44.20%2026-09-22: 45.82%2026-09-23: 44.67%2026-09-24: 44.43%2026-09-25: 44.12%2026-09-28: 45.09%2026-09-29: 44.14%2026-09-30: 46.78%2026-10-01: 45.94%2026-10-02: 45.54%2026-10-05: 46.96%2026-10-06: 46.07%2026-10-07: 45.34%2026-10-08: 47.65%2026-10-09: 44.97%2026-10-12: 52.25%2026-10-13: 49.29%2026-10-14: 50.13%2026-10-15: 53.38%2026-10-16: 47.24%2026-10-19: 47.09%2026-10-20: 46.62%2026-10-21: 46.71%2026-10-22: 47.39%2026-10-23: 47.84%2026-10-26: 49.86%2026-10-27: 50.49%2026-10-28: 47.44%2026-10-29: 44.68%2026-10-30: 42.51%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
52.45%
49.56%
46.85%
45.58%
42.77%
46.39%
44.88%
43.22%
46.40%
47.87%
46.31%
44.47%
45.27%
44.07%
43.67%
42.43%
42.41%
42.81%
41.86%
40.40%
43.75%
41.21%
43.32%
44.94%
44.54%
41.87%
43.49%
45.26%
48.39%
46.98%
43.34%
44.20%
45.82%
44.67%
44.43%
44.12%
45.09%
44.14%
46.78%
45.94%
45.54%
46.96%
46.07%
45.34%
47.65%
44.97%
52.25%
49.29%
50.13%
53.38%
47.24%
47.09%
46.62%
46.71%
47.39%
47.84%
49.86%
50.49%
47.44%
44.68%
42.51%