CGNX · Expected Move

Cognex Corp

The expected move for CGNX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CGNX straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CGNX Expected Move
30-Day Straddle
$6.58
7-Day Straddle
$4.07
30-Day ATM IV
50.7%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to CGNX's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CGNX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $6.58 $4.07 50.7% 20%
20261106 $6.53 $4.78 52.0% 23%
20261105 $6.92 $5.42 56.7% 33%
20261104 $7.88 $7.88 65.5% 50%
20261103 $9.40 $9.40 70.4% 60%
20261102 $8.25 $8.25 69.7% 59%
20261030 $7.97 $7.97 67.4% 54%
20261029 $9.20 $9.20 70.3% 60%
20261028 $7.95 $7.95 64.4% 48%
20261027 $8.95 $8.95 66.2% 52%
20261026 $9.45 $9.45 74.6% 69%
20261023 $8.32 $8.32 66.3% 52%
20261022 $9.05 $9.05 72.8% 65%
20261021 $9.23 $9.23 63.1% 45%
20261020 $9.10 $9.10 64.9% 49%
20261019 $8.03 $8.03 62.0% 43%
20261016 $8.28 $1.55 61.3% 42%
20261015 $8.47 $1.38 61.1% 41%
20261014 $9.32 $2.77 61.1% 41%
20261013 $8.95 $3.40 58.4% 36%
20261012 $9.28 $3.38 57.9% 35%
20261009 $10.25 $3.05 57.2% 33%
20261008 $10.35 $3.15 60.7% 40%
20261007 $9.43 $4.10 54.7% 28%
20261006 $10.50 $4.50 56.1% 31%
20261005 $11.30 $4.12 58.7% 37%
20261002 $3.35 $3.35 54.6% 28%
20261001 $4.60 $4.60 53.7% 26%
20260930 $4.90 $4.90 57.2% 33%
20260929 $4.20 $4.20 53.5% 26%
20260928 $4.90 $4.90 53.9% 27%
20260925 $5.15 $5.15 49.4% 18%
20260924 $5.35 $5.35 51.5% 22%
20260923 $5.03 $5.03 49.3% 17%
20260922 $5.47 $5.47 49.6% 18%
20260921 $5.75 $5.75 49.4% 18%
20260918 $5.97 $2.35 42.6% 4%
20260917 $6.05 $1.70 44.1% 7%
20260916 $6.42 $2.48 46.9% 13%
20260915 $6.40 $2.50 46.4% 12%
20260914 $6.22 $3.27 44.2% 7%
20260911 $7.80 $3.20 48.7% 16%
20260910 $7.05 $4.50 47.0% 13%
20260909 $6.68 $5.25 46.7% 12%
20260908 $8.45 $5.38 50.5% 20%
20260904 $8.05 $4.83 48.6% 16%
20260903 $6.67 $4.10 40.8% 0%
20260902 $4.33 $4.33 45.1% 7%
20260901 $5.10 $5.10 44.6% 6%
20260831 $5.43 $5.43 51.2% 19%
20260828 $5.40 $5.40 47.2% 11%
20260827 $6.12 $6.12 45.9% 8%
20260826 $5.35 $5.35 46.6% 10%
20260825 $5.70 $5.70 45.0% 6%
20260824 $5.30 $5.30 45.5% 7%
20260821 $6.43 $1.15 47.4% 11%
20260820 $6.38 $1.32 47.7% 12%
20260819 $6.43 $2.10 45.7% 8%
20260818 $8.03 $4.28 51.9% 21%
20260817 $7.75 $3.17 49.4% 16%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.