What move does the options market price into Cognex's report?

Implied ±10.7%, either direction.

CGNXNasdaqIndustrial Instruments For Measurement, Display, and Control

Cognex Corp (CGNX) earnings date, market-implied expected move, and options open interest by expiry

59.88

+3.47 · +6.15%

Regular session13:26 ET

Open57.00Volume1.5MMkt cap$9.5BP/E57.58EPS1.04Div yield0.60%

Day56.60 – 60.0196%52-wk34.45 – 72.7866%

CGNX

Cognex Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.7%implied · report alone

50.3862.44

straddle ±12.5%

spot 56.41exp Nov 20ATM strike 55ATM straddle 8.30IV 83%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

−4.71%

vs ±12.3% implied · ×0.38

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+7.73%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

657 managers

Top fund weight

1.53%

CGNX weight · GLO

N-PORTJul 31 '26

7 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Cognex (CGNX) reports on Nov 4 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±12.3%▼−4.71%×0.38

quarterimplied−15%0+15%realized×

Q2 FY26±12.3%▼−4.71%×0.38

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.35OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,600+3%Nov 2017d7,5290%

2,483+1739%Dec 1845d18.67133+1%18.67

669+2%Feb 19108d0.341,946+4%0.34

ExpiryPutsCallsP/C

Nov 2017d2,600+3%7,5290%0.35

Dec 1845d2,483+1739%133+1%18.67

Feb 19108d669+2%1,946+4%0.34

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 4

GLO±0.2%

MDY±0.0%

IGPT±0.0%

VIG±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

24.98%as filednet margin · revenue +8.50% QoQ · +16.93% YoY

Revenue

$291M+8.50% QoQ

Gross profit

$206M+7.77% QoQ

70.65% margin

Operating income

$86M+42.83% QoQ

29.36% margin

Pre-tax income

$89M+44.60% QoQ

Net income

$73M+40.72% QoQ

24.98% margin

Cost of revenue

$85M+10.31% QoQ

Operating expenses

$120M−8.25% QoQ

SG&A $88M

R&D $32M

Tax

$17M+64.57% QoQ

Other income

$4M+100.80% QoQ

Revenue$291M+8.50%

Gross profit

$206M+7.77%

70.65% margin

Operating income

$86M+42.83%

29.36% margin

Pre-tax income

$89M+44.60%

Net income

$73M+40.72%

24.98% margin

Cost of revenue

$85M+10.31%

Operating expenses

$120M−8.25%

SG&A $88M

R&D $32M

Other income$4M+100.80%

Tax$17M+64.57%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 5 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:15 ET

Intraday

Event sensitivity

NFP ×1.73· ±3.3% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.3%4 of 10×1.73

PCEpersonal income & outlays±3.1%12 of 19×1.66

GDPgross domestic product±2.2%12 of 19×1.14

PPIproducer prices±2.0%4 of 10×1.05

CPIconsumer prices±2.0%6 of 10×1.04

CPROFcorporate profits±1.8%8 of 12×0.96

FOMCrate decision±1.6%8 of 24×0.82

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.43 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.43	—
Q1 FY26	—	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod