If I saw this damage here in Georgia, I would definitely attribute it to podworms, heleothis sp., otherwise known as corn Earworm or tobacco budworm. I don't know where you farm, so can't say that I know your pest complex. Do earworms affect corn up there? Here is a Google search result on Soybean Podworm Images.

I also see pretty distinct abscission layers around the feeding damage, meaning that it's at least a few days old. This damage was caused by a late instar larva that has likely fallen to ground and begun pupating by now. Get a drop cloth or sweep net and check your crop! It's amazing how much more vivid and distinct your perspective becomes with such tools!

Grasshoppers really get too much blame credit for being able to damage crops. They are easy to see and associate crop feeding damage with, when another pest is much more likely to be the culprit. I've seen farmers blame them for foliage damage, only to go to the field with them and be able to shake velvetbean caterpillars and soybean loopers from the bushes in high counts per foot! Their populations are usually higher in the edges of the field where grasses and desirable forage are more likely to attract them. In dry years, I do occasionally need to spray seedling cotton for them, especially in conservation tillage systems.

Assuming you have grasshoppers that need treating, you may control nymphs with some Brigade. Consider and IGR, specifically Dimilin, that can do a good job interrupting the breeding cycles, with some improved control of eggs and young nymphs. You still have to add an insecticide, but it will work better.