We present the results of the spectroscopic observations of HDE 226868, the optical counterpart to the black hole X-ray binary Cyg X-1, from 2001 to 2006. We analyze the variabilities of the two components in the complex H$alpha$ line: one P-Cygni shaped component which follows the motion of the supergiant and another emission component moving with an antiphase orbital motion relative to the supergiant, which is attributed to a focused-stellar wind. The results of KOREL disentangling of our spectra indicate that the focused stellar wind is responsible for the major part of the variability of the H$alpha$ emission line. The emission of the supergiant component had a small difference between the low/hard and high/soft states, while the focused wind component became strong in the low/hard state and weak in the high/soft state. The wind is nearly undisturbed by the X-ray photoionization during the low/hard state. However, during the high/soft state, the X-rays from the compact object could decelerate the line-driven wind and result in a high mass accretion rate, due to the effect of the X-ray photoionization. The X-ray illuminating could also change the temperature profile of the stellar wind and increase its temperature, and thus decrease the H$alpha$ emissivity of the wind, which could explain the H$alpha$ variabilities of Cyg X-1 during different X-ray states.