IntraAlpha
Create free account Start free

Autodesk, Inc. Common Stock ADSK

i

Market dataready · fetched 2026-11-07T04:58:29.954Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:03:30.455870722Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T04:58:29.487661+00:00

Share price$261.73
1D-0.8%
AH$258$260$261$263$2645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADSK
Sold putSold callAH

Autodesk, Inc. Common Stock options

Live interpolated ADSK call and put midpoint premiums by absolute delta.Autodesk, Inc. Common Stock$1.69$6.51$11.33$16.14$20.96$238.45$251.07$263.68$276.30$288.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADSK spot · $261.73ADSK PRICE$2.22$2.86$3.89$4.99$5.37$6.35$7.39$8.90$10.65$11.30$13.92$16.13$19.57$2.72$3.24$3.88$4.90$6.20$7.87$9.42$9.91$10.99$12.44$13.58
Puts——
CallsCheap0.89×
Skew——
Implied moveBearish±$15.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ280.7356.8%8.1%244.0763.9%7.8%
25Δ276.5354.9%6.7%
30Δ273.9657.9%6.2%253.8545.6%4.2%
35Δ271.6561.3%5.7%256.3643.6%3.5%
40Δ267.7454.3%4.3%258.3345.4%3.2%
45Δ265.1353.9%3.7%260.3448.3%2.9%
50Δ262.6453.5%3.2%262.6051.9%2.7%
55Δ260.1755.4%2.8%265.0753.2%2.3%
60Δ257.5157.6%2.5%266.9848.6%1.8%
65Δ255.3552.9%1.9%269.0746.5%1.4%
70Δ252.0956.9%1.6%271.3145.7%1.1%
75Δ249.0457.4%1.3%273.1943.4%0.8%
80Δ244.9060.7%1.0%

20Δ

Calls
Pseudo strike
280.73
IV
56.8%
B/E move
8.1%
Puts
Pseudo strike
244.07
IV
63.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
276.53
IV
54.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
273.96
IV
57.9%
B/E move
6.2%
Puts
Pseudo strike
253.85
IV
45.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
271.65
IV
61.3%
B/E move
5.7%
Puts
Pseudo strike
256.36
IV
43.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
267.74
IV
54.3%
B/E move
4.3%
Puts
Pseudo strike
258.33
IV
45.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
265.13
IV
53.9%
B/E move
3.7%
Puts
Pseudo strike
260.34
IV
48.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
262.64
IV
53.5%
B/E move
3.2%
Puts
Pseudo strike
262.60
IV
51.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
260.17
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
265.07
IV
53.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
257.51
IV
57.6%
B/E move
2.5%
Puts
Pseudo strike
266.98
IV
48.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
255.35
IV
52.9%
B/E move
1.9%
Puts
Pseudo strike
269.07
IV
46.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
252.09
IV
56.9%
B/E move
1.6%
Puts
Pseudo strike
271.31
IV
45.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
249.04
IV
57.4%
B/E move
1.3%
Puts
Pseudo strike
273.19
IV
43.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
244.90
IV
60.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.76%
Daily close
ADSK32.6%75.8%119.1%2026-08-10: 53.58%2026-08-11: 52.70%2026-08-12: 52.06%2026-08-13: 60.84%2026-08-14: 52.96%2026-08-17: 58.50%2026-08-18: 60.85%2026-08-19: 61.21%2026-08-20: 66.83%2026-08-21: 66.51%2026-08-24: 71.36%2026-08-25: 72.22%2026-08-26: 81.87%2026-08-27: 113.12%2026-08-28: 42.32%2026-08-31: 40.64%2026-09-01: 43.62%2026-09-02: 41.04%2026-09-03: 43.16%2026-09-04: 41.76%2026-09-08: 42.74%2026-09-09: 46.35%2026-09-10: 48.55%2026-09-11: 41.12%2026-09-14: 46.71%2026-09-15: 50.51%2026-09-16: 49.17%2026-09-17: 49.30%2026-09-18: 41.29%2026-09-21: 44.12%2026-09-22: 44.89%2026-09-23: 47.97%2026-09-24: 56.28%2026-09-25: 39.85%2026-09-28: 46.37%2026-09-29: 43.18%2026-09-30: 40.62%2026-10-01: 47.78%2026-10-02: 39.45%2026-10-05: 43.46%2026-10-06: 43.81%2026-10-07: 47.11%2026-10-08: 45.68%2026-10-09: 38.52%2026-10-12: 46.17%2026-10-13: 46.70%2026-10-14: 48.49%2026-10-15: 49.16%2026-10-16: 44.01%2026-10-19: 46.33%2026-10-20: 44.24%2026-10-21: 40.75%2026-10-22: 52.17%2026-10-23: 44.75%2026-10-26: 45.22%2026-10-27: 46.97%2026-10-28: 48.12%2026-10-29: 46.80%2026-10-30: 48.76%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.58%
52.70%
52.06%
60.84%
52.96%
58.50%
60.85%
61.21%
66.83%
66.51%
71.36%
72.22%
81.87%
113.12%
42.32%
40.64%
43.62%
41.04%
43.16%
41.76%
42.74%
46.35%
48.55%
41.12%
46.71%
50.51%
49.17%
49.30%
41.29%
44.12%
44.89%
47.97%
56.28%
39.85%
46.37%
43.18%
40.62%
47.78%
39.45%
43.46%
43.81%
47.11%
45.68%
38.52%
46.17%
46.70%
48.49%
49.16%
44.01%
46.33%
44.24%
40.75%
52.17%
44.75%
45.22%
46.97%
48.12%
46.80%
48.76%