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Cadence Design Systems, Inc. Common Stock CDNS

i

Market dataready · fetched 2026-11-10T22:20:19.449Z

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 · 2026-11-10T21:41:33.063628819Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:20:18.912483+00:00

Share price$331.64
1D+0.3%
AH$326$328$331$333$3355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDNS
Sold putSold callAH

Cadence Design Systems, Inc. Common Stock options

Live interpolated CDNS call and put midpoint premiums by absolute delta.Cadence Design Systems, Inc. Common Stock$1.12$5.30$9.48$13.66$17.83$311.63$321.63$331.63$341.62$351.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDNS spot · $331.64CDNS PRICE$1.58$2.08$2.73$3.66$4.52$5.38$6.36$7.30$8.71$10.34$12.16$13.95$16.63$2.04$2.70$3.32$3.98$4.94$5.88$6.80$7.66$8.58$9.73$11.53$13.23$15.44
PutsExpensive1.20×
CallsFair1.05×
SkewNeutral+0.10 pp
Implied moveBearish±$13.15
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ344.4647.9%4.3%317.5659.2%4.9%
25Δ341.7547.0%3.7%320.5058.6%4.2%
30Δ339.7948.5%3.3%323.3256.6%3.5%
35Δ338.2152.4%3.1%325.9254.3%2.9%
40Δ336.3154.0%2.8%327.9355.9%2.6%
45Δ334.2054.2%2.4%330.0655.9%2.2%
50Δ332.1654.6%2.1%332.1554.9%1.9%
55Δ330.1153.9%1.7%334.1253.1%1.6%
60Δ327.9455.6%1.5%336.0351.3%1.3%
65Δ325.5857.3%1.3%338.0050.3%1.0%
70Δ323.0558.7%1.1%340.3851.7%0.8%
75Δ320.5058.6%0.8%342.7351.4%0.6%
80Δ317.2160.7%0.7%345.4951.7%0.5%

20Δ

Calls
Pseudo strike
344.46
IV
47.9%
B/E move
4.3%
Puts
Pseudo strike
317.56
IV
59.2%
B/E move
4.9%

25Δ

Calls
Pseudo strike
341.75
IV
47.0%
B/E move
3.7%
Puts
Pseudo strike
320.50
IV
58.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
339.79
IV
48.5%
B/E move
3.3%
Puts
Pseudo strike
323.32
IV
56.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
338.21
IV
52.4%
B/E move
3.1%
Puts
Pseudo strike
325.92
IV
54.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
336.31
IV
54.0%
B/E move
2.8%
Puts
Pseudo strike
327.93
IV
55.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
334.20
IV
54.2%
B/E move
2.4%
Puts
Pseudo strike
330.06
IV
55.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
332.16
IV
54.6%
B/E move
2.1%
Puts
Pseudo strike
332.15
IV
54.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
330.11
IV
53.9%
B/E move
1.7%
Puts
Pseudo strike
334.12
IV
53.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
327.94
IV
55.6%
B/E move
1.5%
Puts
Pseudo strike
336.03
IV
51.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
325.58
IV
57.3%
B/E move
1.3%
Puts
Pseudo strike
338.00
IV
50.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
323.05
IV
58.7%
B/E move
1.1%
Puts
Pseudo strike
340.38
IV
51.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
320.50
IV
58.6%
B/E move
0.8%
Puts
Pseudo strike
342.73
IV
51.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
317.21
IV
60.7%
B/E move
0.7%
Puts
Pseudo strike
345.49
IV
51.7%
B/E move
0.5%

Options history

IV · four-Friday blend48.73%
Daily close
CDNS29.9%50.4%71.0%2026-08-12: 35.82%2026-08-13: 37.02%2026-08-14: 32.70%2026-08-17: 36.18%2026-08-18: 35.67%2026-08-19: 35.87%2026-08-20: 34.12%2026-08-21: 34.90%2026-08-24: 37.32%2026-08-25: 43.15%2026-08-26: 44.94%2026-08-27: 37.04%2026-08-28: 34.04%2026-08-31: 37.00%2026-09-01: 38.12%2026-09-02: 36.49%2026-09-03: 38.79%2026-09-04: 37.31%2026-09-08: 43.48%2026-09-09: 43.41%2026-09-10: 44.43%2026-09-11: 35.46%2026-09-14: 40.95%2026-09-15: 41.73%2026-09-16: 42.82%2026-09-17: 38.50%2026-09-18: 35.86%2026-09-21: 41.09%2026-09-22: 40.92%2026-09-23: 44.21%2026-09-24: 42.38%2026-09-25: 39.92%2026-09-28: 43.68%2026-09-29: 44.09%2026-09-30: 46.35%2026-10-01: 44.61%2026-10-02: 41.42%2026-10-05: 43.23%2026-10-06: 42.09%2026-10-07: 41.75%2026-10-08: 43.09%2026-10-09: 41.43%2026-10-12: 45.38%2026-10-13: 46.83%2026-10-14: 49.88%2026-10-15: 48.87%2026-10-16: 51.73%2026-10-19: 54.27%2026-10-20: 53.69%2026-10-21: 55.11%2026-10-22: 59.69%2026-10-23: 57.83%2026-10-26: 68.18%2026-10-27: 51.14%2026-10-28: 49.94%2026-10-29: 49.26%2026-10-30: 48.73%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
35.82%
37.02%
32.70%
36.18%
35.67%
35.87%
34.12%
34.90%
37.32%
43.15%
44.94%
37.04%
34.04%
37.00%
38.12%
36.49%
38.79%
37.31%
43.48%
43.41%
44.43%
35.46%
40.95%
41.73%
42.82%
38.50%
35.86%
41.09%
40.92%
44.21%
42.38%
39.92%
43.68%
44.09%
46.35%
44.61%
41.42%
43.23%
42.09%
41.75%
43.09%
41.43%
45.38%
46.83%
49.88%
48.87%
51.73%
54.27%
53.69%
55.11%
59.69%
57.83%
68.18%
51.14%
49.94%
49.26%
48.73%