Share price$328.06
1D+2.5%
Sold putSold call
Cadence Design Systems Inc CDNS
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-21T16:59:47.456Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:59:46.840972893Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:47.045295+00:00
Cadence Design Systems Inc options
PutsFair1.02×
CallsExpensive1.14×
SkewBullish-3.20 pp
Implied moveBalanced±$9.74
TiltBalanced1.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 341.69 | 62.8% | 4.7% | 318.03 | 51.4% | 3.5% |
| 25Δ | 337.53 | 54.9% | 3.5% | 319.50 | 55.1% | 3.2% |
| 30Δ | 334.87 | 50.5% | 2.8% | 321.60 | 53.4% | 2.7% |
| 35Δ | 333.17 | 50.7% | 2.4% | 323.58 | 51.1% | 2.3% |
| 40Δ | 331.52 | 50.8% | 2.1% | 325.27 | 50.3% | 1.9% |
| 45Δ | 329.92 | 50.7% | 1.8% | 326.82 | 49.9% | 1.7% |
| 50Δ | 328.36 | 50.9% | 1.6% | 328.34 | 49.3% | 1.4% |
| 55Δ | 326.78 | 51.3% | 1.3% | 329.82 | 48.5% | 1.2% |
| 60Δ | 325.17 | 52.1% | 1.1% | 331.40 | 48.9% | 1.0% |
| 65Δ | 323.48 | 52.4% | 1.0% | 333.01 | 49.2% | 0.8% |
| 70Δ | 321.75 | 52.3% | 0.8% | 334.68 | 49.1% | 0.7% |
| 75Δ | 319.95 | 52.1% | 0.6% | 336.34 | 48.1% | 0.5% |
| 80Δ | 316.11 | 61.3% | 0.5% | 338.11 | 46.9% | 0.4% |
20Δ
- Pseudo strike
- 341.69
- IV
- 62.8%
- B/E move
- 4.7%
- Pseudo strike
- 318.03
- IV
- 51.4%
- B/E move
- 3.5%
25Δ
- Pseudo strike
- 337.53
- IV
- 54.9%
- B/E move
- 3.5%
- Pseudo strike
- 319.50
- IV
- 55.1%
- B/E move
- 3.2%
30Δ
- Pseudo strike
- 334.87
- IV
- 50.5%
- B/E move
- 2.8%
- Pseudo strike
- 321.60
- IV
- 53.4%
- B/E move
- 2.7%
35Δ
- Pseudo strike
- 333.17
- IV
- 50.7%
- B/E move
- 2.4%
- Pseudo strike
- 323.58
- IV
- 51.1%
- B/E move
- 2.3%
40Δ
- Pseudo strike
- 331.52
- IV
- 50.8%
- B/E move
- 2.1%
- Pseudo strike
- 325.27
- IV
- 50.3%
- B/E move
- 1.9%
45Δ
- Pseudo strike
- 329.92
- IV
- 50.7%
- B/E move
- 1.8%
- Pseudo strike
- 326.82
- IV
- 49.9%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- 328.36
- IV
- 50.9%
- B/E move
- 1.6%
- Pseudo strike
- 328.34
- IV
- 49.3%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 326.78
- IV
- 51.3%
- B/E move
- 1.3%
- Pseudo strike
- 329.82
- IV
- 48.5%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 325.17
- IV
- 52.1%
- B/E move
- 1.1%
- Pseudo strike
- 331.40
- IV
- 48.9%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 323.48
- IV
- 52.4%
- B/E move
- 1.0%
- Pseudo strike
- 333.01
- IV
- 49.2%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 321.75
- IV
- 52.3%
- B/E move
- 0.8%
- Pseudo strike
- 334.68
- IV
- 49.1%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 319.95
- IV
- 52.1%
- B/E move
- 0.6%
- Pseudo strike
- 336.34
- IV
- 48.1%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 316.11
- IV
- 61.3%
- B/E move
- 0.5%
- Pseudo strike
- 338.11
- IV
- 46.9%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 54.27% | |
| 53.72% |