Share price$330.41
1D+3.2%
Sold putSold call
Cadence Design Systems Inc CDNS
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-21T17:51:58.880Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:50.686904053Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:00.219290+00:00
Cadence Design Systems Inc options
PutsExpensive1.06×
CallsExpensive1.07×
SkewBearish+1.68 pp
Implied moveBalanced±$9.66
TiltBearish6.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 341.52 | 50.8% | 3.8% | 320.37 | 50.9% | 3.5% |
| 25Δ | 340.60 | 57.4% | 3.7% | 322.30 | 51.6% | 3.0% |
| 30Δ | 337.05 | 48.9% | 2.7% | 324.17 | 51.2% | 2.6% |
| 35Δ | 335.35 | 48.9% | 2.3% | 325.93 | 50.8% | 2.3% |
| 40Δ | 333.76 | 48.9% | 2.0% | 327.60 | 50.4% | 1.9% |
| 45Δ | 332.21 | 49.1% | 1.8% | 329.16 | 49.5% | 1.7% |
| 50Δ | 330.70 | 49.6% | 1.5% | 330.70 | 49.0% | 1.4% |
| 55Δ | 329.18 | 49.6% | 1.3% | 332.20 | 48.8% | 1.2% |
| 60Δ | 327.67 | 49.1% | 1.1% | 333.79 | 49.1% | 1.0% |
| 65Δ | 326.00 | 49.9% | 0.9% | 335.43 | 49.5% | 0.8% |
| 70Δ | 324.53 | 48.9% | 0.7% | 337.17 | 49.8% | 0.7% |
| 75Δ | 323.36 | 45.1% | 0.5% | 340.14 | 56.0% | 0.6% |
| 80Δ | 321.53 | 44.7% | 0.4% | 342.45 | 55.7% | 0.4% |
20Δ
- Pseudo strike
- 341.52
- IV
- 50.8%
- B/E move
- 3.8%
- Pseudo strike
- 320.37
- IV
- 50.9%
- B/E move
- 3.5%
25Δ
- Pseudo strike
- 340.60
- IV
- 57.4%
- B/E move
- 3.7%
- Pseudo strike
- 322.30
- IV
- 51.6%
- B/E move
- 3.0%
30Δ
- Pseudo strike
- 337.05
- IV
- 48.9%
- B/E move
- 2.7%
- Pseudo strike
- 324.17
- IV
- 51.2%
- B/E move
- 2.6%
35Δ
- Pseudo strike
- 335.35
- IV
- 48.9%
- B/E move
- 2.3%
- Pseudo strike
- 325.93
- IV
- 50.8%
- B/E move
- 2.3%
40Δ
- Pseudo strike
- 333.76
- IV
- 48.9%
- B/E move
- 2.0%
- Pseudo strike
- 327.60
- IV
- 50.4%
- B/E move
- 1.9%
45Δ
- Pseudo strike
- 332.21
- IV
- 49.1%
- B/E move
- 1.8%
- Pseudo strike
- 329.16
- IV
- 49.5%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- 330.70
- IV
- 49.6%
- B/E move
- 1.5%
- Pseudo strike
- 330.70
- IV
- 49.0%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 329.18
- IV
- 49.6%
- B/E move
- 1.3%
- Pseudo strike
- 332.20
- IV
- 48.8%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 327.67
- IV
- 49.1%
- B/E move
- 1.1%
- Pseudo strike
- 333.79
- IV
- 49.1%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 326.00
- IV
- 49.9%
- B/E move
- 0.9%
- Pseudo strike
- 335.43
- IV
- 49.5%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 324.53
- IV
- 48.9%
- B/E move
- 0.7%
- Pseudo strike
- 337.17
- IV
- 49.8%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 323.36
- IV
- 45.1%
- B/E move
- 0.5%
- Pseudo strike
- 340.14
- IV
- 56.0%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 321.53
- IV
- 44.7%
- B/E move
- 0.4%
- Pseudo strike
- 342.45
- IV
- 55.7%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 54.27% | |
| 53.72% |