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Autodesk, Inc. Common Stock ADSK

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-06T21:47:30.254Z

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 · 2026-11-06T21:04:32.859413477Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T21:47:28.346638+00:00

Share price$262.24
1D-0.6%
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$1.67$6.40$11.13$15.86$20.59$238.93$251.57$264.21$276.84$289.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADSK spot · $262.24ADSK PRICE$2.18$2.81$3.79$4.96$5.32$6.19$7.19$8.56$10.22$11.10$12.94$15.57$16.96$2.78$2.79$3.26$4.02$5.14$6.56$8.24$9.56$10.14$11.52$13.18$19.22
Puts——
CallsCheap0.88×
Skew——
Implied moveBearish±$15.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ280.9455.8%8.0%244.2265.2%7.9%
25Δ276.7753.9%6.6%251.1449.7%5.3%
30Δ274.1056.2%6.0%254.3545.6%4.3%
35Δ272.0660.7%5.6%256.6945.2%3.6%
40Δ268.2153.7%4.3%258.7147.4%3.3%
45Δ265.5452.3%3.6%260.8250.7%3.0%
50Δ263.1251.8%3.1%263.1954.1%2.8%
55Δ260.7153.0%2.7%265.6053.9%2.4%
60Δ258.1654.9%2.3%267.6649.4%1.8%
65Δ256.0051.9%1.9%269.9548.6%1.5%
70Δ253.2552.4%1.5%272.4048.2%1.2%
75Δ249.9755.2%1.3%
80Δ247.6552.0%0.9%279.6052.2%0.7%

20Δ

Calls
Pseudo strike
280.94
IV
55.8%
B/E move
8.0%
Puts
Pseudo strike
244.22
IV
65.2%
B/E move
7.9%

25Δ

Calls
Pseudo strike
276.77
IV
53.9%
B/E move
6.6%
Puts
Pseudo strike
251.14
IV
49.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
274.10
IV
56.2%
B/E move
6.0%
Puts
Pseudo strike
254.35
IV
45.6%
B/E move
4.3%

35Δ

Calls
Pseudo strike
272.06
IV
60.7%
B/E move
5.6%
Puts
Pseudo strike
256.69
IV
45.2%
B/E move
3.6%

40Δ

Calls
Pseudo strike
268.21
IV
53.7%
B/E move
4.3%
Puts
Pseudo strike
258.71
IV
47.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
265.54
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
260.82
IV
50.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
263.12
IV
51.8%
B/E move
3.1%
Puts
Pseudo strike
263.19
IV
54.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
260.71
IV
53.0%
B/E move
2.7%
Puts
Pseudo strike
265.60
IV
53.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
258.16
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
267.66
IV
49.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
256.00
IV
51.9%
B/E move
1.9%
Puts
Pseudo strike
269.95
IV
48.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
253.25
IV
52.4%
B/E move
1.5%
Puts
Pseudo strike
272.40
IV
48.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
249.97
IV
55.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
247.65
IV
52.0%
B/E move
0.9%
Puts
Pseudo strike
279.60
IV
52.2%
B/E move
0.7%

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%