IntraAlpha
Create free account Start free

Cadence Design Systems, Inc. Common Stock CDNS

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T23:19:35.729Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:02:09.918477216Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T23:19:35.200153+00:00

Share price$324.04
1D-2.4%
AH$309$315$322$328$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$1.48$6.02$10.56$15.10$19.65$292.12$305.98$319.84$333.70$347.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDNS spot · $324.04CDNS PRICE$1.97$2.54$3.22$4.03$4.95$6.03$7.31$8.24$9.67$11.70$13.04$14.44$18.34$2.31$2.90$3.57$4.56$5.38$6.39$7.48$8.63$9.86$11.20$12.76$15.16$17.83
PutsCheap0.67×
CallsExpensive1.20×
SkewBullish-1.11 pp
Implied moveBalanced±$14.79
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ340.2961.6%5.6%308.3068.1%5.6%
25Δ336.6759.5%4.7%312.1564.3%4.6%
30Δ333.8659.0%4.0%315.2661.7%3.8%
35Δ331.4759.7%3.5%317.5363.8%3.4%
40Δ329.2160.8%3.1%320.0662.1%2.9%
45Δ326.9662.3%2.8%322.3762.0%2.5%
50Δ324.7164.7%2.5%324.6561.5%2.1%
55Δ322.3662.5%2.0%326.8960.9%1.8%
60Δ319.9863.5%1.7%329.1259.9%1.5%
65Δ317.2466.9%1.5%331.3758.9%1.2%
70Δ314.8564.9%1.2%333.7358.2%0.9%
75Δ312.5162.4%0.9%336.7659.9%0.8%
80Δ308.1368.9%0.7%340.0460.7%0.6%

20Δ

Calls
Pseudo strike
340.29
IV
61.6%
B/E move
5.6%
Puts
Pseudo strike
308.30
IV
68.1%
B/E move
5.6%

25Δ

Calls
Pseudo strike
336.67
IV
59.5%
B/E move
4.7%
Puts
Pseudo strike
312.15
IV
64.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
333.86
IV
59.0%
B/E move
4.0%
Puts
Pseudo strike
315.26
IV
61.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
331.47
IV
59.7%
B/E move
3.5%
Puts
Pseudo strike
317.53
IV
63.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
329.21
IV
60.8%
B/E move
3.1%
Puts
Pseudo strike
320.06
IV
62.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
326.96
IV
62.3%
B/E move
2.8%
Puts
Pseudo strike
322.37
IV
62.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
324.71
IV
64.7%
B/E move
2.5%
Puts
Pseudo strike
324.65
IV
61.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
322.36
IV
62.5%
B/E move
2.0%
Puts
Pseudo strike
326.89
IV
60.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
319.98
IV
63.5%
B/E move
1.7%
Puts
Pseudo strike
329.12
IV
59.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
317.24
IV
66.9%
B/E move
1.5%
Puts
Pseudo strike
331.37
IV
58.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
314.85
IV
64.9%
B/E move
1.2%
Puts
Pseudo strike
333.73
IV
58.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
312.51
IV
62.4%
B/E move
0.9%
Puts
Pseudo strike
336.76
IV
59.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
308.13
IV
68.9%
B/E move
0.7%
Puts
Pseudo strike
340.04
IV
60.7%
B/E move
0.6%

Options history

IV · four-Friday blend48.73%
Daily close
CDNS29.9%50.4%71.0%2026-08-05: 47.31%2026-08-06: 40.09%2026-08-07: 36.33%2026-08-10: 34.80%2026-08-11: 37.14%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.31%
40.09%
36.33%
34.80%
37.14%
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%