Technology Large Cap Tech Reference Data Updated 2026-05-31

ADSK Gamma Exposure, IV Rank & Implied Volatility

Autodesk Inc. (ADSK) options data — GEX, IV rank, options chain & Greeks

ADSK options trade with implied volatility typically in the 22% - 48% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 37.8 /100
IV 41.5%
Simulated data for display · open live ADSK on the platform →

An IV rank near 37.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 37.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ADSK IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 26.06%56.51%

Chart shows simulated data for display purposes. View the real ADSK IV history on the live platform →

Comprehensive options market data for Autodesk Inc.

ADSK Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 48%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
22% - 48%
Market Cap
$45B+
Weeklies
Yes

1 About Autodesk Inc. (ADSK)

Autodesk provides design and engineering software including AutoCAD, Revit, and Fusion 360 for architecture, construction, manufacturing, and media industries.

Company Profile

Sector Technology
Industry Software - Application
Market Cap $45B+
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End January

Autodesk Inc. operates in the Technology sector.

2 ADSK Options Market Overview

ADSK options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

ADSK options are available for trading across multiple expirations.

3 ADSK Implied Volatility & IV Rank

ADSK implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.

Low IV Environment
22% - 28%
Below average volatility
Typical IV Range
28% - 41%
Normal conditions
Elevated IV
41% - 48%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short ADSK options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

ADSK IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View ADSK Volatility Lab

ADSK Gamma Exposure (GEX)

Gamma Exposure analysis for ADSK reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: ADSK tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live ADSK GEX

4 Common ADSK Options Strategies

These are strategies commonly used by traders on ADSK options, based on typical market characteristics. This is not investment advice.

Popular for ADSK shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on ADSK.

Range-bound strategy for ADSK between events.

Key Considerations for ADSK Options

  • ADSK options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: ADSK Options

What is ADSK's typical implied volatility?

ADSK implied volatility typically ranges from 22% - 48%.

Does ADSK have weekly options?

ADSK offers weekly options.

What is ADSK's options trading profile?

ADSK (Autodesk Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 48% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does ADSK implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on ADSK?

Popular strategies on ADSK options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 48% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is ADSK's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ADSK's intraday price action. ADSK tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ADSK GEX levels and the gamma-flip point on ApexVol.

What is ADSK's IV rank?

ADSK's IV rank shows where ADSK's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ADSK implied volatility typically ranges from 22% - 48%. Check ADSK's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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