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.
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.
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
What's Covered in This Guide
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
Key Dates
Autodesk Inc. operates in the Technology sector.
2 ADSK Options Market Overview
ADSK options provide good liquidity for options traders.
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.
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.
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:
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.
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.
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