CDNS Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete CDNS options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around CDNS.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

295

Exp: 2026-10-16

Gamma Flip

322.98

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.838

Shows put vs call positioning

IV Skew

-1.18

Put–call IV difference

Max Pain Price Volatility

σ = 37.26

high volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%

Current DPI is 0.409(strong-bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for CDNS are at 327.80, 320.12, and 291.62, while the resistance levels are at 340.60, 348.28, and 376.78. The pivot point, a key reference price for traders, is at 295.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.04% 1-day move.

The expected range for the next 3 days is 306.06 — 348.91 , corresponding to +4.40% / -8.42% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 357.04 (6.83% above spot).

Bearish positioning points to downside pressure toward 288.11 (13.79% below spot).

Options flow strength: 0.74 (0–1 scale). ATM Strike: 335.00, Call: 6.80, Put: 5.00, Straddle Cost: 11.80.

Price moves are likely to stay range-bound. The short-term gamma flip is near 297.99 , with intermediate positioning around 322.98 . The mid-term gamma flip remains near 322.98.