ADSK Options Chain Analysis

Delayed CBOE data, snapshot 2026-08-18. Spot $241.64.

Put/Call (OI)

0.86

24k P / 27k C

Put/Call (Volume)

2.11

2k P / 989 C today

30d ATM IV

54%

annualized implied move

Call wall

$270

2k contracts

Put wall

$120

2k contracts

Tail hedging

1.1×

deep-OTM puts vs calls

What the positioning says

●Call wall at $270 (2k contracts), 12% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $120 (2k contracts), 50% below spot — the hedge floor; often acts as support.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-09-18. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume today
2026-08-21	4k	3k	0.64	1k
2026-08-28	383	633	1.65	143
2026-09-04	204	1k	5.03	11
2026-09-11	55	558	10.15	11
2026-09-18	5k	4k	0.87	686
2026-09-25	39	362	9.28	515
2026-10-02	5	199	39.80	69
2026-10-16	2k	1k	0.64	116
2026-12-18	3k	3k	0.88	82
2027-01-15	5k	6k	1.04	22
2027-03-19	4k	565	0.13	8
2027-06-17	1k	2k	2.27	3
2028-01-21	2k	2k	0.79	19

Source: CBOE delayed quotes, refreshed daily after US market close. Open interest is exchange-reported and lags one session. Research, not investment advice.