CADENCE DESIGN SYSTEMS INC (CDNS) Options Risk Score

Run a full CDNS options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on CADENCE DESIGN SYSTEMS INC (CDNS) right now?

Over a 4-week expiry window, CADENCE DESIGN SYSTEMS INC (CDNS) scores 97 out of 100 for options catalyst risk (HIGH). What pushes it there: an upcoming earnings report, 10 recent news items and 5 active legal filings, all landing inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on CDNS is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.

CDNS shows an IV Rank of 56, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 48%. Read IV Rank alongside the catalyst score: it says how expensive CDNS options are, while the score says whether that price is justified by a scheduled event.

CDNS reports on 2026-10-26. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after; the stock has moved down 3.9% recently.

CADENCE DESIGN SYSTEMS INC (CDNS) current implied volatility and IV Rank

CDNS's IV Rank stands at 56 right now with implied volatility around 48%, alongside a TickerRisk options-risk score of 97/100. CDNS's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.

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CADENCE DESIGN SYSTEMS INC (CDNS) next earnings date — 2026-10-26

The next CDNS report lands on 2026-10-26 — about 50 days away — inside the window a typical monthly option would span. CDNS's IV Rank is currently 56. That matters more than any other single date on the calendar: the stock can gap overnight on the print, and any premium you collect now is partly payment for carrying that gap. Sellers who want the volatility crush without the gap generally choose an expiry that ends before the report.

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