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Crocs, Inc. Common Stock CROX

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-05T21:57:15.900Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:40:47.221762698Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T21:57:14.134762+00:00

Share price$152.93
1D-4.6%
AH$152$154$157$159$1615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCROX
Sold putSold callAH

Crocs, Inc. Common Stock options

Live interpolated CROX call and put midpoint premiums by absolute delta.Crocs, Inc. Common Stock$1.13$4.48$7.84$11.20$14.56$108.13$131.56$154.98$178.40$201.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CROX spot · $152.93CROX PRICE$1.49$1.98$2.49$3.08$3.74$4.40$5.47$6.71$7.94$9.06$10.17$11.65$13.59$1.65$2.17$2.66$3.14$3.74$4.56$5.39$6.22$7.12$8.02$8.92$10.86$12.84
PutsCheap0.85×
CallsCheap0.36×
SkewBullish-5.79 pp
Implied moveBalanced±$10.86
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.0844.5%9.6%142.2844.9%8.0%
25Δ163.5444.3%8.2%144.6544.7%6.8%
30Δ161.2543.9%7.1%146.7043.0%5.8%
35Δ159.1743.8%6.1%148.7141.1%4.8%
40Δ157.3543.8%5.3%150.5639.9%4.0%
45Δ155.5343.9%4.6%152.1440.3%3.5%
50Δ153.7045.8%4.1%153.7240.6%3.0%
55Δ151.8648.4%3.7%155.3040.7%2.5%
60Δ150.0151.0%3.3%156.8539.8%2.1%
65Δ148.0650.0%2.7%158.4038.9%1.7%
70Δ146.1049.0%2.2%159.9537.9%1.2%
75Δ143.9048.8%1.7%162.3139.1%1.0%
80Δ141.3749.4%1.3%164.6940.3%0.7%

20Δ

Calls
Pseudo strike
166.08
IV
44.5%
B/E move
9.6%
Puts
Pseudo strike
142.28
IV
44.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
163.54
IV
44.3%
B/E move
8.2%
Puts
Pseudo strike
144.65
IV
44.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
161.25
IV
43.9%
B/E move
7.1%
Puts
Pseudo strike
146.70
IV
43.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
159.17
IV
43.8%
B/E move
6.1%
Puts
Pseudo strike
148.71
IV
41.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
157.35
IV
43.8%
B/E move
5.3%
Puts
Pseudo strike
150.56
IV
39.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
155.53
IV
43.9%
B/E move
4.6%
Puts
Pseudo strike
152.14
IV
40.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
153.70
IV
45.8%
B/E move
4.1%
Puts
Pseudo strike
153.72
IV
40.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
151.86
IV
48.4%
B/E move
3.7%
Puts
Pseudo strike
155.30
IV
40.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
150.01
IV
51.0%
B/E move
3.3%
Puts
Pseudo strike
156.85
IV
39.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
148.06
IV
50.0%
B/E move
2.7%
Puts
Pseudo strike
158.40
IV
38.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
146.10
IV
49.0%
B/E move
2.2%
Puts
Pseudo strike
159.95
IV
37.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
143.90
IV
48.8%
B/E move
1.7%
Puts
Pseudo strike
162.31
IV
39.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
141.37
IV
49.4%
B/E move
1.3%
Puts
Pseudo strike
164.69
IV
40.3%
B/E move
0.7%

Options history

IV · four-Friday blend41.93%
Daily close
CROX40.8%49.0%57.3%2026-08-07: 44.85%2026-08-10: 44.98%2026-08-11: 46.83%2026-08-12: 47.20%2026-08-13: 46.00%2026-08-14: 45.02%2026-08-17: 46.20%2026-08-18: 47.79%2026-08-19: 47.79%2026-08-21: 43.82%2026-08-24: 44.31%2026-08-25: 43.99%2026-08-26: 43.59%2026-08-27: 42.72%2026-08-28: 43.70%2026-08-31: 42.59%2026-09-01: 44.44%2026-09-02: 42.14%2026-09-03: 43.95%2026-09-04: 45.38%2026-09-08: 43.20%2026-09-09: 46.50%2026-09-10: 43.61%2026-09-11: 44.78%2026-09-14: 44.86%2026-09-15: 46.88%2026-09-16: 47.96%2026-09-17: 52.16%2026-09-18: 47.36%2026-09-21: 48.52%2026-09-22: 48.09%2026-09-23: 47.07%2026-09-24: 48.53%2026-09-25: 48.06%2026-09-28: 48.38%2026-09-29: 49.95%2026-09-30: 48.94%2026-10-01: 50.85%2026-10-02: 48.61%2026-10-05: 49.00%2026-10-06: 48.88%2026-10-07: 45.52%2026-10-08: 49.31%2026-10-09: 47.68%2026-10-12: 49.89%2026-10-13: 51.29%2026-10-14: 50.25%2026-10-15: 51.74%2026-10-16: 51.57%2026-10-19: 51.31%2026-10-20: 48.98%2026-10-21: 52.52%2026-10-22: 54.20%2026-10-23: 52.76%2026-10-26: 53.55%2026-10-27: 54.25%2026-10-28: 56.17%2026-10-29: 44.43%2026-10-30: 41.93%Aug 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
44.85%
44.98%
46.83%
47.20%
46.00%
45.02%
46.20%
47.79%
47.79%
43.82%
44.31%
43.99%
43.59%
42.72%
43.70%
42.59%
44.44%
42.14%
43.95%
45.38%
43.20%
46.50%
43.61%
44.78%
44.86%
46.88%
47.96%
52.16%
47.36%
48.52%
48.09%
47.07%
48.53%
48.06%
48.38%
49.95%
48.94%
50.85%
48.61%
49.00%
48.88%
45.52%
49.31%
47.68%
49.89%
51.29%
50.25%
51.74%
51.57%
51.31%
48.98%
52.52%
54.20%
52.76%
53.55%
54.25%
56.17%
44.43%
41.93%