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Crocs Inc CROX

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
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Market dataready · fetched 2026-10-15T20:41:38.868Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.498802735Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:31.448199+00:00

Share price$124.77
1D+3.4%
AH$120$122$123$125$1265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCROX
Sold putSold callAH

Crocs Inc options

Live interpolated CROX call and put midpoint premiums by absolute delta.Crocs Inc$0.31$2.62$4.93$7.24$9.56$118.62$121.80$124.99$128.17$131.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $124.77OPTION PRICELive CROX spot · $124.77CROX PRICE$0.56$0.70$0.84$0.98$1.12$1.26$1.77$2.96$4.15$5.33$6.52$7.70$8.89$0.60$0.68$0.76$0.84$0.92$1.00$1.08$1.65$2.95$4.25$5.56$6.86$8.17
PutsExpensive1.92×
CallsExpensive1.15×
SkewBullish-16.32 pp
Implied moveBullish±$2.85
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.5479.5%4.3%120.2284.6%4.1%
25Δ128.7475.3%3.7%120.9477.6%3.6%
30Δ127.9371.1%3.2%121.6770.7%3.1%
35Δ127.1366.9%2.7%122.3963.8%2.6%
40Δ126.3262.7%2.1%123.1256.9%2.1%
45Δ125.5258.5%1.6%123.8449.9%1.5%
50Δ124.5360.0%1.2%124.5743.0%1.0%
55Δ123.2371.8%1.1%125.5543.2%0.7%
60Δ121.9383.5%1.0%126.9354.1%0.6%
65Δ120.6295.3%1.0%128.3065.0%0.6%
70Δ119.32107.0%0.9%129.6875.8%0.5%
75Δ118.02118.8%0.8%131.0686.7%0.5%
80Δ116.71130.5%0.7%132.4397.6%0.4%

20Δ

Calls
Pseudo strike
129.54
IV
79.5%
B/E move
4.3%
Puts
Pseudo strike
120.22
IV
84.6%
B/E move
4.1%

25Δ

Calls
Pseudo strike
128.74
IV
75.3%
B/E move
3.7%
Puts
Pseudo strike
120.94
IV
77.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
127.93
IV
71.1%
B/E move
3.2%
Puts
Pseudo strike
121.67
IV
70.7%
B/E move
3.1%

35Δ

Calls
Pseudo strike
127.13
IV
66.9%
B/E move
2.7%
Puts
Pseudo strike
122.39
IV
63.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
126.32
IV
62.7%
B/E move
2.1%
Puts
Pseudo strike
123.12
IV
56.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
125.52
IV
58.5%
B/E move
1.6%
Puts
Pseudo strike
123.84
IV
49.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
124.53
IV
60.0%
B/E move
1.2%
Puts
Pseudo strike
124.57
IV
43.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
123.23
IV
71.8%
B/E move
1.1%
Puts
Pseudo strike
125.55
IV
43.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
121.93
IV
83.5%
B/E move
1.0%
Puts
Pseudo strike
126.93
IV
54.1%
B/E move
0.6%

65Δ

Calls
Pseudo strike
120.62
IV
95.3%
B/E move
1.0%
Puts
Pseudo strike
128.30
IV
65.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
119.32
IV
107.0%
B/E move
0.9%
Puts
Pseudo strike
129.68
IV
75.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
118.02
IV
118.8%
B/E move
0.8%
Puts
Pseudo strike
131.06
IV
86.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
116.71
IV
130.5%
B/E move
0.7%
Puts
Pseudo strike
132.43
IV
97.6%
B/E move
0.4%