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Crocs Inc CROX

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
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Market dataready · fetched 2026-10-16T00:22:07.591Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:11:47.559683449Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:22:06.994599+00:00

Share price$124.85
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$1.45$7.96$14.48$20.99$27.51$97.15$110.79$124.44$138.08$151.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CROX spot · $124.85CROX PRICE$2.15$2.85$3.60$4.36$5.30$6.34$7.97$9.55$10.90$12.32$13.85$16.45$19.80$2.75$3.60$4.64$5.95$7.30$8.68$10.17$11.71$13.67$16.07$19.00$21.59$25.63
PutsExpensive1.45×
CallsExpensive1.27×
SkewBearish+2.11 pp
Implied moveBearish±$18.13
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.2953.0%18.9%109.4057.4%14.6%
25Δ142.1552.6%16.1%112.9556.0%12.4%
30Δ138.5552.3%13.9%116.1255.8%10.7%
35Δ135.1651.5%11.8%118.8557.5%9.6%
40Δ132.3651.5%10.3%121.6758.2%8.4%
45Δ129.6352.2%8.9%124.5558.1%7.2%
50Δ127.1355.8%8.2%127.3957.5%6.1%
55Δ124.5858.7%7.4%130.2456.8%5.1%
60Δ121.7158.0%6.2%133.2756.7%4.2%
65Δ118.8757.0%5.1%136.6357.4%3.4%
70Δ116.0855.9%4.1%140.4058.6%2.8%
75Δ112.5658.1%3.3%143.9057.4%2.0%
80Δ108.4461.5%2.7%148.7158.2%1.4%

20Δ

Calls
Pseudo strike
146.29
IV
53.0%
B/E move
18.9%
Puts
Pseudo strike
109.40
IV
57.4%
B/E move
14.6%

25Δ

Calls
Pseudo strike
142.15
IV
52.6%
B/E move
16.1%
Puts
Pseudo strike
112.95
IV
56.0%
B/E move
12.4%

30Δ

Calls
Pseudo strike
138.55
IV
52.3%
B/E move
13.9%
Puts
Pseudo strike
116.12
IV
55.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
135.16
IV
51.5%
B/E move
11.8%
Puts
Pseudo strike
118.85
IV
57.5%
B/E move
9.6%

40Δ

Calls
Pseudo strike
132.36
IV
51.5%
B/E move
10.3%
Puts
Pseudo strike
121.67
IV
58.2%
B/E move
8.4%

45Δ

Calls
Pseudo strike
129.63
IV
52.2%
B/E move
8.9%
Puts
Pseudo strike
124.55
IV
58.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
127.13
IV
55.8%
B/E move
8.2%
Puts
Pseudo strike
127.39
IV
57.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
124.58
IV
58.7%
B/E move
7.4%
Puts
Pseudo strike
130.24
IV
56.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
121.71
IV
58.0%
B/E move
6.2%
Puts
Pseudo strike
133.27
IV
56.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
118.87
IV
57.0%
B/E move
5.1%
Puts
Pseudo strike
136.63
IV
57.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
116.08
IV
55.9%
B/E move
4.1%
Puts
Pseudo strike
140.40
IV
58.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
112.56
IV
58.1%
B/E move
3.3%
Puts
Pseudo strike
143.90
IV
57.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
108.44
IV
61.5%
B/E move
2.7%
Puts
Pseudo strike
148.71
IV
58.2%
B/E move
1.4%