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Crowdstrike Holdings Inc CRWD

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:35:58.808Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:49.11600831Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:35:57.868904+00:00

Share price$244.76
1D+0.4%
AH$240$242$244$245$2475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRWD
Sold putSold callAH

Crowdstrike Holdings Inc options

Live interpolated CRWD call and put midpoint premiums by absolute delta.Crowdstrike Holdings Inc$0.00$108.74$217.48$326.22$434.96$227.27$236.72$246.18$255.63$265.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $244.76OPTION PRICELive CRWD spot · $244.76CRWD PRICE$402.81$108.08$1.46$1.80$2.18$2.59$3.02$3.58$4.13$4.81$5.58$6.34$7.05$0.93$1.23$1.56$1.92$2.31$2.74$3.18$3.78$4.39$5.08$5.86$7.68$11.33
PutsCheap0.59×
CallsExpensive1.35×
SkewBullish-67.14 pp
Implied moveBearish±$6.19
TiltBullish82.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ377.58800.0%218.8%238.0963.6%3.1%
25Δ278.12249.0%57.8%239.4962.9%2.7%
30Δ249.0260.0%2.3%240.7162.4%2.3%
35Δ247.9260.2%2.0%241.8362.1%2.0%
40Δ246.8960.2%1.8%242.9061.7%1.7%
45Δ245.9060.1%1.5%243.9161.2%1.5%
50Δ244.9160.1%1.3%244.9160.8%1.2%
55Δ243.9260.4%1.1%245.9361.2%1.1%
60Δ242.9360.8%0.9%246.9561.7%0.9%
65Δ241.8761.2%0.8%248.0261.9%0.7%
70Δ240.7561.8%0.6%249.1561.8%0.6%
75Δ239.6661.2%0.5%251.1670.2%0.5%
80Δ238.6258.5%0.4%254.8789.0%0.5%

20Δ

Calls
Pseudo strike
377.58
IV
800.0%
B/E move
218.8%
Puts
Pseudo strike
238.09
IV
63.6%
B/E move
3.1%

25Δ

Calls
Pseudo strike
278.12
IV
249.0%
B/E move
57.8%
Puts
Pseudo strike
239.49
IV
62.9%
B/E move
2.7%

30Δ

Calls
Pseudo strike
249.02
IV
60.0%
B/E move
2.3%
Puts
Pseudo strike
240.71
IV
62.4%
B/E move
2.3%

35Δ

Calls
Pseudo strike
247.92
IV
60.2%
B/E move
2.0%
Puts
Pseudo strike
241.83
IV
62.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
246.89
IV
60.2%
B/E move
1.8%
Puts
Pseudo strike
242.90
IV
61.7%
B/E move
1.7%

45Δ

Calls
Pseudo strike
245.90
IV
60.1%
B/E move
1.5%
Puts
Pseudo strike
243.91
IV
61.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
244.91
IV
60.1%
B/E move
1.3%
Puts
Pseudo strike
244.91
IV
60.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
243.92
IV
60.4%
B/E move
1.1%
Puts
Pseudo strike
245.93
IV
61.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
242.93
IV
60.8%
B/E move
0.9%
Puts
Pseudo strike
246.95
IV
61.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
241.87
IV
61.2%
B/E move
0.8%
Puts
Pseudo strike
248.02
IV
61.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
240.75
IV
61.8%
B/E move
0.6%
Puts
Pseudo strike
249.15
IV
61.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
239.66
IV
61.2%
B/E move
0.5%
Puts
Pseudo strike
251.16
IV
70.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
238.62
IV
58.5%
B/E move
0.4%
Puts
Pseudo strike
254.87
IV
89.0%
B/E move
0.5%