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Crowdstrike Holdings Inc CRWD

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:12:45.079Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:12:37.655534331Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:12:43.545919+00:00

Share price$244.00
1D+0.2%
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$0.56$3.35$6.13$8.92$11.70$227.12$235.21$243.30$251.39$259.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $244.00OPTION PRICELive CRWD spot · $244.00CRWD PRICE$0.91$1.22$1.58$1.95$2.40$2.86$3.44$4.06$4.81$5.70$6.60$7.52$10.90$0.87$1.14$1.43$1.75$2.08$2.44$2.82$3.20$3.72$4.24$4.77$5.36$5.95
PutsCheap0.49×
CallsCheap0.71×
SkewBullish-16.49 pp
Implied moveBullish±$6.26
TiltBullish15.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ251.2764.4%3.4%237.7859.6%2.9%
25Δ249.8264.6%2.9%239.0858.5%2.5%
30Δ248.6365.3%2.5%240.2957.5%2.1%
35Δ247.4465.9%2.2%241.3056.7%1.8%
40Δ246.3566.5%1.9%242.3155.9%1.5%
45Δ245.2667.1%1.7%243.2254.9%1.3%
50Δ244.1668.2%1.5%244.0953.9%1.1%
55Δ243.0569.5%1.3%244.9752.9%0.9%
60Δ241.8671.1%1.1%245.8452.4%0.8%
65Δ240.5973.2%0.9%246.7051.8%0.6%
70Δ239.2873.9%0.8%247.5751.1%0.5%
75Δ237.9473.3%0.6%248.4249.2%0.4%
80Δ234.4892.9%0.6%249.2847.2%0.3%

20Δ

Calls
Pseudo strike
251.27
IV
64.4%
B/E move
3.4%
Puts
Pseudo strike
237.78
IV
59.6%
B/E move
2.9%

25Δ

Calls
Pseudo strike
249.82
IV
64.6%
B/E move
2.9%
Puts
Pseudo strike
239.08
IV
58.5%
B/E move
2.5%

30Δ

Calls
Pseudo strike
248.63
IV
65.3%
B/E move
2.5%
Puts
Pseudo strike
240.29
IV
57.5%
B/E move
2.1%

35Δ

Calls
Pseudo strike
247.44
IV
65.9%
B/E move
2.2%
Puts
Pseudo strike
241.30
IV
56.7%
B/E move
1.8%

40Δ

Calls
Pseudo strike
246.35
IV
66.5%
B/E move
1.9%
Puts
Pseudo strike
242.31
IV
55.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
245.26
IV
67.1%
B/E move
1.7%
Puts
Pseudo strike
243.22
IV
54.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
244.16
IV
68.2%
B/E move
1.5%
Puts
Pseudo strike
244.09
IV
53.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
243.05
IV
69.5%
B/E move
1.3%
Puts
Pseudo strike
244.97
IV
52.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
241.86
IV
71.1%
B/E move
1.1%
Puts
Pseudo strike
245.84
IV
52.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
240.59
IV
73.2%
B/E move
0.9%
Puts
Pseudo strike
246.70
IV
51.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
239.28
IV
73.9%
B/E move
0.8%
Puts
Pseudo strike
247.57
IV
51.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
237.94
IV
73.3%
B/E move
0.6%
Puts
Pseudo strike
248.42
IV
49.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
234.48
IV
92.9%
B/E move
0.6%
Puts
Pseudo strike
249.28
IV
47.2%
B/E move
0.3%