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Crowdstrike Holdings Inc CRWD

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:18:00.842Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:53.383949201Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:59.809305+00:00

Share price$244.56
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$2.91$15.50$28.09$40.69$53.28$193.04$220.25$247.46$274.67$301.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRWD spot · $244.56CRWD PRICE$4.27$5.56$7.01$8.54$10.50$12.47$14.66$16.72$19.61$23.24$26.74$28.99$34.44$4.93$7.05$8.38$10.43$12.71$14.93$17.41$20.23$23.70$27.83$32.01$38.90$49.65
PutsFair1.04×
CallsCheap0.87×
SkewNeutral-0.22 pp
Implied moveBearish±$32.08
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.1353.8%19.2%216.3453.1%13.6%
25Δ278.1852.5%16.0%221.5055.9%12.3%
30Δ271.1152.1%13.7%228.3052.3%10.1%
35Δ264.7051.4%11.7%233.5652.5%8.8%
40Δ259.4852.5%10.4%238.6852.6%7.6%
45Δ254.1352.7%9.0%243.7251.8%6.4%
50Δ248.9152.9%7.8%248.6951.2%5.4%
55Δ243.7351.8%6.5%253.7050.8%4.5%
60Δ238.6552.9%5.6%258.9751.2%3.8%
65Δ233.1754.8%4.8%264.8351.7%3.1%
70Δ227.5755.2%4.0%270.7051.4%2.4%
75Δ222.9251.9%3.0%278.8853.5%1.9%
80Δ215.9853.9%2.4%290.7857.7%1.4%

20Δ

Calls
Pseudo strike
287.13
IV
53.8%
B/E move
19.2%
Puts
Pseudo strike
216.34
IV
53.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
278.18
IV
52.5%
B/E move
16.0%
Puts
Pseudo strike
221.50
IV
55.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
271.11
IV
52.1%
B/E move
13.7%
Puts
Pseudo strike
228.30
IV
52.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
264.70
IV
51.4%
B/E move
11.7%
Puts
Pseudo strike
233.56
IV
52.5%
B/E move
8.8%

40Δ

Calls
Pseudo strike
259.48
IV
52.5%
B/E move
10.4%
Puts
Pseudo strike
238.68
IV
52.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
254.13
IV
52.7%
B/E move
9.0%
Puts
Pseudo strike
243.72
IV
51.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
248.91
IV
52.9%
B/E move
7.8%
Puts
Pseudo strike
248.69
IV
51.2%
B/E move
5.4%

55Δ

Calls
Pseudo strike
243.73
IV
51.8%
B/E move
6.5%
Puts
Pseudo strike
253.70
IV
50.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
238.65
IV
52.9%
B/E move
5.6%
Puts
Pseudo strike
258.97
IV
51.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
233.17
IV
54.8%
B/E move
4.8%
Puts
Pseudo strike
264.83
IV
51.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
227.57
IV
55.2%
B/E move
4.0%
Puts
Pseudo strike
270.70
IV
51.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
222.92
IV
51.9%
B/E move
3.0%
Puts
Pseudo strike
278.88
IV
53.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
215.98
IV
53.9%
B/E move
2.4%
Puts
Pseudo strike
290.78
IV
57.7%
B/E move
1.4%