Crocs, Inc. (CROX)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 21:53 UTC · Figures derived from the full chain (556 contracts, 8 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±13.3% (range 104.18–136.18) by Nov 20, 2026. ATM straddle: 16.00 @ strike 120 · ATM IV: 56.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 108.16 | -10% | 70.9% | 29.1% |
| 114.17 | -5% | 58.9% | 41.1% |
| 120.18 | +0% | 46.7% | 53.3% |
| 126.19 | +5% | 35.3% | 64.7% |
| 132.20 | +10% | 25.6% | 74.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±13.3% | 56.3% | 2,926 |
| Dec 18, 2026 | 60 | ±16.4% | 50.6% | 5,980 |
| Jan 15, 2027 | 88 | ±18.6% | 47.4% | 11.0K |
| Mar 19, 2027 | 151 | ±25.1% | 49.1% | 2,156 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 140 C · 2,495105 P · 555145 C · 461130 C · 441150 C · 362
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 62.8% of the time.
Past earnings reactions
Avg |reaction| 12.3% · median 9.8% (20 reports). Two-session close-to-close window; definition
About Crocs, Inc.
Crocs, Inc., along with its affiliated entities, specializes in the design, development, production, promotion, and distribution of everyday footwear and accessories for men, women, and children. Operating under its well-known Crocs brand, the company provides a diverse range of footwear items, such as its signature clogs, sandals, slides, flip-flops, boots, flats, wedges, platforms, loafers, sneakers, and slippers. Complementing these are accessories like socks and shoe charms. Crocs distributes its merchandise across roughly 85 countries, utilizing multiple sales channels including wholesale partners, its own retail outlets, proprietary e-commerce platforms, and external online marketplaces. By December 31, 2021, its extensive retail network featured 193 outlet stores, 107 traditional retail locations, and an additional 373 company-operated stores, along with 73 kiosks and store-in-store concessions. Furthermore, Crocs managed 14 dedicated e-commerce websites. Geographically, the company's reach extends to the Americas, the Asia Pacific region, Europe, the Middle East, and Africa. Crocs, Inc. was established in 1999 and maintains its corporate headquarters in Broomfield, Colorado
Consumer Cyclical · Apparel - Footwear & Accessories · NASDAQ · Profile: Financial Modeling Prep
Related securities · Consumer Cyclical
TSLA · IV 45.0%AMZN · IV 40.5%GME · IV 59.4%RIVN · IV 65.5%NKE · IV 38.0%BABA · IV 39.7%