CRWD option chain CrowdStrike Holdings, Inc.

Expiration Cboe delayed options data · as of 18:33 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±15.1% (181.23–245.88) · ATM IV 51.1% · P/C open interest —

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
77.30	83.90			79.9%	0.98	0.0010	0.000	135	0	4.55			92.1%	-0.02	0.0010	-0.026
72.35	77.40			62.1%	0.97	0.0012	0.000	140	0	4.65			86.7%	-0.03	0.0012	-0.031
67.75	72.60			62.6%	0.97	0.0016	0.000	145	0	4.75			81.5%	-0.03	0.0016	-0.036
62.85	67.35			56.4%	0.96	0.0019	-0.004	150	0.4600	2.01			64.6%	-0.04	0.0019	-0.043
58.35	63.00			59.2%	0.95	0.0024	-0.014	155	0.6200	5.15			74.5%	-0.05	0.0024	-0.050
53.40	57.80			53.3%	0.93	0.0029	-0.026	160	1.02	1.80			56.8%	-0.07	0.0029	-0.059
49.10	53.35			54.4%	0.91	0.0035	-0.038	165	0	5.85			63.8%	-0.09	0.0035	-0.068
44.25	50.95	52		59.1%	0.89	0.0042	-0.052	170	0	6.35			60.1%	-0.11	0.0042	-0.079
40.30	46.65	50		58.7%	0.87	0.0050	-0.066	175	0	7.00			56.6%	-0.13	0.0050	-0.090
36.15	42.55			57.4%	0.84	0.0058	-0.081	180	3.35	4.40	3		53.1%	-0.16	0.0058	-0.102
32.55	38.65	1		57.2%	0.80	0.0066	-0.095	185	4.35	5.70			53.1%	-0.20	0.0066	-0.114
29.45	34.15	7		56.0%	0.77	0.0073	-0.109	190	5.70	6.95	70		52.8%	-0.24	0.0074	-0.125
25.45	29.00			51.2%	0.72	0.0080	-0.122	195	7.10	8.50			52.3%	-0.28	0.0081	-0.135
22.60	25.80	2		51.7%	0.68	0.0087	-0.132	200	8.75	10.90	4		52.9%	-0.32	0.0088	-0.143
20.40	23.05	10		53.1%	0.63	0.0092	-0.141	205	10.80	13.10	1		52.9%	-0.37	0.0093	-0.149
17.95	19.80	157		52.4%	0.59	0.0095	-0.148	210	13.05	15.15	11		52.4%	-0.42	0.0097	-0.152
14.85	16.90	68		50.5%	0.54	0.0098	-0.152	215	15.45	17.45	2		51.6%	-0.47	0.0099	-0.154
12.65	15.15	9		51.2%	0.49	0.0098	-0.153	220	18.10	20.80	1		52.2%	-0.52	0.0100	-0.152
11.00	12.60			50.7%	0.44	0.0097	-0.152	225	20.90	23.70			51.5%	-0.56	0.0099	-0.149
9.45	10.75	11		50.7%	0.40	0.0095	-0.149	230	24.25	26.75	2		51.3%	-0.61	0.0097	-0.143
6.95	10.25			50.7%	0.35	0.0092	-0.144	235	27.50	31.05			52.3%	-0.65	0.0094	-0.136
6.50	7.95	50		50.5%	0.31	0.0088	-0.138	240	30.90	35.85			53.8%	-0.70	0.0090	-0.127
5.45	6.50	42		50.1%	0.28	0.0082	-0.131	245	34.90	39.90			54.6%	-0.73	0.0085	-0.117
4.60	5.80	1		50.9%	0.24	0.0077	-0.123	250	38.85	42.80			52.4%	-0.77	0.0080	-0.106
3.65	5.80	1		52.6%	0.21	0.0071	-0.114	255	42.95	47.55			53.7%	-0.80	0.0074	-0.095
0.1900	7.50			52.0%	0.18	0.0065	-0.105	260	47.15	51.60			53.1%	-0.83	0.0068	-0.083
0	3.50			43.6%	0.16	0.0059	-0.097	265	51.85	56.95			56.5%	-0.85	0.0063	-0.072
0	6.55			55.4%	0.14	0.0054	-0.088	270	56.65	60.25			54.4%	-0.88	0.0057	-0.061
0	6.15			57.2%	0.12	0.0048	-0.080	275	61.20	65.65			57.2%	-0.90	0.0052	-0.050

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

CRWD option chain CrowdStrike Holdings, Inc.

Volatility smile — Oct 23, 2026

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