CRWD option chain CrowdStrike Holdings, Inc.
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 ±14.3% (196.39–262.09) · ATM IV 54.8% · P/C open interest 0.62
| 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 | |
| 91.25 | 99.25 | 77.4% | 0.99 | 0.0005 | -0.010 | 135 | 0 | 0.6800 | 80.0% | -0.01 | 0.0005 | -0.019 | ||||
| 86.45 | 94.30 | 40 | 76.1% | 0.99 | 0.0006 | -0.014 | 140 | 0 | 0.7300 | 75.9% | -0.01 | 0.0006 | -0.023 | |||
| 81.45 | 89.10 | 67.0% | 0.98 | 0.0008 | -0.018 | 145 | 0 | 0.8100 | 72.4% | -0.02 | 0.0008 | -0.027 | ||||
| 77.80 | 84.10 | 20 | 78.1% | 0.98 | 0.0010 | -0.024 | 150 | 0 | 1.15 | 71.9% | -0.02 | 0.0010 | -0.032 | |||
| 73.55 | 78.35 | 72.6% | 0.97 | 0.0012 | -0.030 | 155 | 0 | 1.51 | 70.6% | -0.03 | 0.0012 | -0.038 | ||||
| 68.10 | 73.65 | 20 | 66.0% | 0.97 | 0.0015 | -0.038 | 160 | 0.0700 | 1.59 | 1 | 1 | 67.0% | -0.03 | 0.0016 | -0.045 | |
| 64.55 | 69.00 | 72.5% | 0.96 | 0.0019 | -0.047 | 165 | 0.2700 | 1.39 | 62.2% | -0.04 | 0.0019 | -0.054 | ||||
| 58.85 | 63.95 | 62.9% | 0.95 | 0.0024 | -0.058 | 170 | 0.8700 | 1.70 | 2 | 68 | 63.4% | -0.05 | 0.0024 | -0.064 | ||
| 54.05 | 59.40 | 9 | 61.2% | 0.93 | 0.0029 | -0.070 | 175 | 1.10 | 1.85 | 128 | 21 | 60.5% | -0.07 | 0.0029 | -0.076 | |
| 49.65 | 54.25 | 58.0% | 0.91 | 0.0035 | -0.084 | 180 | 1.56 | 2.27 | 6 | 88 | 59.5% | -0.09 | 0.0035 | -0.089 | ||
| 45.30 | 49.40 | 5 | 6 | 56.0% | 0.89 | 0.0042 | -0.098 | 185 | 2.04 | 3.00 | 6 | 54 | 59.0% | -0.11 | 0.0042 | -0.103 |
| 41.05 | 44.90 | 8 | 55.0% | 0.87 | 0.0050 | -0.114 | 190 | 2.71 | 3.55 | 6 | 31 | 57.6% | -0.13 | 0.0050 | -0.119 | |
| 37.60 | 41.65 | 59.0% | 0.84 | 0.0057 | -0.130 | 195 | 3.40 | 4.30 | 68 | 29 | 56.2% | -0.16 | 0.0058 | -0.134 | ||
| 33.60 | 37.65 | 31 | 57.9% | 0.80 | 0.0065 | -0.146 | 200 | 4.50 | 5.50 | 19 | 69 | 56.3% | -0.20 | 0.0066 | -0.150 | |
| 30.25 | 33.25 | 7 | 13 | 56.6% | 0.77 | 0.0073 | -0.161 | 205 | 5.50 | 7.45 | 8 | 38 | 56.8% | -0.23 | 0.0073 | -0.165 |
| 25.90 | 30.20 | 25 | 55.4% | 0.73 | 0.0080 | -0.175 | 210 | 6.80 | 7.85 | 12 | 63 | 53.8% | -0.28 | 0.0080 | -0.178 | |
| 22.60 | 26.70 | 91 | 54.6% | 0.68 | 0.0086 | -0.186 | 215 | 8.55 | 10.75 | 41 | 100 | 55.8% | -0.32 | 0.0087 | -0.189 | |
| 20.15 | 24.00 | 7 | 55.9% | 0.64 | 0.0092 | -0.195 | 220 | 10.20 | 12.05 | 3 | 88 | 53.8% | -0.37 | 0.0092 | -0.198 | |
| 17.80 | 19.65 | 7 | 21 | 53.6% | 0.59 | 0.0096 | -0.201 | 225 | 12.35 | 14.05 | 101 | 62 | 53.1% | -0.41 | 0.0096 | -0.204 |
| 14.80 | 17.90 | 12 | 13 | 53.9% | 0.54 | 0.0098 | -0.204 | 230 | 14.75 | 18.25 | 3 | 91 | 55.6% | -0.46 | 0.0099 | -0.207 |
| 13.05 | 14.90 | 23 | 8 | 53.4% | 0.49 | 0.0099 | -0.204 | 235 | 17.45 | 20.70 | 288 | 116 | 55.0% | -0.51 | 0.0100 | -0.207 |
| 10.85 | 13.00 | 106 | 9 | 53.1% | 0.44 | 0.0098 | -0.202 | 240 | 20.25 | 23.00 | 1 | 108 | 53.4% | -0.56 | 0.0100 | -0.204 |
| 9.25 | 12.10 | 2 | 98 | 54.9% | 0.40 | 0.0097 | -0.196 | 245 | 23.50 | 25.85 | 1 | 39 | 52.7% | -0.61 | 0.0098 | -0.198 |
| 7.75 | 9.65 | 4 | 32 | 53.4% | 0.35 | 0.0093 | -0.188 | 250 | 26.00 | 31.85 | 36 | 55.5% | -0.65 | 0.0095 | -0.190 | |
| 6.05 | 8.20 | 2 | 56 | 52.5% | 0.31 | 0.0089 | -0.178 | 255 | 29.95 | 35.50 | 4 | 56.1% | -0.70 | 0.0091 | -0.180 | |
| 5.30 | 6.95 | 3 | 429 | 53.2% | 0.27 | 0.0084 | -0.167 | 260 | 33.45 | 39.65 | 23 | 56.2% | -0.74 | 0.0086 | -0.169 | |
| 4.15 | 6.20 | 2 | 189 | 53.4% | 0.24 | 0.0078 | -0.155 | 265 | 37.45 | 42.55 | 41 | 54.0% | -0.77 | 0.0080 | -0.157 | |
| 3.55 | 4.70 | 7 | 53 | 52.6% | 0.20 | 0.0072 | -0.142 | 270 | 42.00 | 46.00 | 1 | 24 | 53.3% | -0.81 | 0.0074 | -0.144 |
| 2.78 | 5.00 | 5 | 31 | 55.0% | 0.18 | 0.0065 | -0.130 | 275 | 45.95 | 52.00 | 13 | 56.9% | -0.84 | 0.0068 | -0.132 | |
| 2.34 | 3.45 | 3 | 27 | 53.1% | 0.15 | 0.0059 | -0.118 | 280 | 50.45 | 56.35 | 57.4% | -0.86 | 0.0062 | -0.119 | ||
| 1.87 | 2.85 | 5 | 37 | 53.0% | 0.13 | 0.0053 | -0.106 | 285 | 55.75 | 60.05 | 1 | 57.8% | -0.88 | 0.0056 | -0.108 | |
| 1.42 | 2.39 | 2 | 68 | 52.9% | 0.11 | 0.0047 | -0.095 | 290 | 59.90 | 65.55 | 10 | 59.8% | -0.90 | 0.0051 | -0.097 | |
| 1.16 | 2.30 | 8 | 20 | 54.4% | 0.10 | 0.0042 | -0.086 | 295 | 64.55 | 70.00 | 12 | 59.7% | -0.92 | 0.0046 | -0.087 | |
| 0.7900 | 1.50 | 5 | 55 | 51.9% | 0.08 | 0.0037 | -0.077 | 300 | 69.05 | 74.75 | 86 | 59.6% | -0.94 | 0.0041 | -0.079 | |
| 0.5000 | 2.97 | 23 | 59.6% | 0.07 | 0.0033 | -0.069 | 305 | 74.10 | 79.55 | 1 | 61.6% | -0.95 | 0.0037 | -0.070 | ||
| 0 | 1.16 | 1 | 16 | 49.7% | 0.06 | 0.0029 | -0.062 | 310 | 78.85 | 84.55 | 46 | 63.0% | -0.96 | 0.0032 | -0.064 | |
| 0 | 2.07 | 160 | 57.8% | 0.05 | 0.0026 | -0.055 | 315 | 83.65 | 89.45 | 64.0% | -0.97 | 0.0030 | -0.057 | |||
| 0.6500 | 0.8500 | 8 | 407 | 56.4% | 0.05 | 0.0023 | -0.050 | 320 | 88.45 | 92.75 | 1 | -0.98 | 0.0027 | -0.049 | ||
| 0.4700 | 0.6900 | 9 | 32 | 56.0% | 0.04 | 0.0020 | -0.045 | 325 | 91.70 | 99.85 | 1 | 53.8% | -0.98 | 0.0023 | -0.040 | |
| 0.0300 | 1.18 | 90 | 58.4% | 0.04 | 0.0018 | -0.041 | 330 | 96.60 | 104.70 | 1 | -0.99 | 0.0018 | -0.036 | |||
| 0 | 2.11 | 3 | 66.7% | 0.03 | 0.0016 | -0.037 | 335 | 101.95 | 110.05 | 65.4% | -0.99 | 0.0015 | -0.033 | |||
| 0.0100 | 0.8800 | 21 | 59.2% | 0.03 | 0.0014 | -0.034 | 340 | 106.55 | 114.70 | -0.99 | 0.0011 | -0.027 | ||||
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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.