CRWD option chain CrowdStrike Holdings, Inc.
Cboe delayed options data · as of 21:53 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 ±25.4% (170.45–286.35) · ATM IV 54.9% · P/C open interest 0.76
| 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 | |
| 112.50 | 119.80 | 3 | 68.6% | 0.98 | 0.0006 | -0.005 | 115 | 0.5600 | 1.87 | 2 | 83 | 72.5% | -0.02 | 0.0006 | -0.020 | |
| 108.05 | 115.05 | 11 | 68.6% | 0.97 | 0.0007 | -0.009 | 120 | 0.9600 | 1.35 | 1 | 26 | 66.9% | -0.03 | 0.0007 | -0.023 | |
| 102.70 | 110.55 | 24 | 64.8% | 0.97 | 0.0009 | -0.013 | 125 | 0.6900 | 1.89 | 41 | 222 | 64.7% | -0.03 | 0.0009 | -0.026 | |
| 98.10 | 105.90 | 14 | 64.0% | 0.96 | 0.0010 | -0.017 | 130 | 1.51 | 1.70 | 1 | 397 | 64.0% | -0.04 | 0.0010 | -0.030 | |
| 94.50 | 101.35 | 18 | 66.7% | 0.95 | 0.0012 | -0.022 | 135 | 1.65 | 2.53 | 2 | 106 | 64.2% | -0.05 | 0.0012 | -0.034 | |
| 89.10 | 96.80 | 11 | 62.6% | 0.94 | 0.0014 | -0.027 | 140 | 1.98 | 2.93 | 4 | 421 | 63.6% | -0.06 | 0.0014 | -0.038 | |
| 84.65 | 92.40 | 30 | 62.0% | 0.93 | 0.0016 | -0.032 | 145 | 2.66 | 3.60 | 146 | 63.3% | -0.07 | 0.0016 | -0.043 | ||
| 81.20 | 88.00 | 221 | 63.5% | 0.92 | 0.0018 | -0.038 | 150 | 3.10 | 3.60 | 515 | 60.7% | -0.08 | 0.0018 | -0.048 | ||
| 76.05 | 83.75 | 39 | 60.8% | 0.91 | 0.0021 | -0.044 | 155 | 3.70 | 4.25 | 2 | 68 | 60.0% | -0.09 | 0.0021 | -0.054 | |
| 72.75 | 79.70 | 1 | 21 | 62.2% | 0.89 | 0.0023 | -0.050 | 160 | 4.45 | 5.60 | 456 | 61.3% | -0.11 | 0.0024 | -0.059 | |
| 69.95 | 74.30 | 39 | 61.5% | 0.88 | 0.0026 | -0.056 | 165 | 5.35 | 6.05 | 2 | 129 | 59.6% | -0.12 | 0.0026 | -0.065 | |
| 64.70 | 71.65 | 63 | 60.9% | 0.86 | 0.0028 | -0.062 | 170 | 6.15 | 8.40 | 9 | 160 | 61.2% | -0.14 | 0.0029 | -0.071 | |
| 59.75 | 67.80 | 42 | 58.6% | 0.84 | 0.0031 | -0.069 | 175 | 7.40 | 8.80 | 1 | 124 | 59.9% | -0.16 | 0.0032 | -0.077 | |
| 56.90 | 64.00 | 61 | 59.4% | 0.82 | 0.0034 | -0.075 | 180 | 8.65 | 9.20 | 150 | 58.3% | -0.18 | 0.0034 | -0.082 | ||
| 52.45 | 60.50 | 34 | 58.0% | 0.80 | 0.0036 | -0.081 | 185 | 10.00 | 10.50 | 4 | 218 | 58.0% | -0.20 | 0.0037 | -0.088 | |
| 50.35 | 56.05 | 107 | 58.1% | 0.78 | 0.0039 | -0.086 | 190 | 11.25 | 12.15 | 13 | 234 | 57.9% | -0.23 | 0.0040 | -0.093 | |
| 46.20 | 52.35 | 23 | 56.4% | 0.75 | 0.0041 | -0.091 | 195 | 13.05 | 14.05 | 3 | 220 | 57.8% | -0.25 | 0.0042 | -0.098 | |
| 45.30 | 49.35 | 1 | 146 | 59.0% | 0.73 | 0.0044 | -0.096 | 200 | 14.80 | 15.65 | 19 | 629 | 57.4% | -0.27 | 0.0044 | -0.102 |
| 39.00 | 42.15 | 155 | 56.7% | 0.68 | 0.0048 | -0.104 | 210 | 18.75 | 19.95 | 21 | 282 | 57.3% | -0.32 | 0.0048 | -0.109 | |
| 34.25 | 35.85 | 2 | 297 | 56.0% | 0.63 | 0.0051 | -0.111 | 220 | 22.45 | 24.65 | 13 | 388 | 56.2% | -0.38 | 0.0052 | -0.115 |
| 28.10 | 32.30 | 63 | 225 | 55.6% | 0.58 | 0.0053 | -0.115 | 230 | 25.15 | 30.35 | 40 | 334 | 54.1% | -0.43 | 0.0054 | -0.118 |
| 24.45 | 26.90 | 42 | 1,832 | 54.9% | 0.52 | 0.0054 | -0.116 | 240 | 33.50 | 35.00 | 201 | 922 | 55.5% | -0.49 | 0.0056 | -0.119 |
| 20.15 | 23.85 | 46 | 593 | 55.1% | 0.47 | 0.0054 | -0.116 | 250 | 37.95 | 42.90 | 15 | 101 | 55.2% | -0.54 | 0.0056 | -0.118 |
| 18.25 | 19.20 | 15 | 287 | 54.8% | 0.42 | 0.0053 | -0.114 | 260 | 45.00 | 49.60 | 1 | 113 | 55.4% | -0.59 | 0.0056 | -0.116 |
| 14.55 | 16.65 | 6 | 792 | 54.0% | 0.38 | 0.0052 | -0.111 | 270 | 51.10 | 57.15 | 40 | 54.7% | -0.64 | 0.0055 | -0.112 | |
| 11.55 | 16.10 | 10 | 724 | 55.3% | 0.34 | 0.0050 | -0.106 | 280 | 59.70 | 62.95 | 6 | 42 | 53.8% | -0.68 | 0.0053 | -0.107 |
| 10.65 | 12.05 | 12 | 1,522 | 54.4% | 0.30 | 0.0047 | -0.101 | 290 | 66.55 | 72.65 | 26 | 54.4% | -0.72 | 0.0051 | -0.101 | |
| 9.40 | 10.50 | 44 | 521 | 55.3% | 0.26 | 0.0044 | -0.095 | 300 | 75.50 | 81.55 | 11 | 56.0% | -0.76 | 0.0048 | -0.094 | |
| 7.90 | 10.70 | 7 | 139 | 57.5% | 0.23 | 0.0042 | -0.088 | 310 | 84.10 | 88.95 | 1 | 54.6% | -0.80 | 0.0046 | -0.088 | |
| 6.45 | 7.75 | 4 | 129 | 55.3% | 0.20 | 0.0038 | -0.082 | 320 | 92.75 | 98.40 | 9 | 55.4% | -0.83 | 0.0043 | -0.081 | |
| 4.75 | 6.35 | 699 | 738 | 54.0% | 0.18 | 0.0035 | -0.075 | 330 | 100.50 | 107.45 | 9 | 53.2% | -0.86 | 0.0040 | -0.074 | |
| 4.60 | 5.40 | 3 | 68 | 55.2% | 0.15 | 0.0032 | -0.069 | 340 | 109.70 | 117.80 | 9 | 55.3% | -0.88 | 0.0038 | -0.068 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs