CRWD option chain CrowdStrike Holdings, Inc.
Cboe delayed options data · as of 09:33 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 ±34.5% (134.23–275.83) · ATM IV 55.1% · P/C open interest 0.77
| 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 | |
| 99.95 | 107.15 | 56.3% | 0.96 | 0.0010 | -0.002 | 105 | 1.54 | 2.57 | 2 | 59.6% | -0.04 | 0.0010 | -0.019 | |||
| 95.55 | 102.65 | 55.9% | 0.95 | 0.0011 | -0.006 | 110 | 1.87 | 3.15 | 1 | 58.9% | -0.05 | 0.0012 | -0.022 | |||
| 91.20 | 98.55 | 56.3% | 0.94 | 0.0013 | -0.009 | 115 | 2.20 | 3.80 | 58.1% | -0.06 | 0.0013 | -0.025 | ||||
| 86.95 | 94.25 | 12 | 55.9% | 0.93 | 0.0015 | -0.013 | 120 | 2.97 | 4.50 | 1 | 58.1% | -0.07 | 0.0015 | -0.028 | ||
| 82.85 | 90.15 | 55.8% | 0.92 | 0.0017 | -0.018 | 125 | 3.70 | 5.10 | 57.4% | -0.09 | 0.0017 | -0.032 | ||||
| 80.30 | 85.90 | 57.9% | 0.90 | 0.0019 | -0.022 | 130 | 4.45 | 6.25 | 7 | 57.4% | -0.10 | 0.0019 | -0.035 | |||
| 74.70 | 80.95 | 53.0% | 0.89 | 0.0021 | -0.026 | 135 | 5.45 | 7.15 | 1 | 25 | 57.1% | -0.12 | 0.0022 | -0.039 | ||
| 70.90 | 77.30 | 53.4% | 0.87 | 0.0023 | -0.030 | 140 | 7.10 | 8.30 | 38 | 57.8% | -0.13 | 0.0024 | -0.042 | |||
| 68.20 | 73.70 | 54.9% | 0.86 | 0.0025 | -0.034 | 145 | 7.35 | 9.45 | 12 | 56.1% | -0.15 | 0.0026 | -0.046 | |||
| 63.65 | 70.20 | 1 | 53.6% | 0.84 | 0.0027 | -0.038 | 150 | 9.35 | 10.80 | 14 | 31 | 56.8% | -0.17 | 0.0028 | -0.049 | |
| 60.30 | 66.80 | 2 | 53.8% | 0.82 | 0.0029 | -0.042 | 155 | 10.05 | 13.05 | 13 | 56.7% | -0.19 | 0.0030 | -0.052 | ||
| 58.80 | 62.60 | 1 | 54.8% | 0.80 | 0.0031 | -0.046 | 160 | 11.65 | 14.10 | 4 | 55.9% | -0.21 | 0.0032 | -0.056 | ||
| 55.45 | 60.40 | 1 | 55.6% | 0.78 | 0.0033 | -0.050 | 165 | 13.75 | 15.95 | 27 | 56.3% | -0.23 | 0.0034 | -0.059 | ||
| 52.45 | 56.30 | 2 | 54.5% | 0.76 | 0.0035 | -0.053 | 170 | 15.00 | 18.35 | 9 | 56.2% | -0.25 | 0.0036 | -0.061 | ||
| 49.60 | 53.65 | 12 | 54.8% | 0.74 | 0.0036 | -0.056 | 175 | 16.95 | 20.40 | 10 | 56.1% | -0.27 | 0.0038 | -0.064 | ||
| 47.05 | 50.55 | 1 | 12 | 54.6% | 0.72 | 0.0038 | -0.059 | 180 | 18.95 | 22.00 | 195 | 55.4% | -0.29 | 0.0039 | -0.066 | |
| 44.80 | 47.95 | 1 | 9 | 55.0% | 0.70 | 0.0039 | -0.062 | 185 | 21.15 | 24.85 | 5 | 91 | 55.9% | -0.31 | 0.0041 | -0.068 |
| 42.05 | 45.05 | 1 | 51 | 54.5% | 0.68 | 0.0041 | -0.064 | 190 | 23.45 | 26.85 | 9 | 28 | 55.4% | -0.34 | 0.0042 | -0.070 |
| 40.55 | 42.70 | 1 | 55.3% | 0.65 | 0.0042 | -0.066 | 195 | 25.85 | 29.40 | 4 | 55.3% | -0.36 | 0.0043 | -0.071 | ||
| 38.00 | 40.35 | 8 | 5 | 55.0% | 0.63 | 0.0043 | -0.068 | 200 | 28.40 | 32.55 | 2 | 4 | 55.7% | -0.38 | 0.0044 | -0.073 |
| 33.80 | 36.15 | 3 | 5 | 55.1% | 0.59 | 0.0044 | -0.071 | 210 | 33.85 | 37.80 | 55.2% | -0.43 | 0.0046 | -0.075 | ||
| 29.70 | 32.15 | 4 | 40 | 54.7% | 0.55 | 0.0045 | -0.073 | 220 | 39.80 | 44.00 | 17 | 55.2% | -0.47 | 0.0048 | -0.075 | |
| 26.25 | 28.65 | 3 | 11 | 54.6% | 0.51 | 0.0045 | -0.074 | 230 | 46.15 | 50.80 | 1 | 1 | 55.4% | -0.51 | 0.0048 | -0.075 |
| 23.20 | 25.75 | 18 | 183 | 54.8% | 0.47 | 0.0045 | -0.074 | 240 | 54.05 | 57.70 | 56.3% | -0.56 | 0.0048 | -0.074 | ||
| 21.00 | 22.90 | 22 | 38 | 55.1% | 0.43 | 0.0044 | -0.073 | 250 | 61.35 | 64.95 | 1 | 56.4% | -0.60 | 0.0048 | -0.073 | |
| 18.25 | 20.35 | 37 | 54.8% | 0.39 | 0.0044 | -0.072 | 260 | 67.20 | 72.50 | 1 | 55.1% | -0.63 | 0.0048 | -0.071 | ||
| 15.85 | 18.85 | 9 | 55.2% | 0.36 | 0.0042 | -0.071 | 270 | 75.15 | 80.80 | 55.6% | -0.67 | 0.0047 | -0.069 | |||
| 13.95 | 16.25 | 1 | 54.7% | 0.33 | 0.0041 | -0.069 | 280 | 83.20 | 88.90 | 55.7% | -0.70 | 0.0046 | -0.066 | |||
| 12.30 | 15.20 | 2 | 55.4% | 0.30 | 0.0039 | -0.066 | 290 | 92.70 | 97.25 | 56.9% | -0.73 | 0.0045 | -0.063 | |||
| 11.35 | 13.05 | 52 | 55.4% | 0.28 | 0.0038 | -0.064 | 300 | 100.45 | 106.20 | 56.6% | -0.76 | 0.0043 | -0.059 | |||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs