CRWD option chain CrowdStrike Holdings, Inc.
Cboe delayed options data · as of 21:33 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 ±45.2% (117.17–310.62) · ATM IV 57.0% · P/C open interest 2.82
| 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 | |
| 111.85 | 116.85 | 4 | 56.0% | 0.93 | 0.0010 | -0.009 | 110 | 4.45 | 5.55 | 647 | 58.9% | -0.07 | 0.0010 | -0.022 | ||
| 107.95 | 113.25 | 6 | 56.6% | 0.92 | 0.0011 | -0.012 | 115 | 5.70 | 6.40 | 15 | 59.2% | -0.08 | 0.0012 | -0.025 | ||
| 104.10 | 109.05 | 55.9% | 0.91 | 0.0012 | -0.014 | 120 | 6.50 | 7.35 | 2 | 38 | 58.7% | -0.09 | 0.0013 | -0.027 | ||
| 100.35 | 105.65 | 56.4% | 0.90 | 0.0014 | -0.017 | 125 | 7.55 | 8.35 | 1 | 107 | 58.4% | -0.10 | 0.0014 | -0.029 | ||
| 96.65 | 102.35 | 54 | 56.7% | 0.89 | 0.0015 | -0.020 | 130 | 8.75 | 9.55 | 17 | 58.2% | -0.11 | 0.0015 | -0.032 | ||
| 93.10 | 98.05 | 24 | 55.7% | 0.88 | 0.0016 | -0.022 | 135 | 8.30 | 11.05 | 3 | 4 | 56.5% | -0.12 | 0.0016 | -0.034 | |
| 89.65 | 95.30 | 5 | 56.5% | 0.87 | 0.0017 | -0.025 | 140 | 10.40 | 13.20 | 2 | 7 | 58.0% | -0.14 | 0.0018 | -0.036 | |
| 85.00 | 91.25 | 54.4% | 0.85 | 0.0018 | -0.028 | 145 | 12.55 | 14.80 | 1 | 3 | 58.7% | -0.15 | 0.0019 | -0.038 | ||
| 83.00 | 88.20 | 10 | 55.8% | 0.84 | 0.0019 | -0.030 | 150 | 13.40 | 16.50 | 4 | 71 | 57.9% | -0.17 | 0.0020 | -0.040 | |
| 79.00 | 87.00 | 5 | 12 | 56.7% | 0.83 | 0.0020 | -0.033 | 155 | 14.15 | 18.55 | 1 | 1,030 | 57.4% | -0.18 | 0.0021 | -0.042 |
| 76.75 | 83.10 | 4 | 5 | 55.4% | 0.81 | 0.0022 | -0.035 | 160 | 17.50 | 18.65 | 169 | 57.2% | -0.19 | 0.0022 | -0.044 | |
| 73.95 | 78.70 | 9 | 55.5% | 0.80 | 0.0023 | -0.037 | 165 | 19.15 | 20.55 | 6 | 57.0% | -0.21 | 0.0024 | -0.046 | ||
| 71.65 | 75.95 | 2 | 8 | 56.0% | 0.78 | 0.0024 | -0.040 | 170 | 21.25 | 24.45 | 708 | 58.5% | -0.22 | 0.0025 | -0.048 | |
| 69.05 | 73.40 | 4 | 6 | 56.2% | 0.77 | 0.0024 | -0.042 | 175 | 23.05 | 24.25 | 1 | 94 | 56.5% | -0.24 | 0.0026 | -0.050 |
| 66.75 | 70.95 | 6 | 56.6% | 0.75 | 0.0025 | -0.044 | 180 | 23.20 | 27.20 | 8 | 42 | 55.5% | -0.26 | 0.0027 | -0.052 | |
| 63.15 | 67.85 | 9 | 55.5% | 0.74 | 0.0026 | -0.046 | 185 | 26.05 | 31.10 | 4 | 57.1% | -0.27 | 0.0028 | -0.053 | ||
| 62.30 | 64.50 | 44 | 56.0% | 0.72 | 0.0027 | -0.048 | 190 | 27.80 | 32.90 | 2 | 26 | 57.9% | -0.29 | 0.0028 | -0.055 | |
| 59.45 | 63.00 | 5 | 56.2% | 0.71 | 0.0028 | -0.049 | 195 | 30.80 | 35.90 | 24 | 58.0% | -0.30 | 0.0029 | -0.056 | ||
| 56.25 | 60.85 | 32 | 55.7% | 0.69 | 0.0028 | -0.051 | 200 | 33.95 | 38.55 | 51 | 57.3% | -0.32 | 0.0030 | -0.057 | ||
| 52.70 | 56.55 | 105 | 112 | 56.2% | 0.66 | 0.0029 | -0.054 | 210 | 40.30 | 43.90 | 4 | 104 | 57.8% | -0.35 | 0.0031 | -0.059 |
| 48.75 | 55.00 | 3 | 79 | 55.9% | 0.63 | 0.0030 | -0.056 | 220 | 43.25 | 49.60 | 3 | 17 | 56.1% | -0.38 | 0.0033 | -0.061 |
| 44.80 | 49.35 | 10 | 120 | 56.4% | 0.60 | 0.0031 | -0.058 | 230 | 51.75 | 55.60 | 31 | 57.5% | -0.42 | 0.0034 | -0.062 | |
| 41.85 | 45.45 | 3 | 68 | 56.4% | 0.57 | 0.0032 | -0.059 | 240 | 56.65 | 60.90 | 2 | 56.0% | -0.45 | 0.0034 | -0.063 | |
| 38.85 | 41.55 | 2 | 333 | 56.1% | 0.55 | 0.0032 | -0.060 | 250 | 64.00 | 67.40 | 56.4% | -0.48 | 0.0035 | -0.064 | ||
| 35.75 | 38.60 | 7 | 56.0% | 0.52 | 0.0032 | -0.061 | 260 | 71.65 | 75.20 | 1 | 57.4% | -0.51 | 0.0035 | -0.064 | ||
| 32.75 | 37.30 | 3 | 62 | 55.8% | 0.49 | 0.0032 | -0.061 | 270 | 78.60 | 82.25 | 3 | 57.3% | -0.53 | 0.0036 | -0.064 | |
| 30.95 | 34.70 | 1 | 56.2% | 0.47 | 0.0032 | -0.061 | 280 | 86.05 | 89.55 | 500 | 57.3% | -0.56 | 0.0036 | -0.063 | ||
| 27.70 | 31.70 | 1 | 56.1% | 0.45 | 0.0032 | -0.061 | 290 | 93.65 | 95.95 | 56.6% | -0.59 | 0.0036 | -0.063 | |||
| 26.60 | 30.30 | 2 | 25 | 56.3% | 0.42 | 0.0031 | -0.061 | 300 | 101.50 | 104.85 | 57.4% | -0.62 | 0.0036 | -0.062 | ||
| 24.60 | 28.30 | 13 | 56.4% | 0.40 | 0.0031 | -0.060 | 310 | 108.80 | 115.00 | 58.4% | -0.64 | 0.0036 | -0.061 | |||
| 23.10 | 26.65 | 1 | 128 | 57.5% | 0.38 | 0.0030 | -0.060 | 320 | 117.40 | 123.00 | 58.7% | -0.66 | 0.0036 | -0.060 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs