CRWD options: IV rank, expected move and trade screens

CrowdStrike Holdings, Inc. · Technology

As of the close on . In the app, data is refreshed intraday.

CRWD closed at $259.25 on Sep 28, 2026 with 30-day implied volatility of 56.1%. That is in the upper half of its one-year range (IV rank 58), so premiums are somewhat richer than usual for CRWD. Measured by IV percentile, IV is higher than 69% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $43.03, or 16.6%.

The price is above its 50-day moving average (+21.1%) but still below its 200-day (-37.3%). It is 66.9% below its 52-week high and 44.5% above its 52-week low. The 14-day RSI of 60.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $13.11, about 5.1% of the price, a measure of a typical day's range.

Option volume at the close (89.2K contracts) was 0.8x its average, close to normal. A beta of 1.68 means CRWD has tended to move about 1.7 times as much as the broad market. 3 of our preset screens found trades on CRWD at the close, led by Cash-Secured Put Entries on Mega Caps with 26 trades.

CRWD stats at the close

Price
$259.25
Market cap $265B
Implied volatility
56.1%
30-day, at the money
IV rank
58
IV sits 58% of the way from its one-year low to its one-year high.
IV percentile
69
IV is higher than 69% of the past year's readings.
ATR (14-day)
$13.11
5.1% of the price on a typical day
RSI (14-day)
60.1
Between 30 and 70, neutral
52-week range
-66.9% from high
+44.5% from the 52-week low
Moving averages
+21.1% vs 50-day
-37.3% vs the 200-day
Beta
1.68
Sensitivity to the broad market
Option volume
0.8x avg
89.2K contracts vs 108K average

CRWD expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days62.4%±$16.92 (6.5%)$242.33 to $276.17$13.52
Oct 30, 202632 days56.1%±$43.03 (16.6%)$216.22 to $302.28$34.28
Nov 20, 202653 days55.9%±$55.22 (21.3%)$204.03 to $314.47$43.90
Dec 18, 202681 days60.7%±$74.15 (28.6%)$185.10 to $333.40$58.78

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for CRWD from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

CRWD options FAQ

What is CRWD's IV rank?
At the close on Sep 28, 2026, CRWD's IV rank was 58 with 30-day implied volatility of 56.1%. IV sits 58% of the way from its one-year low to its one-year high. Its IV percentile was 69: IV is higher than 69% of the past year's readings.
What is the expected move for CRWD?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $43.03 (16.6%), a range of $216.22 to $302.28. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on CRWD?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on CRWD: Cash-Secured Put Entries on Mega Caps (26), Bull Call Spreads on High-Beta Names (19), Long Call Butterflies for Pinning (6). Open a screen in the app to see the individual trades, refreshed intraday.
Is CRWD option volume above average?
On Sep 28, 2026, CRWD option volume was 0.8x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.