What is CRWD's IV rank?

At the last close, CRWD's IV rank was 88 with 30-day implied volatility of 74.6%. IV sits 88% of the way from its one-year low to its one-year high. Its IV percentile was 99: IV is higher than 99% of the past year's readings.

What is the expected move for CRWD?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $47.81 (21.1%), a range of $178.80 to $274.42. 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 last close, these OptionClaws preset screens had passing trades on CRWD: Cash-Secured Put Entries on Mega Caps (13), Bull Call Spreads on High-Beta Names (12), Long Call Butterflies for Pinning (5). Open a screen in the app to see the individual trades, refreshed intraday.

Is CRWD option volume above average?

At the last close, CRWD option volume was 0.8x its average, quieter than usual.

CRWD options: IV rank, expected move and trade screens

CrowdStrike Holdings, Inc. · Technology

In the app, stock prices are live and options data is refreshed intraday.

CRWD last closed at $226.61 with 30-day implied volatility of 74.6%. That is near the top of its one-year range (IV rank 88), so option premiums on CRWD are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 99% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $47.81, or 21.1%.

The price is above its 200-day moving average (+31.6%) but below its 50-day (-7.5%), a pullback inside a longer uptrend. It is 18.7% below its 52-week high and 158.8% above its 52-week low. The 14-day RSI of 42.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $14.14, about 6.2% of the price, a measure of a typical day's range.

Option volume at the close (49.5K contracts) was 0.8x its average, quieter than usual. A beta of 1.64 means CRWD has tended to move about 1.6 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 13 trades.

CRWD stats at the close

Price: $226.61; Market cap $232B
Implied volatility: 74.6%; 30-day, at the money
IV rank: 88; IV sits 88% of the way from its one-year low to its one-year high.
IV percentile: 99; IV is higher than 99% of the past year's readings.
ATR (14-day): $14.14; 6.2% of the price on a typical day
RSI (14-day): 42.1; Between 30 and 70, neutral
52-week range: -18.7% from high; +158.8% from the 52-week low
Moving averages: -7.5% vs 50-day; +31.6% vs the 200-day
Beta: 1.64; Sensitivity to the broad market
Option volume: 0.8x avg; 49.5K contracts vs 66K 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.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	71.6%	±$22.46 (9.9%)	$204.15 to $249.07	$17.95
Dec 11, 202628 days	76.2%	±$47.81 (21.1%)	$178.80 to $274.42	$37.93
Jan 15, 202763 days	66.6%	±$62.73 (27.7%)	$163.88 to $289.34	$49.80
Feb 19, 202798 days	63.9%	±$75.03 (33.1%)	$151.58 to $301.64	$59.68

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.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

13 trades pass on CRWD

Annualized return: 9.5% to 45.8%
Probability of profit: 77.2% to 94.3%

Cash-secured put screener

Bull Call Spreads on High-Beta Names

Bull Call Spread

12 trades pass on CRWD

Return on risk: 102.0% to 247.8%
Probability of profit: 30.4% to 46.8%

Bull call spread screener

Long Call Butterflies for Pinning

Call Butterfly

5 trades pass on CRWD

Return on risk: 250.9% to 1,000%+
Probability of profit: 7.9% to 55.1%

Butterfly spread screener

CRWD options FAQ

What is CRWD's IV rank?: At the last close, CRWD's IV rank was 88 with 30-day implied volatility of 74.6%. IV sits 88% of the way from its one-year low to its one-year high. Its IV percentile was 99: IV is higher than 99% of the past year's readings.
What is the expected move for CRWD?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $47.81 (21.1%), a range of $178.80 to $274.42. 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 last close, these OptionClaws preset screens had passing trades on CRWD: Cash-Secured Put Entries on Mega Caps (13), Bull Call Spreads on High-Beta Names (12), Long Call Butterflies for Pinning (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is CRWD option volume above average?: At the last close, CRWD option volume was 0.8x its average, quieter than usual.

Stocks by IV rank Expected move by stock All options screeners Options guides

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.