Bear Put Spreads Below the 200-Day
Bear Put Spread264 trades pass on CRWV
- Return on risk
- 21.2% to 214.5%
- Probability of profit
- 38.7% to 81.2%
CoreWeave, Inc. · Technology
In the app, stock prices are live and options data is refreshed intraday.
CRWV last closed at $53.13 with 30-day implied volatility of 96.6%. That is in the lower half of its one-year range (IV rank 43), so premiums are on the modest side for CRWV. Measured by IV percentile, IV is higher than 66% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $14.28, or 26.9%.
The price is below both its 50-day (-26.5%) and 200-day (-40.5%) moving averages. It is 61.5% below its 52-week high and 21.7% above its 52-week low. The 14-day RSI of 43.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $6.57, about 12.4% of the price, a measure of a typical day's range.
Option volume at the close (444K contracts) was 0.9x its average, close to normal. A beta of 3.44 means CRWV has tended to move about 3.4 times as much as the broad market. 7 of our preset screens found trades on CRWV at the close, led by Bear Put Spreads Below the 200-Day with 264 trades.
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 | 111.0% | ±$8.17 (15.4%) | $44.96 to $61.30 | $6.50 |
| Dec 11, 202628 days | 97.0% | ±$14.28 (26.9%) | $38.85 to $67.41 | $11.33 |
| Jan 15, 202763 days | 92.6% | ±$20.44 (38.5%) | $32.69 to $73.57 | $16.08 |
| Feb 19, 202798 days | 91.6% | ±$25.21 (47.4%) | $27.92 to $78.34 | $20.17 |
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.
Counts and ranges for CRWV 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.
264 trades pass on CRWV
247 trades pass on CRWV
48 trades pass on CRWV
2 trades pass on CRWV
1 trade passes on CRWV
1 trade passes on CRWV
1 trade passes on CRWV
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.