CRWD · Expected Move
CrowdStrike Holdings, Inc. Class A Common Stock
The expected move for CRWD is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CRWD straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CRWD Expected Move
30-Day Straddle
$28.55
7-Day Straddle
$14.70
30-Day ATM IV
56.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to CRWD's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CRWD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $28.55 | $14.70 | 56.2% | 35% |
| 20261015 | $29.17 | $14.57 | 52.6% | 19% |
| 20261014 | $30.85 | $16.15 | 54.0% | 25% |
| 20261013 | $30.65 | $17.32 | 51.2% | 12% |
| 20261012 | $31.45 | $11.85 | 50.0% | 7% |
| 20261009 | $29.65 | $13.75 | 49.2% | 3% |
| 20261008 | $30.02 | $14.88 | 49.9% | 6% |
| 20261007 | $29.38 | $15.62 | 48.5% | 0% |
| 20261006 | $31.90 | $17.60 | 49.5% | 3% |
| 20261005 | $32.45 | $11.55 | 49.6% | 3% |
| 20261002 | $29.57 | $14.02 | 50.6% | 7% |
| 20261001 | $31.52 | $15.47 | 53.2% | 18% |
| 20260930 | $31.88 | $17.50 | 52.9% | 17% |
| 20260929 | $33.47 | $19.08 | 54.4% | 23% |
| 20260928 | $34.28 | $13.53 | 55.9% | 29% |
| 20260925 | $29.48 | $14.35 | 52.9% | 17% |
| 20260924 | $31.38 | $15.80 | 54.2% | 22% |
| 20260923 | $33.60 | $18.40 | 55.4% | 27% |
| 20260922 | $30.55 | $17.90 | 53.0% | 17% |
| 20260921 | $32.15 | $12.22 | 54.5% | 23% |
| 20260918 | $26.73 | $13.12 | 51.1% | 9% |
| 20260917 | $30.30 | $15.73 | 54.9% | 25% |
| 20260916 | $30.35 | $16.67 | 55.3% | 26% |
| 20260915 | $31.93 | $18.90 | 56.9% | 33% |
| 20260914 | $31.27 | $12.93 | 56.5% | 31% |
| 20260911 | $22.43 | $10.95 | 49.1% | 2% |
| 20260910 | $24.52 | $13.07 | 51.8% | 19% |
| 20260909 | $24.20 | $13.48 | 50.8% | 15% |
| 20260908 | $24.92 | $15.10 | 51.3% | 17% |
| 20260904 | $23.05 | $10.50 | 49.1% | 9% |
| 20260903 | $24.30 | $12.45 | 50.6% | 14% |
| 20260902 | $23.80 | $13.40 | 50.6% | 14% |
| 20260901 | $24.92 | $16.43 | 50.3% | 13% |
| 20260831 | $28.05 | $13.12 | 52.0% | 20% |
| 20260828 | $24.15 | $13.25 | 49.6% | 11% |
| 20260827 | $26.35 | $16.62 | 52.1% | 20% |
| 20260826 | $26.85 | $20.75 | 61.2% | 54% |
| 20260825 | $26.48 | $19.05 | 61.8% | 56% |
| 20260824 | $27.98 | $16.62 | 62.7% | 60% |
| 20260821 | $26.27 | $16.93 | 61.1% | 54% |
| 20260820 | $26.38 | $17.73 | 61.7% | 56% |
| 20260819 | $28.23 | $19.10 | 61.0% | 53% |
| 20260818 | $29.67 | $20.95 | 60.5% | 51% |
| 20260817 | $31.23 | $10.03 | 62.0% | 59% |
| 20260814 | $28.77 | $11.18 | 59.1% | 49% |
| 20260813 | $32.17 | $13.68 | 63.3% | 65% |
| 20260812 | $30.85 | $14.53 | 61.2% | 58% |
| 20260811 | $31.92 | $15.82 | 62.5% | 62% |
| 20260810 | $33.20 | $11.48 | 63.4% | 65% |
| 20260807 | — | — | 62.9% | 63% |
| 20260806 | $32.02 | $14.75 | 68.4% | 82% |
| 20260805 | $31.85 | $15.12 | 66.7% | 76% |
| 20260804 | $33.70 | $16.80 | 69.1% | 85% |
| 20260803 | $33.88 | $11.50 | 70.4% | 89% |
| 20260731 | $26.95 | $12.32 | 64.9% | 71% |
| 20260730 | $24.73 | $12.53 | 61.0% | 58% |
| 20260729 | $27.88 | $14.57 | 67.7% | 81% |
| 20260728 | $29.95 | $15.55 | 68.5% | 84% |
| 20260727 | $28.35 | $10.62 | 65.8% | 76% |
| 20260724 | $23.93 | $12.25 | 61.4% | 62% |
More on CRWD
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.