CRWD Implied Volatility
CRWD $262.06 · Updated Oct 26, 4:00 PM ET
CRWD at-the-money implied volatility is 69.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 60.3%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 262.5 | 69.0% |
| Nov 6, 2026 | 11 | 262.5 | 63.7% |
| Nov 13, 2026 | 18 | 260 | 59.8% |
| Nov 20, 2026 | 25 | 262.5 | 60.4% |
| Nov 27, 2026 | 32 | 260 | 60.3% |
| Dec 4, 2026 | 39 | 260 | 63.8% |
| Dec 18, 2026 | 53 | 262.5 | 63.7% |
| Jan 15, 2027 | 81 | 262.5 | 61.2% |
| Feb 19, 2027 | 116 | 260 | 59.6% |
| Mar 19, 2027 | 144 | 262.5 | 62.3% |
| Apr 16, 2027 | 172 | 260 | 60.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 242.5 | 72.1% | 72.3% |
| 245 | 81.4% | 71.6% |
| 247.5 | 76.7% | 71.3% |
| 250 | 70.7% | 71.1% |
| 252.5 | 74.9% | 70.5% |
| 255 | 70.3% | 70.1% |
| 257.5 | 69.4% | 69.7% |
| 260 | 68.8% | 69.5% |
| 262.5 | 68.8% | 69.3% |
| 265 | 68.5% | 69.0% |
| 267.5 | 68.5% | 77.8% |
| 270 | 68.7% | 69.1% |
| 272.5 | 68.7% | 68.9% |
| 275 | 69.6% | 71.3% |
| 277.5 | 69.1% | 73.9% |
| 280 | 69.2% | 63.2% |
| 282.5 | 69.5% | 61.6% |
How this is calculated: Implied Volatility methodology