Symbol:    
CrowdStrike Holdings Inc 
Options Root:  Open Help    CRWD  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days45.52%41.70%50.59%188.53% - 20-Mar24.08% - 22-Jan
20 days58.92%56.45%48.20%142.99% - 26-Mar33.50% - 19-Feb
30 days55.46%55.83%57.98%118.49% - 02-Apr31.50% - 19-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help59.69%56.76%60.48%116.31% - 16-Mar49.11% - 22-Jan
IV Index put Open Help58.36%55.43%60.47%116.79% - 16-Mar49.03% - 06-Feb
IV Index mean Open Help59.02%56.10%60.47%116.55% - 16-Mar49.23% - 07-Feb
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days47.49%47.33%27.58%84.42% - 16-Mar-17.83% - 15-Jan
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
54.67%57.29% 5.12500.82
(19.19)
5.125Aug 14, 2020 114.0113.550-1.80
(-33.64)
3.5500-42.63%53.45%
52.69%53.65% 4.45000.60
(15.58)
4.450Aug 14, 2020 115.0114.000-1.50
(-27.27)
4.0000-46.35%53.05%
53.39%49.93% 4.02500.62
(18.38)
4.025Aug 14, 2020 116.0114.875-2.28
(-31.82)
4.8750-49.79%57.49%
56.14%46.61% 3.80000.67
(21.60)
3.800Aug 14, 2020 117.0115.050-2.38
(-31.99)
5.0500-53.85%52.74%
54.79%65.05% 8.02500.90
(12.63)
8.025Aug 21, 2020 111.0183.650-1.92
(-34.53)
3.6500-35.14%55.93%
54.43%62.33% 7.40000.95
(14.73)
7.400Aug 21, 2020 112.0183.975-1.15
(-22.44)
3.9750-37.74%55.00%
54.05%59.54% 6.80000.82
(13.81)
6.800Aug 21, 2020 113.0184.375-2.32
(-34.70)
4.3750-40.51%54.63%
54.92%53.81% 5.85000.88
(17.59)
5.850Aug 21, 2020 115.0185.650-2.18
(-27.80)
5.6500-46.13%57.67%
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