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CrowdStrike Holdings CRWD 241.0 -3.68 -1.5%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $241.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$6.41 $234.59 – $247.41 $233.31 – $248.69 $227.26 – $254.74
2 sessions ±3.7% ±$8.92 $232.08 – $249.92 $230.20 – $251.80 $221.79 – $260.21
3 sessions ±4.7% ±$11.21 $229.79 – $252.21 $227.62 – $254.38 $217.12 – $264.88
1 week ±5.9% ±$14.27 $226.73 – $255.27 $223.58 – $258.42 $210.63 – $271.37
2 weeks ±8.3% ±$20.00 $221.00 – $261.00 $216.25 – $265.75 $198.32 – $283.68
3 weeks ±10.3% ±$24.77 $216.23 – $265.77 $210.20 – $271.80 $188.63 – $293.37
1 month Earnings ±15.6% ±$37.67 $203.33 – $278.67 $194.27 – $287.73 $161.81 – $320.19
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CRWD reports in 19 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.26%
Average actual move
7.11%
Beyond the implied move
1 / 7
Median IV change
-35.09%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±8.40% +20.50% 2.44× —
June 04, 2026 ±8.86% -3.81% 0.43× —
March 04, 2026 ±7.96% +4.15% 0.52× —
August 28, 2025 ±7.72% +4.59% 0.59× 57.8% → 36.3%
June 04, 2025 ±7.30% -5.77% 0.79× 54.0% → 39.1%
March 05, 2025 ±9.25% -6.34% 0.69× 69.1% → 46.3%
November 27, 2024 ±8.32% -4.59% 0.55× 61.9% → 35.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →