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CoreWeave, Inc. Class A Common Stock CRWV

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Market dataready · fetched 2026-11-06T13:55:12.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T13:55:04.867518838Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T13:55:11.438815+00:00

Share price$47.68
1D-0.3%
$47.48$47.56$47.65$47.74$47.825:30 AM6:30 AM9:00 AM1:00 PMCRWV
Sold putSold call

CoreWeave, Inc. Class A Common Stock options

Live interpolated CRWV call and put midpoint premiums by absolute delta.CoreWeave, Inc. Class A Common Stock$0.00$19.71$39.41$59.12$78.82$36.15$42.10$48.05$54.00$59.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRWV spot · $47.68CRWV PRICE$1.06$1.36$1.71$2.11$2.47$2.81$3.22$3.62$4.01$4.41$4.78$5.39$5.52$2.48$3.38$4.41$5.58$6.96$8.78$10.80$13.50$17.41$22.44$36.04$73.06
Puts——
CallsExpensive1.12×
Skew——
Implied moveBearish±$14.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.81155.8%25.6%37.20271.1%27.2%
25Δ56.26151.5%20.8%39.63272.7%24.0%
30Δ54.43151.0%17.7%41.97280.7%21.2%
35Δ52.89151.5%15.4%44.30283.5%18.8%
40Δ51.28146.5%12.7%46.70288.0%16.7%
45Δ49.83140.5%10.4%49.34298.6%14.9%
50Δ48.59137.1%8.7%52.20305.9%13.2%
55Δ47.42132.5%7.1%55.62314.8%11.7%
60Δ46.35126.5%5.6%60.13334.1%10.4%
65Δ45.37120.6%4.4%65.78356.3%9.1%
70Δ44.49113.6%3.3%79.61435.1%8.6%
75Δ43.51111.6%2.6%116.64582.6%8.6%
80Δ42.9797.8%1.7%

20Δ

Calls
Pseudo strike
58.81
IV
155.8%
B/E move
25.6%
Puts
Pseudo strike
37.20
IV
271.1%
B/E move
27.2%

25Δ

Calls
Pseudo strike
56.26
IV
151.5%
B/E move
20.8%
Puts
Pseudo strike
39.63
IV
272.7%
B/E move
24.0%

30Δ

Calls
Pseudo strike
54.43
IV
151.0%
B/E move
17.7%
Puts
Pseudo strike
41.97
IV
280.7%
B/E move
21.2%

35Δ

Calls
Pseudo strike
52.89
IV
151.5%
B/E move
15.4%
Puts
Pseudo strike
44.30
IV
283.5%
B/E move
18.8%

40Δ

Calls
Pseudo strike
51.28
IV
146.5%
B/E move
12.7%
Puts
Pseudo strike
46.70
IV
288.0%
B/E move
16.7%

45Δ

Calls
Pseudo strike
49.83
IV
140.5%
B/E move
10.4%
Puts
Pseudo strike
49.34
IV
298.6%
B/E move
14.9%

50Δ

Calls
Pseudo strike
48.59
IV
137.1%
B/E move
8.7%
Puts
Pseudo strike
52.20
IV
305.9%
B/E move
13.2%

55Δ

Calls
Pseudo strike
47.42
IV
132.5%
B/E move
7.1%
Puts
Pseudo strike
55.62
IV
314.8%
B/E move
11.7%

60Δ

Calls
Pseudo strike
46.35
IV
126.5%
B/E move
5.6%
Puts
Pseudo strike
60.13
IV
334.1%
B/E move
10.4%

65Δ

Calls
Pseudo strike
45.37
IV
120.6%
B/E move
4.4%
Puts
Pseudo strike
65.78
IV
356.3%
B/E move
9.1%

70Δ

Calls
Pseudo strike
44.49
IV
113.6%
B/E move
3.3%
Puts
Pseudo strike
79.61
IV
435.1%
B/E move
8.6%

75Δ

Calls
Pseudo strike
43.51
IV
111.6%
B/E move
2.6%
Puts
Pseudo strike
116.64
IV
582.6%
B/E move
8.6%

80Δ

Calls
Pseudo strike
42.97
IV
97.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend115.60%
Daily close
CRWV57.0%96.0%135.0%2026-08-10: 119.82%2026-08-11: 129.63%2026-08-12: 84.85%2026-08-13: 81.28%2026-08-14: 75.30%2026-08-17: 82.80%2026-08-18: 81.61%2026-08-19: 81.52%2026-08-20: 78.67%2026-08-21: 74.89%2026-08-24: 79.62%2026-08-25: 80.03%2026-08-26: 83.60%2026-08-27: 73.95%2026-08-28: 66.02%2026-08-31: 68.26%2026-09-01: 69.83%2026-09-02: 68.69%2026-09-03: 68.54%2026-09-04: 71.59%2026-09-08: 86.40%2026-09-09: 78.92%2026-09-10: 84.69%2026-09-11: 69.49%2026-09-14: 76.14%2026-09-15: 77.38%2026-09-16: 77.41%2026-09-17: 79.15%2026-09-18: 71.96%2026-09-21: 75.79%2026-09-22: 74.16%2026-09-23: 74.68%2026-09-24: 75.38%2026-09-25: 68.08%2026-09-28: 73.27%2026-09-29: 74.85%2026-09-30: 77.14%2026-10-01: 71.12%2026-10-02: 66.52%2026-10-05: 68.52%2026-10-06: 71.05%2026-10-07: 67.72%2026-10-08: 69.11%2026-10-09: 62.38%2026-10-12: 65.13%2026-10-13: 72.96%2026-10-14: 96.97%2026-10-15: 96.34%2026-10-16: 99.53%2026-10-19: 102.66%2026-10-20: 102.66%2026-10-21: 105.14%2026-10-22: 114.95%2026-10-23: 106.93%2026-10-26: 115.76%2026-10-27: 112.83%2026-10-28: 108.58%2026-10-29: 105.28%2026-10-30: 115.60%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
119.82%
129.63%
84.85%
81.28%
75.30%
82.80%
81.61%
81.52%
78.67%
74.89%
79.62%
80.03%
83.60%
73.95%
66.02%
68.26%
69.83%
68.69%
68.54%
71.59%
86.40%
78.92%
84.69%
69.49%
76.14%
77.38%
77.41%
79.15%
71.96%
75.79%
74.16%
74.68%
75.38%
68.08%
73.27%
74.85%
77.14%
71.12%
66.52%
68.52%
71.05%
67.72%
69.11%
62.38%
65.13%
72.96%
96.97%
96.34%
99.53%
102.66%
102.66%
105.14%
114.95%
106.93%
115.76%
112.83%
108.58%
105.28%
115.60%