What move does the options market price into CrowdStrike's report?

Implied ±11.1%, either direction.

How often does CrowdStrike move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

CRWDNasdaqServices-Prepackaged Software

CrowdStrike Holdings, Inc. (CRWD) earnings date, market-implied expected move, and options open interest by expiry

217.18

−23.82 · −9.88%

post 218.18 +0.46%

After hours17:45 ETdelayed

Open236.00Volume8.9MMkt cap$246.8BP/E5454.50EPS0.04

Day216.51 – 236.438%52-wk85.68 – 286.9966%

CRWD

CrowdStrike Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.1%implied · report alone

8Q avg ±6.4%·×1.74·rich

193.03241.37

straddle ±15.4%

spot 217.20exp Dec 4ATM strike 215ATM straddle 39.47IV 81%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Dec 1

after close · in 26 days

confirmedQ3 FY27

Calendar

Next report

Last report

+20.50%

vs ±11.5% implied · ×1.78

shaded = implied · ▲▼ = realized

Aug 26 '26 · confirmed

Implied vs realized

Linked news

18hAMZN · supplierKyndryl Uses Agentic AI to Accelerate Enterprise Modernization with AWS

News

Largest filed tie

13F top-10 QoQ

+11.52%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

2,471 managers

Top fund weight

1.08%

CRWD weight · XLK

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

CrowdStrike (CRWD) reports on Dec 1 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.9%
avg realized: ±6.4%

Mar 4 '25Mar 4 '25confirmed±7.8%▼−6.34%×0.81

May 7 '25May 7 '25confirmed±3.1%▼−4.67%×1.52

Jun 3 '25Jun 3 '25confirmed±6.2%▼−5.77%×0.92

Aug 27 '25Aug 27 '25confirmed±6.4%▲+4.59%×0.72

Q3 FY26Dec 2 '25confirmed±6.1%▲+1.48%×0.24

Mar 3 '26Mar 3 '26confirmed±6.5%▲+4.15%×0.64

Q1 FY27Jun 3 '26confirmed±7.6%▼−3.81%×0.50

Q2 FY27Aug 26 '26confirmed±11.5%▲+20.50%×1.78

quarterimplied−25%0+25%realized×

Q2 FY27±11.5%▲+20.50%×1.78

Q1 FY27±7.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 11 expiries · Nov 3 close

0.35OI · 11 expiries · Nov 3 closeP/C open interest · Dec 4 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2 nearer expiries

21,263+40%Nov 61d0.8724,477+56%0.87

8,320+48%Nov 138d1.197,013+33%1.19

68,401+2%Nov 2015d1.1858,161+2%1.18

4,384+6%Nov 2722d0.944,650+5%0.94

report · Dec 1 · after close · confirmed

4 later expiries

152,3840%Jan 1571d1.05145,7130%1.05

9,928+8%Feb 19106d0.88

ExpiryPutsCallsP/C

2 nearer expiries

Nov 61d21,263+40%24,477+56%0.87

Nov 138d8,320+48%7,013+33%1.19

Nov 2015d68,401+2%58,161

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.4%

Funds 4

XLK±0.2%

QQQ±0.1%

FTC±0.1%

VUG±0.1%

Suppliers 1

AMZN±3.4%×0.22

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

0.36%as filednet margin · revenue +6.15% QoQ · +25.83% YoY

Revenue$1.5B+6.15%

Gross profit$1.1B74.57%+5.13%

Operating income−$33M−2.26%−8.60%

Pre-tax income$4M−89.93%

Net income$5M0.36%−88.46%

Cost of revenue$374M+9.27%

Operating expenses$1.1B+5.23%

Tax−$1M+80.11%

Other income$37M−46.65%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:45 ET

Intraday

Event sensitivity

CPI ×1.17· ±2.6% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.6%7 of 10×1.17

CPROFcorporate profits±2.4%7 of 12×1.08

PCEpersonal income & outlays±2.1%11 of 19×0.95

GDPgross domestic product±2.0%9 of 19×0.92

NFPjobs report±2.0%8 of 10×0.91

PPIproducer prices±2.0%5 of 10×0.91

FOMCrate decision±1.6%11 of 24×0.74

Bar = avg |move| to ±3% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 26 '26 · confirmed	0.01	—
Q1 FY27	Jun 3 '26 · confirmed	0.11	—
Q3 FY26	Dec 2 '25 · confirmed	-0.14	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod