Company research workspace
CRWDCrowdStrike Holdings, Inc.
Next verified event unavailable · Earnings history
Past events · reconstructed
Historical reconstruction for CRWD
Observed outcomes from 8 earnings events (Nov 26, 2024 – Aug 26, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-11-26Realized move 4.5869%Implied move 8.2696%Signed actual -4.5869% · Reconstructed · 6 IV checkpointsUpdated Oct 8, 2026
Exact data table
CRWD · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 4.5869% | 8.2696% | Signed actual -4.5869% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 6.3359% | 9.3604% | Signed actual -6.3359% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 5.7697% | 7.2573% | Signed actual -5.7697% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.5882% | 7.9143% | Signed actual 4.5882% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.4752% | 7.384% | Signed actual 1.4752% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.1541% | 7.9315% | Signed actual 4.1541% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 3.8148% | 10.2477% | Signed actual -3.8148% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 20.499% | 8.1319% | Signed actual 20.499% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 8 | 5 / 8 | -2.5% | 19.1% | -50.9% |
| Bull Put Spread | 8 | 4 / 8 | -17.6% | 24.5% | -100.3% |
| Iron Condor | 8 | 3 / 8 | -25.3% | 13.7% | -109.5% |
| Long Strangle | 8 | 3 / 8 | 21.9% | 178.2% | -68.1% |
| Calendar | 7 | 1 / 7 | -25.4% | 15.9% | -79.3% |
| Long Straddle | 6 | 2 / 6 | 3.0% | 67.6% | -34.1% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $132.00
- Payoff max loss
- -$868.00
- Payoff max profit
- $132.00
- Modeled exit P&L
- $125.9015.3% on stored risk basis $821.00
Entry Aug 12, 2026 → Exit Aug 25, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$110.89Expiration P/L $132.00Update time unavailable
Event / reference markers
- Entry spot: $221.78
- Expiry breakeven $251.32: $251.32
- sell call strike $250.00: $250.00
- buy call strike $260.00: $260.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Entry spot reference | Update time unavailable | |
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $132.00 | Update time unavailable | ||
| $70.86 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$150.92 | Update time unavailable | ||
| -$372.70 | Update time unavailable | ||
| -$594.48 | Update time unavailable | ||
| -$816.26 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable | ||
| -$868.00 | Update time unavailable |
Exact contracts and modeled fills · dollars per share
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CRWD260828C00250000 | $250.00 call · 2026-08-28 | $3.84 | $0.10 |
| BUY × 1 | CRWD260828C00260000 | $260.00 call · 2026-08-28 | $2.52 | $0.07 |
Breakevens: $251.32. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
4 quote gaps · Record hist_CRWD_9b81a22659ed859f · Historical methodology