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CRSPCRISPR Therapeutics AG

Options Analysis Report•BIOLOGICAL PRODUCTS, (NO DIAGNOSTIC SUBSTANCES)
Market Cap $5.6B|NASDAQ
● 2026-08-31$57.72
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +9.6%YTD +7.3%7D +1.1%
6,007
30D
±16.6%
8%

CRSP Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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CRSP Gamma Walls

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Value

Is IV priced right?

5.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 82.6% — elevated vs history

<1.05x

IV/HV 0.93x — IV ≤ HV

Sector Relative≤50%

Sector percentile 58% — above sector median

<1.1x

Front/Back 0.95x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 58.6% — normal range

<80%

Effective IV 112.8% (ATM 58.6% + spread 27.1% + bias) — expensive

<3.0%

Total drag 36.52% (spread 27.11% + slippage 9.41%) — high friction

≥5.0

Vega efficiency 1.63 (vega 4.428 / spread 27.11%) — spread drag

Sentiment

Bullish or bearish?

5.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -30%, Raw: -24%)
|net sentiment| ≥25%

Conviction-weighted: -30% (bearish) — Raw: -24%

≥15%

|OI skew| 30.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +59.6%, OI skew +30.0% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -43%, ATM: +8%, OTM: -31% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 32% — bullish vs sector

Activity

Unusual activity?

5.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.3x avg — normal

≥15%

Vol/OI 7.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +15.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 89% — very active vs sector

≥30%

Large trade volume 20% — mixed

≥60%

Aggressive execution 24% — patient

≥30

Conviction -30 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 27.1% — wide

≥10,000

OI 76,337 — deep

≥500

Volume 6,007/day — active

≤$0.50

$1.36 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 82% — much wider than sector

≥100 contracts

Depth 78.2 contracts (bid:41.5 ask:36.7) — thin

<1.0%

Avg slippage 9.41% — poor

Timing

Is now a good time?

7.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope -5.4% — contango

<30 or >70

IV percentile 83% — seller opportunity

≥10pts kink

IV kink -2.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 52.84 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -30% @ 65% consistency — moderate (bearish)

≥40 composite score

Score 50 (ITM 20% + inst 20%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV fair, mixed flow
Covered Call4.7
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on CRSP

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