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CRWVCoreWeave, Inc. Class A Common Stock

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $46.5B|NASDAQ
● 2026-08-28$84.23
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y -18.3%YTD +6.2%7D -4.1%
185,846
30D
±20.7%
9%

CRWV Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

6.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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CRWV Gamma Walls

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Value

Is IV priced right?

6.6
ExpensiveCheap

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

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 89.4% — elevated vs history

<1.05x

IV/HV 0.68x — IV ≤ HV

Sector Relative≤50%

Sector percentile 77% — above sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 75.8% — normal range

<80%

Effective IV 83.4% (ATM 75.8% + spread 3.8% + bias) — expensive

<3.0%

Total drag 6.22% (spread 3.78% + slippage 2.44%) — high friction

≥5.0

Vega efficiency 33.68 (vega 12.730 / spread 3.78%) — efficient

Sentiment

Bullish or bearish?

6.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +6%, Raw: +2%)
|net sentiment| ≥25%

Conviction-weighted: +6% (neutral) — Raw: +2%

≥15%

|OI skew| 8.6% — balanced

Same sign, |vol skew| ≥10%

Vol skew +15.9%, OI skew +8.6% — aligned

≥2/3 conditions

0-DTE 49%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +27%, ATM: +5%, OTM: -1% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 65% — bearish vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 8.6% — normal turnover

≥2 days

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

≥5%

OI change -8.7% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 78% — active vs sector

≥30%

Large trade volume 29% — mixed

≥60%

Aggressive execution 32% — patient

≥30

Conviction +6 (bullish) — mixed

Liquidity

Can I trade efficiently?

6.5
IlliquidLiquid

Evaluates

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

Risk Checks5/8 checks passed
≤5.0%

Spread 3.8% — acceptable

≥10,000

OI 2,168,148 — deep

≥500

Volume 185,846/day — active

≤$0.50

$0.19 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 86% — much wider than sector

≥100 contracts

Depth 242.5 contracts (bid:115.7 ask:126.8) — adequate

<1.0%

Avg slippage 2.44% — poor

Timing

Is now a good time?

7.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -7.9% — contango

<30 or >70

IV percentile 89% — seller opportunity

≥10pts kink

IV kink -3.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 124.19 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +6% @ 53% consistency — unclear

≥40 composite score

Score 59 (ITM 20% + inst 29%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV cheap, bullish flow
Long Puts5.8
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV too cheap, bullish flow
Covered Call4.8
bearishIV too cheap, bullish 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.