CRS implied volatility

CRS implied volatility: the term structure across expirations and the front expiry's smile by strike.

• CRS options traded $805.85K in premium on 2026-10-30: $316.92K in calls and $488.93K in puts, a net bearish lean of $172.01K.
• Put/call ratio 1.54.
• Options price a move of about ±$37.02 by 2026-11-20.
• Max pain for 2027-06-17 is $300.0.

Updated 2026-11-04 10:23 UTC