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CRSR

CRSR

$13.38 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
58.2%
IV percentile
9.4%
own all (<3y) · n=239
IV rank
12.1%
own all (<1y) · n=239
range
44.8% – 155.5%
own all (<1y) · n=239
low 44.8%239 sessions, all (<1y) · today 58.2%high 155.5%

Term structure · constant maturity

30 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 11-03 time?Earnings 2026-11-03, time unknown - date stated by the vendor's estimate First session it can move: 2026-11-03, 46 calendar days from the 2026-09-18 curve - every tenor of 46d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d95.2%54.1%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session (46d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

90-day IV
65.8%
own all (<3y) 12.9% · n=241
slope, 30d − 90d
-7.6 pts
own all (<3y) 24.3% · n=239
variance risk premium, 30d
+1.3 pts
own all (<3y) 37.0% · n=234

Skew · risk reversal

25-delta4d old
-21.2 pts
own all (<3y) insufficient data (n=1)
10-delta4d old
+60.3 pts
own all (<3y) insufficient data (n=1)

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 3 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short

0 quotes within ±3.1%

29d2026-10-16
2026-10-16: 1 put and 1 call strikes within ±17%, IV 59% to 63%73%58%−17%book spot+17%
64d2026-11-20
2026-11-20: 1 put and 1 call strikes within ±25%, IV 71% to 72%73%58%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (58%–73%), set by the expiries past 7 DTE.

Expiry window · 35–65 DTE

Next earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session, no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-03 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-11-20 Fri632026-10-2335dspans · +17d
exit 11d before
71.0% p 12.5none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no CRSR chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$359k per 1%
own all (<3y) 89.8% · n=64
gamma flip
—
no flip within ±25% of book spot
flip distance
no flip within ±25% of book spot
never observed
0DTE share of volume
not listed daily

book spot $13.51 (unadjusted close, 2026-09-17) · call wall $15.00 (+11.03% from book spot) · put wall $12.50 (-7.48% from book spot) · max pain $12.50 (-7.48% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $13.51 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. CRSR headlines $13.38, its newest unadjusted close, on 2026-09-18; the book was taken at $13.51 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-11-20 expiry: 63 calendar days from 2026-09-18 (64 from the book date), inside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 20 (Δ 0.17), put 10 (Δ -0.11).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move2522.52017.51512.5107.552.5put strike nearest 0.20 delta: 10call strike nearest 0.20 delta: 205.1k05.1k11011025%10%10%25%-$87k+$87kcall wall 15book spot 13.51put wall 12.5strike 25 calls: OI 944 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.05 × 0.15, spread 100.0% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.60 × 12.20, spread 14.0% of mid · Δ -1.00 net GEX +$4k per 1% (calls +$4k, puts +$0)strike 22.5 calls: OI 178 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 0.50, spread 133.3% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.40 × 9.70, spread 14.4% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 20 calls: OI 831 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.45, spread 76.9% of mid · Δ 0.17 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 7.30, spread 19.5% of mid · Δ -0.91 net GEX +$8k per 1% (calls +$8k, puts +$0)strike 17.5 calls: OI 771 (+25) · vol 5 (at ask 2, at bid 2) · NBBO 0.35 × 0.70, spread 66.7% of mid · Δ 0.26 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.90 × 5.00, spread 24.7% of mid · Δ -0.77 net GEX +$10k per 1% (calls +$10k, puts +$0)strike 15 calls: OI 5,099 (+229) · vol 110 (at ask 41, at bid 65, multi-leg 1) · NBBO 0.90 × 1.20, spread 28.6% of mid · Δ 0.41 puts: OI 358 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 2.30 × 2.75, spread 17.8% of mid · Δ -0.58 net GEX +$87k per 1% (calls +$94k, puts -$6k)strike 12.5 calls: OI 2,433 (-11) · vol 4 (at ask 2, at bid 2, multi-leg 2) · NBBO 1.95 × 2.30, spread 16.5% of mid · Δ 0.66 puts: OI 606 (+13) · vol 5 (at ask 0, at bid 5) · NBBO 0.95 × 1.15, spread 19.0% of mid · Δ -0.34 net GEX +$29k per 1% (calls +$40k, puts -$11k)strike 10 calls: OI 3,861 (+6) · vol 12 (at ask 10, at bid 0, multi-leg 2) · NBBO 3.70 × 4.10, spread 10.3% of mid · Δ 0.85 puts: OI 965 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.35, spread 54.5% of mid · Δ -0.11 net GEX +$26k per 1% (calls +$35k, puts -$9k)strike 7.5 calls: OI 2,311 (-12) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 6.00 × 6.40, spread 6.5% of mid · Δ 0.94 puts: OI 498 (+0) · vol 7 (at ask 0, at bid 7) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ -0.03 net GEX +$7k per 1% (calls +$9k, puts -$1k)strike 5 calls: OI 147 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 7.80 × 8.90, spread 13.2% of mid · Δ 0.99 puts: OI 690 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$478 per 1% (calls +$100, puts -$578)strike 2.5 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.30 × 12.00, spread 15.2% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.20, spread no two-sided quote (zero bid) · Δ -0.00 net GEX +$0 per 1% (calls +$0, puts +$0)

2026-11-20 expiry, 10 strikes - every one listed. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$173k per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $12.50 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

γ flip: no flip within ±25% of book spot.

Table view · 10 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.0014.0%12.2010.60250.050.15100.0%0.0522000944+0+$0+$4k+$4k
+0000000-1.0014.4%9.708.4022.50.100.50133.3%0.1100000178+1+$0+$1k+$1k
+0000000-0.9119.5%7.306.00200.200.4576.9%0.1700000831+0+$0+$8k+$8k
+0000000-0.7724.7%5.003.9017.50.350.7066.7%0.2652200771+25+$0+$10k+$10k
+035800011-0.5817.8%2.752.30150.901.2028.6%0.411104165015,099+229-$6k+$94k+$87k
+1360600505-0.3419.0%1.150.9512.51.952.3016.5%0.66422022,433-11-$11k+$40k+$29k
-296500000-0.1154.5%0.350.20103.704.1010.3%0.8512100023,861+6-$9k+$35k+$26k
+049800707-0.03no two-sided quote0.100.007.56.006.406.5%0.94400042,311-12-$1k+$9k+$7k
+069000000-0.01no two-sided quote0.100.0057.808.9013.2%0.9920002147+0-$578+$100-$478
+0000000-0.00no two-sided quote0.200.002.510.3012.0015.2%1.000000013+0+$0+$0+$0