Option Focus | CoreWeave Sees $13.30 Million Bullish Put Spread Despite Stock Drop, as Institutions Collect Premium with Low IV Percentile at Just 4%

Option Witch09-26

CoreWeave closed at $87.59, down 2.82%.

Despite the session decline, options flow tilted firmly bullish. A dominant $13.30 million net-credit put spread overshadowed a modest $63,000 bearish put purchase, signaling that large traders were more interested in collecting premium and positioning for stability or upside than in chasing downside momentum.

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Options Indicators

CoreWeave’s implied volatility stands at 75.43%, while its IV percentile is just 3.98%, indicating that although absolute volatility remains high, current option pricing is actually cheap relative to its own recent range and reflects a low-percentile volatility environment. With an IV/HV ratio of 1.05, implied volatility is only slightly above realized volatility, suggesting options are being priced close to recent actual movement rather than at a large premium.

The Call/Put volume ratio is 1.94.

Large Trades

A bullish put spread with a net credit of $13.30 million was the standout large trade, pairing the sale of 5,000 Jan. 19, 2029 $90.00 puts with the purchase of 2,500 Jan. 15, 2027 $90.00 puts. As a same-strike, different-expiration put spread, this was a premium-collecting bullish structure rather than a synthetic position, and the trade’s size should be read from the stated net credit of $13.30 million. With the stock reference price at $87.59, the $90.00 strike sits in the money, which suggests the trader was willing to take on downside assignment risk in exchange for collecting premium while using the long-dated bought puts as protection. Strategically, this points to a constructive outlook that expects the stock to hold up or improve over time, with the structure designed to monetize that view while tempering tail risk.

A put buy worth $63,000 was the other displayed large trade, consisting of 1,500 contracts of the Oct. 2, 2026 $78.00 put. This was a single-leg bearish position, and with the strike below the current stock price of $87.59, it was out of the money at execution. That makes it a relatively low-cost downside hedge or speculative bearish bet, aimed at protecting against or profiting from a meaningful decline before expiration. Even so, its size was modest compared with the bullish spread, so while it introduces some caution, it does not materially alter the day’s overall read. Overall, the large-trade flow was clearly bullish: the dominant activity was a sizable premium-collecting bullish spread that outweighed the lone small bearish put purchase, indicating institutional positioning favored a constructive to moderately bullish view on CRWV rather than preparing for aggressive downside pressure.

Strategy Reference

With IV percentile at just 3.98%, a seller looking for low assignment probability could consider shorter-dated OTM puts such as the Oct. 2, 2026 $78.00 strike, while traders preferring to limit margin exposure may favor a bull put spread rather than a naked short put.

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Comments

  • Cedric77
    09-28 07:36
    Cedric77
    Abstract from FB - UNCLE INVESTING : 摩根大通將CoreWeave $CRWV 的評級上調至“增持”,目標價為125美元。 定價走強,7月的費率上漲了25%,短期計算價格約為長期合約價格的3倍,近期簽署的交易價格接近4,000萬美元/兆瓦。 摩根大通表示,定價和利潤率的提升足以抵消不斷增長的債務。
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