Salesforce Inc.

IV skew is the difference in implied volatility across strike prices for CRM options on NYSE/NASDAQ. In most markets, OTM puts carry higher IV than OTM calls — this is called put skew, reflecting demand for downside protection. When OTM calls carry higher IV it is called call skew, often seen before earnings or in strongly bullish markets. The current CRM ATM IV is 4466.0% with relatively flat skew.

A steep put skew for CRM means OTM put options are expensive relative to calls — the market is pricing in tail-risk to the downside. This makes selling OTM puts relatively attractive (collect elevated premium) but buying put protection expensive. A steep call skew (unusual) signals bullish sentiment or an upcoming event. Traders use the IV skew to select strikes that offer the best premium relative to directional risk.

CRM's current nearest-expiry ATM implied volatility is 4466.0%, compared to the 30-day ATM IV of 5666.0%. The IV Rank of 0 out of 100 contextualises this reading against CRM's own 52-week IV range — low, meaning options are cheap relative to their historical range.

CRM IV skew data — including call IV, put IV by strike, and ATM IV — is refreshed every 5 minutes during United States market hours. StrikeVue is completely free and requires no login or broker account.