CRWD Options History — July 2019

Name: CRWD Options Analytics - July 2019
Creator: Options Analysis Suite

In July 2019, CRWD traded between $87.53 and $94.60. ATM implied volatility averaged 59.1%. The 30-day expected move averaged 17.0%. Max pain ranged from $80.00 to $85.00. Net GEX was positive for 4 of 4 trading days. Term structure was in contango for 4 of 4 days. Put/call ratio averaged 0.39.

Notable Days

2019-07-30: Highest Volume — 16,786 contracts
2019-07-29: Largest IV spike — 13.6% change
2019-07-31: Largest Expected Move — 18.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.23	$87.53	$94.60	$93.85	$88.95
Max Pain	$81.25	$80.00	$85.00	$80.00	$85.00
ATM IV	59.1%	52.1%	64.7%	52.1%	64.7%
Expected Move	17.0%	14.9%	18.6%	14.9%	18.6%
Term Structure	2.6%	0.5%	6.6%	6.6%	0.5%
VWIV	59.7%	52.9%	64.5%	52.9%	64.5%
Skew 25d	3.8%	1.8%	5.4%	1.8%	4.8%
Skew 10d	7.5%	3.4%	11.3%	3.4%	9.0%
Call IV 25d	58.6%	52.4%	63.4%	52.4%	63.4%
Put IV 25d	62.4%	54.3%	68.3%	54.3%	68.3%
Bid-Ask Spread %	14.61	11.97	18.65	11.97	18.65
Gamma HHI	0.20	0.20	0.21	0.21	0.20
Net GEX	3.7M	3.0M	4.3M	4.3M	3.0M
Net DEX	-121.6M	-152.5M	-88.9M	-147.5M	-97.2M
Net VEX	-361.6K	-386.8K	-344.7K	-344.7K	-386.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.34	0.46	0.40	0.46
Total Volume	13,559.25	10,455	16,786	10,455	11,096
Total OI	45,445.5	43,229	47,971	43,229	47,971

Daily Data (4 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-07-26	$93.85	$80.00	52.1%	14.9%	0.0%	0.0%	52.9%	1.8%	6.6%	4.3M	-147.5M	-344.7K	0.40	11.97	7,464	2,991	29,444	13,785
2019-07-29	$87.53	$80.00	59.2%	17.0%	0.0%	0.0%	59.8%	3.1%	2.2%	3.2M	-88.9M	-347.6K	0.34	15.29	11,833	4,067	29,970	14,751
2019-07-30	$94.60	$80.00	60.6%	17.4%	0.0%	0.0%	61.7%	5.4%	1.0%	4.2M	-152.5M	-367.3K	0.37	12.54	12,235	4,551	30,936	14,925
2019-07-31	$88.95	$85.00	64.7%	18.6%	0.0%	0.0%	64.5%	4.8%	0.5%	3.0M	-97.2M	-386.8K	0.46	18.65	7,599	3,497	30,926	17,045