CRWD Options History — August 2019

In August 2019, CRWD traded between $81.15 and $99.76. ATM implied volatility averaged 76.4%. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 4.4% (HV 20d: 72.0%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2019-08-14: Highest Volume — 18,763 contracts
  • 2019-08-12: Largest IV spike — 35.1% change
  • 2019-08-30: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.04$81.15$99.76$91.91$81.15
Max Pain$88.18$85.00$90.00$85.00$90.00
ATM IV76.4%63.6%89.1%65.3%84.1%
Expected Move22.4%18.7%26.6%18.7%26.6%
HV 20d72.0%64.2%80.5%80.5%64.2%
Term Structure-4.3%-7.5%0.4%0.4%-4.1%
VWIV77.7%64.5%90.9%64.5%90.0%
Skew 25d7.5%4.0%10.3%5.0%7.9%
Skew 10d15.2%8.7%20.9%9.2%15.9%
Call IV 25d73.4%63.5%81.7%63.5%81.4%
Put IV 25d80.9%68.4%89.8%68.4%89.3%
Bid-Ask Spread %15.6612.1521.8220.1412.19
Gamma HHI0.200.100.560.200.10
Net GEX2.8M898.3K5.4M3.7M898.3K
Net DEX-98.2M-200.9M-24.6M-127.2M-24.6M
Net VEX-425.2K-486.8K-370.0K-422.1K-450.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.160.900.350.47
Total Volume9,361.3182,02818,76310,2429,721
Total OI50,934.40931,14866,70551,23953,979

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$91.91$85.0065.3%18.7%0.0%0.0%64.5%5.0%0.4%3.7M-127.2M-422.1K0.3520.147,5692,67333,03218,207
2019-08-02$88.10$85.0067.5%19.3%0.0%0.0%68.1%5.1%-0.1%3.1M-91.0M-414.3K0.4513.295,8212,60933,11218,423
2019-08-05$85.92$85.0080.4%21.3%0.0%0.0%73.4%5.8%-3.4%2.7M-72.0M-404.6K0.3912.945,7322,24934,40919,359
2019-08-06$85.60$85.0070.8%20.9%0.0%0.0%72.2%4.0%-4.6%2.7M-66.8M-398.3K0.1913.825,8851,11234,55319,927
2019-08-07$84.53$85.0068.6%21.6%0.0%0.0%74.4%4.3%-6.4%2.5M-55.4M-380.0K0.1616.742,84246835,08120,081
2019-08-08$91.67$85.0063.6%20.9%0.0%0.0%72.5%5.0%-4.1%4.3M-126.0M-386.2K0.2815.955,3621,47834,53920,147
2019-08-09$95.74$85.0065.9%21.4%0.0%0.0%75.7%7.3%-5.3%4.9M-161.0M-388.5K0.3317.2410,3563,38734,23620,395
2019-08-12$93.46$85.0089.1%23.0%0.0%0.0%81.4%8.6%-7.5%4.2M-138.1M-378.3K0.9013.777,6316,83134,39721,353
2019-08-13$99.76$90.0077.9%22.0%0.0%0.0%78.3%8.2%-5.5%5.4M-200.9M-370.0K0.5716.5111,3276,43535,13025,326
2019-08-14$93.68$90.0081.5%23.4%0.0%0.0%81.3%9.1%-6.1%2.5M-127.1M-402.4K0.5912.1511,7986,96536,36728,192
2019-08-15$93.93$90.0080.6%23.1%0.0%0.0%80.3%10.3%-5.9%2.6M-141.8M-393.6K0.2518.586,5891,66438,44027,725
2019-08-16$95.95$90.0075.0%21.5%80.5%0.0%73.7%9.1%-4.0%4.1M-177.4M-382.4K0.2916.308,5562,48239,33427,371
2019-08-19$99.49$90.0073.5%21.1%79.0%0.0%73.8%8.2%-4.8%1.4M-92.2M-402.8K0.2920.319,0972,67018,95812,190
2019-08-20$99.51$90.0074.3%21.3%76.5%0.0%75.7%8.3%-5.7%2.2M-112.6M-476.4K0.6721.822,1961,47124,21613,119
2019-08-21$97.04$90.0074.7%21.4%75.0%0.0%73.4%7.8%-6.2%2.1M-100.5M-480.1K0.3116.333,4851,07624,73513,349
2019-08-22$93.07$90.0075.2%21.7%74.6%0.0%74.4%8.3%-2.9%1.9M-79.9M-476.3K0.5412.213,2201,72725,43813,661
2019-08-23$88.54$90.0081.2%23.7%74.7%0.0%81.2%9.9%-4.4%1.6M-58.2M-470.8K0.2717.319,2692,52026,77213,992
2019-08-26$88.94$90.0080.5%23.9%70.4%0.0%81.4%9.3%-2.9%2.2M-64.8M-474.6K0.2516.081,61741129,47214,639
2019-08-27$84.02$90.0082.1%24.8%67.1%0.0%84.6%7.8%-3.4%1.5M-36.2M-444.5K0.2714.447,7362,11331,22314,869
2019-08-28$86.87$90.0086.6%26.5%65.0%0.0%90.9%8.1%-4.5%2.4M-62.9M-486.8K0.2112.198,9711,88933,62715,518
2019-08-29$83.93$90.0082.2%25.3%64.8%0.0%87.4%7.6%-3.7%2.0M-43.9M-470.5K0.2514.127,1391,80035,31516,349
2019-08-30$81.15$90.0084.1%26.6%64.2%0.0%90.0%7.9%-4.1%898.3K-24.6M-450.4K0.4712.196,6093,11236,97117,008