CRWD Options History — September 2019

In September 2019, CRWD traded between $53.12 and $86.70. ATM implied volatility averaged 63.6%. The 30-day expected move averaged 18.6%. IV traded below realized volatility by 18.5% (HV 20d: 82.1%). Max pain ranged from $68.50 to $85.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.66.

Notable Days

  • 2019-09-06: Highest Volume — 50,701 contracts
  • 2019-09-06: Largest IV drop — 23.9% change
  • 2019-09-03: Largest Expected Move — 30.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.02$53.12$86.70$83.18$57.90
Max Pain$75.42$68.50$85.00$85.00$68.50
ATM IV63.6%52.0%89.5%89.5%66.0%
Expected Move18.6%15.0%30.2%30.2%19.5%
HV 20d82.1%64.4%97.2%64.4%97.2%
HV 60d83.1%83.1%83.1%83.1%83.1%
Term Structure-1.1%-4.9%1.1%-4.9%0.0%
VWIV64.7%52.1%107.0%107.0%68.8%
Skew 25d4.8%1.9%8.7%8.5%5.3%
Skew 10d9.4%4.2%17.1%17.1%10.9%
Call IV 25d61.4%51.4%84.2%84.2%64.1%
Put IV 25d66.2%53.3%92.7%92.7%69.5%
Bid-Ask Spread %17.799.8741.8017.0517.89
Gamma HHI0.090.040.250.110.04
Net GEX526.1K-1.5M2.7M1.8M307.7K
Net DEX25.0M-84.4M100.1M-48.2M58.5M
Net VEX-398.6K-482.9K-284.0K-458.1K-398.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.331.330.780.42
Total Volume16,846.653,09750,7018,70317,993
Total OI75,494.2550,91195,23350,91178,034

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$83.18$85.0089.5%30.2%64.4%0.0%107.0%8.5%-4.9%1.8M-48.2M-458.1K0.7817.054,8883,81533,98216,929
2019-09-04$85.85$85.0086.8%30.1%65.5%0.0%103.3%8.4%-4.4%2.2M-68.8M-482.9K0.4910.118,8854,35935,86619,322
2019-09-05$86.70$80.0082.2%21.7%65.4%0.0%74.4%8.7%-4.4%2.7M-84.4M-482.4K0.5220.4417,8179,26138,73921,145
2019-09-06$75.69$80.0062.5%17.6%74.9%0.0%60.8%6.0%-1.1%2.0M23.3M-349.3K0.5041.8033,85016,85149,09627,372
2019-09-09$66.85$80.0068.0%18.9%82.4%0.0%63.5%5.8%-1.5%-543.1K62.1M-328.1K0.3718.8330,90311,51546,91924,440
2019-09-10$71.20$75.0062.7%17.6%87.2%0.0%62.1%5.4%-0.9%2.1M5.7M-411.6K0.6913.1011,4317,88960,40426,619
2019-09-11$68.92$75.0061.6%17.3%82.3%0.0%61.4%5.1%-1.1%-5.0K43.7M-387.8K0.3318.5210,2103,40558,47030,104
2019-09-12$69.85$75.0058.1%16.5%81.3%0.0%56.9%4.9%-0.8%741.0K30.9M-396.0K0.3319.098,8582,88160,68030,871
2019-09-13$65.10$75.0059.8%17.2%83.3%0.0%58.9%4.3%0.8%-1.5M79.9M-343.7K0.5116.4014,1687,20863,86531,368
2019-09-16$68.11$75.0059.3%16.9%85.2%0.0%58.4%4.3%0.1%-71.9K28.5M-414.8K0.4612.938,5383,91354,31327,247
2019-09-17$70.83$75.0058.0%16.6%85.5%0.0%57.7%3.9%-0.1%558.8K5.0M-465.8K0.7015.655,9674,19756,97529,096
2019-09-18$71.00$75.0056.0%16.1%85.6%0.0%56.3%2.9%-0.1%809.2K-76.4K-455.4K1.3316.483,3234,40557,75228,850
2019-09-19$68.77$75.0053.6%15.3%85.7%0.0%54.1%3.0%1.1%241.1K25.3M-429.9K0.8015.574,3153,43958,57629,334
2019-09-20$67.49$75.0054.6%15.7%85.2%0.0%54.0%2.7%-0.2%-303.8K39.7M-418.8K0.6715.574,5273,02160,26930,220
2019-09-23$67.02$75.0052.0%15.0%84.3%0.0%52.1%1.9%-0.1%572.8K20.5M-395.9K0.5810.391,9651,13234,08919,858
2019-09-24$62.17$70.0058.7%16.8%86.7%0.0%58.8%2.5%-0.9%-36.5K46.6M-359.1K0.889.876,1975,47437,64121,197
2019-09-25$62.24$70.0058.5%16.5%85.7%0.0%58.5%4.2%-1.0%-275.5K53.3M-374.3K0.8414.635,1054,27040,72523,803
2019-09-26$58.50$70.0060.2%17.2%85.2%0.0%59.2%2.6%-1.2%-504.9K78.6M-335.9K0.9119.588,2877,56643,13025,661
2019-09-27$53.12$70.0063.6%18.7%89.4%0.0%67.8%5.1%-1.7%-187.8K100.1M-284.0K1.1631.9111,62913,47647,99728,927
2019-09-30$57.90$68.5066.0%19.5%97.2%0.0%68.8%5.3%0.0%307.7K58.5M-398.7K0.4217.8912,6435,35046,88031,154