CRWD Options History — October 2019

In October 2019, CRWD traded between $45.56 and $68.55. ATM implied volatility averaged 66.8%. The 30-day expected move averaged 19.0%. IV traded below realized volatility by 21.9% (HV 20d: 88.6%). Max pain ranged from $62.50 to $70.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.61.

Notable Days

  • 2019-10-03: Highest Volume — 21,882 contracts
  • 2019-10-28: Largest IV spike — 7.6% change
  • 2019-10-02: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.74$45.56$68.55$58.16$49.70
Max Pain$67.61$62.50$70.00$65.00$62.50
ATM IV66.8%63.6%69.3%66.5%66.8%
Expected Move19.0%18.3%20.6%19.6%18.3%
HV 20d88.6%80.9%102.1%96.3%83.2%
HV 60d82.8%80.9%84.3%82.3%84.3%
Term Structure0.2%-2.6%6.3%-1.3%0.9%
VWIV66.1%62.0%71.2%69.6%64.3%
Skew 25d5.1%2.1%8.6%6.2%3.1%
Skew 10d8.7%3.7%12.6%12.5%3.7%
Call IV 25d64.4%61.3%66.3%64.5%64.7%
Put IV 25d69.6%65.6%73.2%70.7%67.8%
Bid-Ask Spread %20.2013.2533.1018.7618.62
Gamma HHI0.070.050.230.060.05
Net GEX575.7K-525.1K1.9M806.5K496.3K
Net DEX59.5M-46.5M135.0M49.7M73.0M
Net VEX-452.7K-562.4K-336.5K-419.7K-478.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.381.090.610.46
Total Volume11,309.133,61821,88210,0843,618
Total OI97,245.95781,050114,88282,546107,629

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$58.16$65.0066.5%19.6%96.3%0.0%69.6%6.2%-1.3%806.5K49.7M-419.7K0.6118.766,2753,80950,88831,658
2019-10-02$56.84$65.0068.0%20.6%94.5%0.0%71.2%6.7%-0.8%626.5K62.1M-394.7K0.6725.022,6441,78251,33532,142
2019-10-03$62.26$70.0066.4%18.5%102.1%0.0%65.9%5.5%-0.8%1.3M11.3M-470.5K0.4828.4614,7907,09252,00032,500
2019-10-04$64.07$70.0064.7%18.4%92.9%0.0%65.1%5.0%0.3%1.9M-16.5M-529.6K0.5625.876,1923,49255,01336,661
2019-10-07$68.55$70.0066.3%18.4%85.9%0.0%64.9%4.7%-1.5%1.8M-46.5M-562.4K0.3922.9512,4464,86748,73932,311
2019-10-08$65.58$70.0066.1%18.6%84.1%0.0%64.1%4.8%-1.4%1.7M-15.4M-558.6K0.4928.237,2463,57352,81134,551
2019-10-09$63.29$70.0068.6%18.9%84.2%0.0%66.0%3.1%-2.6%1.2M13.1M-535.0K0.3833.106,5162,45055,97335,758
2019-10-10$61.63$70.0066.4%18.6%84.3%0.0%63.2%6.9%-2.4%871.4K35.0M-493.4K0.5925.0911,7506,97757,16336,116
2019-10-11$60.73$70.0067.3%18.9%80.9%0.0%65.1%6.0%-2.1%425.7K52.8M-551.8K0.4822.519,2404,41961,22540,614
2019-10-14$54.16$70.0068.5%19.5%87.7%0.0%67.8%6.5%0.3%-159.0K95.3M-421.8K0.7117.349,7766,97759,20538,306
2019-10-15$55.23$70.0064.8%18.6%86.5%0.0%65.2%5.3%-0.0%-194.4K89.6M-452.5K0.6515.574,4282,86962,61940,405
2019-10-16$51.86$70.0066.3%19.0%88.1%0.0%65.6%4.5%-1.1%-525.1K113.0M-383.7K0.6413.257,4474,73464,17941,097
2019-10-17$50.50$70.0065.3%18.8%88.0%0.0%65.8%5.1%-1.0%-442.1K122.2M-383.3K0.6421.625,4473,49167,92943,070
2019-10-18$46.92$70.0067.5%19.5%90.4%0.0%68.1%8.6%1.5%-166.2K135.0M-336.5K1.0915.757,7198,43770,49144,391
2019-10-21$47.15$70.0069.3%19.5%90.7%0.0%68.2%5.8%-2.5%-104.2K85.9M-368.8K0.5113.597,0483,61754,16934,806
2019-10-22$45.56$67.5067.6%19.7%88.4%0.0%69.5%4.3%-0.2%-251.1K92.8M-349.7K0.9915.975,5695,48857,29237,094
2019-10-23$48.05$65.0066.3%19.3%91.6%0.0%67.9%5.1%0.2%265.1K79.7M-400.8K0.6114.2111,5217,05759,77138,804
2019-10-24$51.61$65.0066.4%18.7%94.3%0.0%64.8%5.3%1.9%1.2M50.8M-488.6K0.4815.165,7102,72663,55241,410
2019-10-25$50.10$65.0063.6%18.3%88.6%0.0%64.5%4.3%1.3%1.8M66.5M-454.4K0.9315.243,8243,55863,51442,171
2019-10-28$47.89$65.0068.4%18.9%83.2%0.0%62.0%3.4%5.0%-198.5K82.0M-416.2K0.6717.755,3333,57456,05940,656
2019-10-29$47.43$62.5069.3%19.0%83.0%0.0%65.8%2.1%4.2%-144.2K86.2M-431.5K0.5819.304,1652,42459,98643,194
2019-10-30$51.80$62.5065.6%18.8%89.9%0.0%65.9%6.1%6.3%920.5K51.4M-531.1K0.3821.265,7772,21662,48044,920
2019-10-31$49.70$62.5066.8%18.3%83.2%0.0%64.3%3.1%0.9%496.3K73.0M-478.1K0.4618.622,4701,14862,47045,159