CRWD Options History — April 2020

In April 2020, CRWD traded between $54.08 and $73.57. ATM implied volatility averaged 61.6%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 14.6% (HV 20d: 76.2%). Max pain ranged from $52.50 to $65.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2020-04-20: Highest Volume — 62,632 contracts
  • 2020-04-20: Largest IV spike — 17.1% change
  • 2020-04-20: Highest IV Rank — 28.7%
  • 2020-04-20: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.84$54.08$73.57$54.08$67.71
Max Pain$60.12$52.50$65.00$52.50$65.00
ATM IV61.6%55.5%68.5%66.8%57.9%
Expected Move17.4%16.0%20.1%19.5%16.7%
HV 20d76.2%40.8%126.0%125.6%44.8%
HV 60d77.6%76.6%78.9%76.6%78.7%
IV Rank18.5%9.5%28.7%26.3%13.1%
IV Percentile36.9%18.8%63.6%53.5%26.0%
Term Structure-1.2%-6.4%3.8%-1.4%1.1%
VWIV59.9%53.9%69.4%64.6%55.7%
Skew 25d8.2%4.8%11.0%9.4%7.8%
Skew 10d16.1%8.1%28.0%20.2%10.0%
Call IV 25d58.0%52.9%66.6%63.0%53.3%
Put IV 25d66.1%59.2%72.5%72.4%61.1%
Bid-Ask Spread %17.4311.2541.7325.7212.42
Gamma HHI0.100.060.450.060.06
Net GEX3.7M-58.4K11.9M-58.4K2.9M
Net DEX-173.2M-331.6M-27.5M-27.5M-175.1M
Net VEX-1.7M-1.9M-1.5M-1.5M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.121.250.350.48
Total Volume16,813.5715,55262,6327,9695,552
Total OI191,141.857160,664214,397184,846198,982

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-04-01$54.08$52.5066.8%19.5%125.6%26.3%64.6%9.4%-1.4%-58.4K-27.5M-1.5M0.3525.725,8962,07387,37997,467
2020-04-02$56.32$57.5065.1%17.9%126.0%23.7%57.6%10.7%0.5%643.6K-70.5M-1.5M0.2519.364,8541,19187,91898,130
2020-04-03$57.82$57.5065.6%18.5%123.8%24.5%64.5%10.3%-3.8%1.3M-105.9M-1.6M0.5230.5011,0865,78490,27098,546
2020-04-06$59.22$57.5061.1%16.4%115.1%17.9%55.8%9.6%-4.1%2.2M-113.9M-1.6M0.3211.989,0522,88087,85897,074
2020-04-07$59.12$57.5061.9%16.3%115.2%19.0%58.9%11.0%-6.4%2.4M-111.0M-1.6M0.5116.463,8951,97688,57998,963
2020-04-08$60.25$57.5061.1%16.0%110.6%17.8%53.9%9.1%-3.8%3.1M-131.7M-1.6M0.3028.774,3711,29888,05499,503
2020-04-09$58.37$57.5058.6%16.2%99.2%14.1%57.0%10.9%-4.7%1.5M-92.1M-1.6M1.2513.635,6227,01990,86799,627
2020-04-13$58.80$57.5059.3%17.0%99.3%15.1%60.5%10.8%3.8%1.9M-93.3M-1.5M1.0941.733,1433,41288,715101,325
2020-04-14$60.69$57.5060.0%17.2%76.3%16.1%59.4%10.9%0.4%3.3M-133.4M-1.6M0.3025.2614,5944,33789,962103,485
2020-04-15$61.61$57.5057.6%16.5%67.4%12.6%56.7%9.6%1.3%5.3M-160.5M-1.6M0.4515.248,6313,86997,586105,818
2020-04-16$63.15$57.5060.5%17.4%67.4%16.9%58.3%8.2%-0.9%7.5M-210.7M-1.7M0.1913.5024,3814,698100,579107,342
2020-04-17$64.95$57.5058.5%16.8%62.4%13.9%57.1%6.8%-0.7%11.9M-277.2M-1.7M0.1712.3017,1912,964105,374109,023
2020-04-20$68.45$60.0068.5%20.1%51.7%28.7%69.4%6.3%-3.9%2.9M-217.3M-1.8M0.1311.2555,4757,15775,09485,570
2020-04-21$66.61$62.5067.5%19.1%49.7%27.3%66.1%5.1%-0.8%4.1M-189.1M-1.8M0.4712.7223,35010,94791,37689,032
2020-04-22$67.81$65.0067.3%18.2%40.8%27.1%63.9%5.3%-2.0%3.6M-205.3M-1.9M0.2611.849,9732,59595,30597,165
2020-04-23$69.03$65.0061.5%17.1%40.9%18.4%58.6%7.1%-1.6%4.4M-233.5M-1.8M0.3411.698,1352,79495,25297,253
2020-04-24$73.53$65.0061.4%18.1%44.9%18.3%63.2%4.8%-0.5%4.6M-331.6M-1.8M0.1215.0437,2424,34396,25497,767
2020-04-27$73.57$65.0059.7%17.4%45.0%15.7%60.4%5.9%-0.2%5.7M-308.4M-1.8M0.2312.7710,0082,27193,45794,219
2020-04-28$70.55$65.0058.1%16.9%47.9%13.3%59.6%5.2%1.1%4.8M-245.6M-1.8M0.6112.406,6784,04796,38595,399
2020-04-29$68.99$65.0055.5%16.2%46.4%9.5%55.6%6.3%1.9%3.8M-203.7M-1.8M0.3611.386,0962,20597,45598,570
2020-04-30$67.71$65.0057.9%16.7%44.8%13.1%55.7%7.8%1.1%2.9M-175.1M-1.8M0.4812.423,7571,79599,34099,642