CRWD Options History — October 2020

In October 2020, CRWD traded between $123.12 and $152.90. ATM implied volatility averaged 57.8%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 19.0% (HV 20d: 38.8%). Max pain ranged from $120.00 to $140.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.52.

Notable Days

2020-10-01: Highest Volume — 96,757 contracts
2020-10-14: Largest IV spike — 7.4% change
2020-10-30: Highest IV Rank — 21.9%
2020-10-30: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$140.17	$123.12	$152.90	$142.90	$123.12
Max Pain	$135.91	$120.00	$140.00	$120.00	$135.00
ATM IV	57.8%	54.4%	63.8%	58.6%	63.8%
Expected Move	16.4%	15.6%	17.9%	16.1%	17.9%
HV 20d	38.8%	35.7%	50.9%	50.9%	37.4%
HV 60d	53.3%	52.3%	56.2%	56.0%	52.7%
IV Rank	12.9%	7.8%	21.9%	14.1%	21.9%
IV Percentile	25.8%	11.9%	57.5%	26.6%	57.5%
Term Structure	2.5%	-1.6%	12.2%	0.8%	9.2%
VWIV	57.4%	54.6%	62.9%	56.2%	62.9%
Skew 25d	0.8%	-0.7%	3.9%	2.2%	0.8%
Skew 10d	0.7%	-1.4%	3.6%	1.2%	1.9%
Call IV 25d	57.0%	54.0%	61.0%	56.3%	61.0%
Put IV 25d	57.8%	54.5%	63.4%	58.5%	61.8%
Bid-Ask Spread %	24.86	3.32	43.37	3.32	43.37
Gamma HHI	0.10	0.04	0.30	0.12	0.07
Net GEX	11.4M	-11.3M	30.4M	30.1M	-11.3M
Net DEX	-826.7M	-1.36B	-206.5M	-1.12B	-206.5M
Net VEX	-4.0M	-4.2M	-3.7M	-3.9M	-4.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.19	1.91	0.24	1.91
Total Volume	28,887.045	11,454	96,757	96,757	29,949
Total OI	295,747.955	246,711	337,450	328,429	284,063

Daily Data (22 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
2020-10-01	$142.90	$120.00	58.6%	16.1%	50.9%	14.1%	56.2%	2.2%	0.8%	30.1M	-1.12B	-3.9M	0.24	3.32	78,214	18,543	146,542	181,887
2020-10-02	$140.24	$120.00	57.6%	16.1%	39.8%	12.7%	56.1%	1.1%	3.8%	30.4M	-956.1M	-4.0M	0.40	14.35	25,161	10,144	149,669	187,781
2020-10-05	$145.21	$130.00	60.8%	17.1%	37.9%	17.3%	61.0%	1.0%	1.2%	18.7M	-1.10B	-3.9M	0.22	31.88	39,790	8,711	138,020	172,229
2020-10-06	$145.20	$130.00	60.9%	16.9%	37.9%	17.5%	59.8%	3.9%	-1.6%	22.3M	-1.11B	-4.0M	0.25	39.31	29,715	7,292	144,219	176,059
2020-10-07	$144.95	$135.00	61.5%	17.0%	37.8%	18.3%	59.2%	0.3%	-0.5%	22.5M	-1.09B	-3.9M	0.33	35.29	17,188	5,738	144,452	178,106
2020-10-08	$143.28	$135.00	57.4%	16.3%	38.3%	12.2%	57.3%	1.5%	0.2%	21.8M	-1.01B	-3.9M	0.28	30.86	16,212	4,487	146,927	180,168
2020-10-09	$143.79	$135.00	55.4%	16.0%	36.6%	9.4%	55.7%	2.5%	0.9%	16.2M	-1.03B	-3.9M	0.27	33.89	16,402	4,438	148,356	182,025
2020-10-12	$145.94	$135.00	54.6%	15.6%	36.5%	8.2%	54.7%	-0.2%	-0.7%	19.8M	-1.08B	-3.8M	0.22	28.48	26,009	5,594	134,335	166,945
2020-10-13	$152.90	$135.00	54.4%	15.8%	38.9%	7.8%	54.6%	0.5%	0.6%	25.8M	-1.36B	-3.7M	0.19	20.78	39,161	7,533	139,334	168,857
2020-10-14	$148.56	$140.00	58.4%	16.2%	41.1%	13.8%	56.7%	0.9%	0.1%	23.3M	-1.17B	-3.8M	0.30	23.15	27,145	8,256	139,877	170,616
2020-10-15	$145.05	$140.00	57.7%	16.3%	41.1%	12.7%	56.8%	-0.1%	-0.8%	18.4M	-1.02B	-4.0M	0.33	22.43	19,041	6,296	143,379	174,884
2020-10-16	$145.27	$140.00	56.2%	16.0%	41.1%	10.6%	55.8%	0.1%	-0.7%	18.8M	-1.02B	-3.9M	0.32	26.22	15,387	4,937	145,002	177,473
2020-10-19	$144.91	$140.00	55.9%	15.9%	36.7%	10.1%	55.9%	0.7%	3.9%	7.0M	-801.5M	-3.9M	0.46	22.25	10,706	4,952	107,865	138,846
2020-10-20	$142.63	$140.00	57.0%	16.3%	35.7%	11.7%	56.5%	0.4%	-0.7%	5.4M	-744.3M	-3.9M	0.57	19.55	8,655	4,904	109,873	142,002
2020-10-21	$134.96	$140.00	57.0%	16.3%	40.1%	11.7%	57.0%	0.1%	3.5%	-820.1K	-528.5M	-3.9M	0.65	24.50	22,756	14,680	111,716	144,650
2020-10-22	$134.23	$140.00	55.7%	16.0%	38.2%	9.8%	56.5%	-0.5%	-0.8%	-2.2M	-502.6M	-4.0M	0.52	20.98	11,711	6,098	118,436	152,713
2020-10-23	$135.12	$140.00	54.4%	15.6%	37.4%	7.8%	54.6%	0.5%	-0.6%	-1.3M	-535.8M	-4.0M	0.54	16.77	7,502	4,042	121,285	154,940
2020-10-26	$132.58	$140.00	56.1%	16.5%	37.9%	10.4%	57.0%	-0.7%	9.5%	-1.6M	-495.5M	-4.0M	0.61	21.08	10,919	6,712	113,055	149,687
2020-10-27	$133.58	$140.00	56.3%	16.5%	38.0%	10.7%	57.8%	-0.7%	11.1%	-1.8M	-514.6M	-4.1M	0.46	20.16	7,848	3,606	114,794	153,577
2020-10-28	$131.60	$140.00	59.9%	17.2%	38.2%	16.1%	60.1%	1.8%	5.3%	-3.6M	-459.9M	-4.1M	1.43	29.83	9,571	13,677	116,673	155,270
2020-10-29	$127.62	$140.00	61.6%	17.7%	36.1%	18.5%	61.4%	1.4%	12.2%	-7.7M	-329.0M	-4.1M	0.90	18.37	8,345	7,488	118,852	161,016
2020-10-30	$123.12	$135.00	63.8%	17.9%	37.4%	21.9%	62.9%	0.8%	9.2%	-11.3M	-206.5M	-4.2M	1.91	43.37	10,281	19,668	120,999	163,064