CRWD Options History — May 2021

In May 2021, CRWD traded between $184.47 and $222.90. ATM implied volatility averaged 52.9%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 9.6% (HV 20d: 43.3%). Max pain ranged from $180.00 to $210.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.79.

Notable Days

  • 2021-05-06: Highest Volume — 33,427 contracts
  • 2021-05-06: Largest IV spike — 12.5% change
  • 2021-05-12: Highest IV Rank — 28.8%
  • 2021-05-12: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$200.31$184.47$222.90$205.04$222.90
Max Pain$184.13$180.00$210.00$210.00$180.00
ATM IV52.9%46.5%61.5%49.8%46.5%
Expected Move14.8%12.4%16.8%12.4%13.7%
HV 20d43.3%38.3%46.2%45.2%42.5%
HV 60d57.8%53.9%58.7%57.0%53.9%
IV Rank16.1%6.7%28.8%11.5%6.7%
IV Percentile22.4%7.9%58.3%11.1%7.9%
Term Structure-1.6%-3.0%0.1%-0.1%-1.2%
VWIV51.8%43.0%59.3%43.0%48.1%
Skew 25d2.0%0.5%3.4%0.5%1.3%
Skew 10d4.1%-2.1%8.3%3.3%2.1%
Call IV 25d52.3%45.7%60.5%54.4%45.7%
Put IV 25d54.3%47.0%63.0%54.9%47.0%
Bid-Ask Spread %49.2715.3265.1034.0354.60
Gamma HHI0.070.040.200.040.20
Net GEX-3.0M-17.1M31.1M-4.4M31.1M
Net DEX-448.9M-1.29B149.0M-549.7M-1.29B
Net VEX-8.8M-9.2M-8.3M-8.5M-8.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.391.630.840.39
Total Volume23,815.9511,64233,42718,29628,848
Total OI337,943.55312,190360,843312,190339,724

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$205.04$210.0049.8%12.4%45.2%11.5%43.0%0.5%-0.1%-4.4M-549.7M-8.5M0.8434.039,9348,362125,490186,700
2021-05-04$196.92$210.0052.7%13.5%45.6%15.8%47.2%3.4%0.1%-9.7M-269.6M-8.7M1.2535.7314,52818,194129,806189,938
2021-05-05$192.85$202.5051.0%12.9%46.2%13.3%45.0%0.5%-1.9%-12.7M-124.3M-8.6M0.9230.3810,1039,303132,863194,802
2021-05-06$185.51$180.0057.4%15.2%43.7%22.8%53.1%2.3%-1.6%-17.1M149.0M-8.5M1.6364.4912,70720,720135,098197,339
2021-05-07$189.23$180.0052.8%14.5%44.5%16.0%50.9%2.9%-1.2%-16.6M20.0M-8.8M0.8250.3911,6669,511138,005204,579
2021-05-10$188.29$180.0055.1%15.1%44.4%19.4%53.3%2.7%-2.7%-15.0M11.3M-8.8M0.8362.9513,39611,155130,444203,459
2021-05-11$194.57$180.0055.3%15.4%39.9%19.7%54.2%1.6%-1.6%-9.2M-232.0M-8.9M0.5564.3819,44910,638133,749205,432
2021-05-12$189.31$180.0061.5%16.8%38.8%28.8%59.3%2.5%-3.0%-11.2M-44.3M-9.1M0.9362.7410,4029,655137,465207,982
2021-05-13$184.47$180.0059.1%16.6%38.3%25.3%58.1%2.1%-1.5%-14.6M140.7M-9.0M0.6862.7415,42710,494140,650208,478
2021-05-14$190.29$180.0053.5%15.0%40.4%17.1%52.9%1.8%-1.6%-3.7M-81.6M-8.9M1.1354.6010,62912,053142,335210,603
2021-05-17$187.62$180.0054.8%15.5%40.4%18.9%54.7%2.1%-1.9%-14.1M22.6M-9.0M0.8465.106,3435,299136,408209,666
2021-05-18$197.32$180.0053.7%15.3%44.7%17.3%53.1%1.8%-2.4%-5.1M-388.0M-9.1M0.6561.4613,6678,934137,998211,707
2021-05-19$198.69$180.0056.0%16.1%44.5%20.8%56.1%2.8%-2.8%-4.3M-424.9M-9.2M0.7960.819,8897,780139,349215,425
2021-05-20$203.96$180.0052.8%15.2%43.7%15.9%53.5%2.5%-1.1%2.5M-684.0M-9.1M0.5262.2813,4546,979141,044215,606
2021-05-21$210.17$180.0051.0%14.7%45.1%13.4%51.6%2.3%-1.2%8.4M-988.4M-8.9M0.5751.8421,01712,080143,982216,861
2021-05-24$214.85$180.0050.0%14.5%44.9%11.8%50.8%2.7%-1.0%5.5M-993.8M-8.5M0.5441.4512,1786,578119,716197,636
2021-05-25$213.28$180.0048.5%14.4%44.7%9.6%50.2%1.9%-1.2%5.7M-919.1M-8.5M0.9628.998,1957,840122,136199,574
2021-05-26$219.85$180.0047.6%14.2%46.2%8.3%50.0%0.7%-1.6%12.2M-1.15B-8.3M0.4921.1020,91410,197123,719202,095
2021-05-27$221.13$180.0048.6%14.5%42.6%9.8%50.9%1.9%-1.7%12.8M-1.18B-8.3M0.5715.3217,69010,111126,549204,459
2021-05-28$222.90$180.0046.5%13.7%42.5%6.7%48.1%1.3%-1.2%31.1M-1.29B-8.3M0.3954.6020,7668,082131,049208,675