CRWD Options History — July 2021

In July 2021, CRWD traded between $249.39 and $269.31. ATM implied volatility averaged 41.8%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 5.2% (HV 20d: 36.6%). Max pain ranged from $220.00 to $260.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.75.

Notable Days

  • 2021-07-06: Highest Volume — 64,865 contracts
  • 2021-07-06: Largest IV spike — 12.3% change
  • 2021-07-27: Highest IV Rank — 11.0%
  • 2021-07-27: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$258.67$249.39$269.31$250.87$254.43
Max Pain$253.21$220.00$260.00$220.00$260.00
ATM IV41.8%37.9%44.8%40.6%42.4%
Expected Move11.8%9.7%12.8%11.0%11.3%
HV 20d36.6%25.0%46.6%46.6%32.3%
HV 60d41.2%39.4%43.7%43.7%39.4%
IV Rank6.8%1.5%11.0%5.2%7.8%
IV Percentile9.9%2.0%18.3%6.0%14.3%
Term Structure1.9%-1.2%8.3%0.6%8.0%
VWIV41.4%34.6%45.1%38.5%39.5%
Skew 25d0.8%-0.1%1.5%0.8%1.5%
Skew 10d1.6%-0.4%4.3%1.6%3.5%
Call IV 25d41.7%37.6%44.3%40.5%39.5%
Put IV 25d42.4%38.8%45.3%41.3%41.0%
Bid-Ask Spread %30.4415.0340.8315.0340.83
Gamma HHI0.110.050.440.100.05
Net GEX19.7M-9.8M60.9M23.3M-9.8M
Net DEX-1.25B-1.98B-695.5M-1.35B-695.8M
Net VEX-8.1M-8.4M-7.7M-8.1M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.342.470.631.30
Total Volume29,561.71415,82164,86532,50321,559
Total OI286,822.667245,178320,417311,110276,489

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$250.87$220.0040.6%11.0%46.6%5.2%38.5%0.8%0.6%23.3M-1.35B-8.1M0.6315.0319,97012,533134,658176,452
2021-07-02$252.61$220.0037.9%9.7%43.0%1.5%34.6%1.2%0.5%18.7M-1.40B-8.2M0.4621.8417,4628,007135,320183,263
2021-07-06$264.85$250.0042.6%12.0%43.5%8.0%42.1%-0.1%0.2%26.9M-1.85B-7.8M0.3533.2648,04316,822122,754174,914
2021-07-07$266.99$250.0041.5%11.9%43.4%6.5%41.9%0.4%0.2%38.4M-1.98B-7.7M0.3431.1434,10411,494133,206178,685
2021-07-08$263.79$250.0043.5%12.4%43.6%9.3%43.8%0.3%-0.5%32.9M-1.80B-8.0M0.5433.6921,25111,432134,877181,498
2021-07-09$264.40$250.0041.6%12.0%38.8%6.7%42.6%0.5%0.3%58.9M-1.82B-7.9M0.6232.7916,39310,165135,652184,765
2021-07-12$262.06$250.0041.3%11.8%39.2%6.3%41.5%0.4%-0.2%28.4M-1.60B-8.0M0.6534.4013,1248,477122,762177,691
2021-07-13$261.20$260.0041.1%11.7%39.3%6.0%41.4%0.5%-0.4%28.7M-1.56B-8.2M0.6031.0713,1077,809125,694182,157
2021-07-14$253.81$260.0041.1%11.8%40.1%6.0%41.3%0.7%0.1%15.7M-1.21B-8.2M0.5029.6418,9989,570127,453183,767
2021-07-15$249.53$260.0041.6%11.9%40.5%6.6%41.8%1.1%0.2%7.9M-962.1M-8.3M0.7434.9919,36114,351128,466185,570
2021-07-16$249.39$260.0041.4%11.7%39.4%6.3%41.1%1.2%-1.2%60.9M-896.8M-8.2M0.6934.0015,16810,418129,030190,052
2021-07-19$250.11$260.0044.2%12.6%38.9%10.2%44.4%0.9%1.2%-7.4M-695.5M-8.3M1.0228.409,2819,44194,119151,059
2021-07-20$253.91$260.0041.2%11.8%37.2%6.0%41.7%1.3%0.4%-3.4M-807.8M-8.3M0.5526.6112,9487,13996,056153,017
2021-07-21$254.34$260.0039.9%11.4%25.0%4.2%40.4%1.0%0.4%29.2K-855.2M-8.1M0.6623.579,7386,399100,813155,760
2021-07-22$262.96$255.0041.3%11.8%27.4%6.3%41.6%0.5%0.4%19.8M-1.21B-7.9M0.4417.9732,43414,270102,565158,952
2021-07-23$269.31$257.5042.2%11.9%28.3%7.4%42.2%0.0%1.7%54.6M-1.47B-7.9M0.3930.4134,86813,440107,822161,630
2021-07-26$265.24$257.5043.3%12.2%29.0%8.9%42.9%0.7%6.7%8.1M-1.17B-7.8M0.5328.4610,3415,48096,568153,857
2021-07-27$257.90$260.0044.8%12.8%30.4%11.0%45.1%1.0%6.3%196.6K-908.8M-8.1M0.8237.2311,6169,505101,040155,853
2021-07-28$263.92$260.0041.5%11.8%31.5%6.4%41.3%1.3%5.7%7.0M-1.14B-7.8M1.3835.948,04511,089103,170157,748
2021-07-29$260.39$257.5042.1%11.3%31.2%7.3%39.6%1.1%8.3%4.1M-1.01B-8.1M2.4737.9310,12425,020105,764162,308
2021-07-30$254.43$260.0042.4%11.3%32.3%7.8%39.5%1.5%8.0%-9.8M-695.8M-8.4M1.3040.839,35312,206108,265168,224