CRWD Options History — October 2021

In October 2021, CRWD traded between $237.78 and $288.19. ATM implied volatility averaged 38.7%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 1.7% (HV 20d: 40.5%). Max pain ranged from $250.00 to $250.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2021-10-13: Highest Volume — 67,813 contracts
  • 2021-10-04: Largest IV spike — 11.0% change
  • 2021-10-04: Highest IV Rank — 21.2%
  • 2021-10-04: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$267.76$237.78$288.19$248.83$281.66
Max Pain$250.00$250.00$250.00$250.00$250.00
ATM IV38.7%35.7%44.1%39.7%39.5%
Expected Move11.1%10.3%12.4%11.2%10.9%
HV 20d40.5%33.1%45.4%33.1%40.5%
HV 60d40.5%37.7%42.2%37.7%41.0%
IV Rank7.5%0.0%21.2%9.5%10.0%
IV Percentile8.3%0.0%27.0%8.7%13.1%
Term Structure1.5%-1.0%7.2%-0.2%7.2%
VWIV40.2%36.5%46.4%40.1%39.2%
Skew 25d3.3%1.6%4.9%4.4%2.5%
Skew 10d7.8%4.2%11.4%10.5%4.8%
Call IV 25d37.4%34.7%42.5%38.2%35.9%
Put IV 25d40.7%37.7%47.1%42.6%38.4%
Bid-Ask Spread %31.8515.1046.8918.1726.21
Gamma HHI0.070.050.130.060.10
Net GEX11.8M-22.1M38.9M-15.9M32.4M
Net DEX-1.14B-1.84B29.8M-364.5M-1.53B
Net VEX-9.2M-9.6M-8.8M-9.6M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.271.160.450.45
Total Volume30,069.23813,13367,81319,45723,325
Total OI331,606.952291,000382,264346,319321,459

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$248.83$250.0039.7%11.2%33.1%9.5%40.1%4.4%-0.2%-15.9M-364.5M-9.6M0.4518.1713,4316,026138,262208,057
2021-10-04$237.78$250.0044.1%12.4%34.6%21.2%44.2%4.5%-1.0%-22.1M29.8M-9.4M1.1634.6111,04912,861131,255203,510
2021-10-05$244.82$250.0041.3%11.9%36.0%13.7%41.7%4.9%-0.2%-16.3M-220.3M-9.4M0.5927.2913,5647,947133,105203,770
2021-10-06$247.54$250.0042.0%12.0%36.0%15.6%43.6%4.9%-0.2%-8.2M-401.1M-9.5M0.5434.9810,5515,661136,612208,666
2021-10-07$250.15$250.0039.5%11.5%36.2%9.0%46.4%4.3%0.3%-1.9M-515.0M-9.5M0.8840.0214,67612,982139,000213,418
2021-10-08$244.99$250.0039.6%11.7%36.4%9.3%41.3%3.9%0.4%-15.6M-258.4M-9.6M0.7440.0310,4767,724140,420214,851
2021-10-11$244.99$250.0040.5%11.7%35.4%11.7%40.1%4.5%0.5%-18.7M-256.8M-9.4M0.7536.137,4925,641134,296215,351
2021-10-12$251.99$250.0040.1%11.5%36.8%10.6%43.7%4.6%-0.0%-7.5M-590.2M-9.2M0.7736.6414,91811,451135,354217,897
2021-10-13$270.88$250.0039.1%11.3%45.0%7.9%42.0%4.5%0.3%21.9M-1.50B-8.9M0.6946.8940,13427,679136,765219,697
2021-10-14$275.92$250.0037.4%10.7%45.0%3.2%38.2%3.6%-0.2%32.8M-1.84B-8.8M0.3332.7346,10115,091141,875223,614
2021-10-15$274.04$250.0035.7%10.3%44.9%0.0%38.6%3.4%0.7%35.8M-1.83B-9.0M0.8334.0917,92514,810149,174233,090
2021-10-18$284.57$250.0036.5%10.5%45.3%2.2%37.5%2.3%0.3%17.8M-1.65B-8.8M0.4323.9122,3769,711108,628182,372
2021-10-19$283.17$250.0035.9%10.3%45.4%0.4%36.5%2.3%0.3%21.8M-1.65B-8.8M0.6224.1513,3188,233111,102185,347
2021-10-20$283.53$250.0036.4%10.4%44.9%1.7%37.4%2.5%0.3%30.1M-1.72B-9.0M0.4915.1017,2488,474121,692190,573
2021-10-21$285.25$250.0036.3%10.4%44.9%1.5%36.8%2.0%-0.4%38.9M-1.81B-9.0M0.5531.0816,3948,978123,957192,209
2021-10-22$282.90$250.0037.5%10.7%45.1%4.7%37.3%2.9%-0.1%30.0M-1.68B-9.1M0.3242.7732,37210,302126,751193,097
2021-10-25$280.49$250.0037.8%11.0%43.7%5.5%39.4%2.3%4.7%19.1M-1.46B-9.3M0.7138.7611,6958,249118,301180,946
2021-10-26$288.19$250.0038.3%11.2%39.4%6.7%39.4%1.6%5.3%28.7M-1.78B-8.9M0.2728.3047,46712,871119,999182,592
2021-10-27$280.27$250.0037.7%11.2%41.2%5.3%40.6%1.9%6.0%22.1M-1.43B-9.4M0.6724.5616,91111,321127,082184,407
2021-10-28$280.95$250.0038.6%11.1%40.5%7.7%39.4%2.4%6.6%23.4M-1.48B-9.2M0.4532.5016,6027,417128,480186,713
2021-10-29$281.66$250.0039.5%10.9%40.5%10.0%39.2%2.5%7.2%32.4M-1.53B-9.1M0.4526.2116,0487,277133,963187,496