CRWD Options History — November 2021

In November 2021, CRWD traded between $217.33 and $291.57. ATM implied volatility averaged 50.7%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 0.1% (HV 20d: 50.6%). Max pain ranged from $250.00 to $270.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2021-11-15: Highest Volume — 124,231 contracts
  • 2021-11-26: Largest IV spike — 8.0% change
  • 2021-11-30: Highest IV Rank — 66.1%
  • 2021-11-30: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$260.10$217.33$291.57$268.43$217.33
Max Pain$259.76$250.00$270.00$250.00$250.00
ATM IV50.7%43.9%60.8%45.0%60.8%
Expected Move14.7%11.4%19.7%11.9%19.7%
HV 20d50.6%38.1%63.5%41.0%62.4%
HV 60d44.0%39.8%48.1%42.1%48.1%
IV Rank39.6%21.5%66.1%24.4%66.1%
IV Percentile57.0%34.1%89.3%37.3%89.3%
Term Structure-1.6%-4.2%0.9%0.9%-2.4%
VWIV51.8%39.9%69.5%41.9%69.5%
Skew 25d1.1%-0.6%2.6%1.4%-0.0%
Skew 10d2.6%-0.7%5.0%4.5%-0.6%
Call IV 25d51.1%44.2%61.6%45.8%61.6%
Put IV 25d52.2%46.3%61.6%47.2%61.6%
Bid-Ask Spread %37.0528.2546.2539.2335.11
Gamma HHI0.050.040.060.040.06
Net GEX1.3M-22.9M25.9M2.1M-19.5M
Net DEX-732.0M-1.84B510.0M-948.0M510.0M
Net VEX-9.7M-10.4M-9.1M-9.3M-10.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.401.180.770.93
Total Volume38,671.47618,522124,23149,32932,910
Total OI334,211303,042372,179303,042331,948

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$268.43$250.0045.0%11.9%41.0%24.4%41.9%1.4%0.9%2.1M-948.0M-9.3M0.7739.2327,84721,482122,076180,966
2021-11-02$266.74$250.0043.9%11.4%40.2%21.5%39.9%2.1%-0.6%-2.4M-876.6M-9.5M0.6345.0713,5328,588130,596190,261
2021-11-03$269.55$250.0046.5%11.5%40.2%28.5%41.1%1.4%-0.9%1.7M-999.6M-9.5M0.8546.2514,34012,185131,329192,718
2021-11-04$278.73$260.0047.0%13.2%41.5%29.8%46.5%1.3%-1.5%25.9M-1.41B-9.5M0.6832.1720,31013,885133,196197,059
2021-11-05$272.57$260.0047.0%13.3%41.6%29.8%46.8%1.8%-1.4%15.3M-1.12B-9.5M0.6336.2317,84111,254133,238199,579
2021-11-08$283.90$260.0048.0%13.6%43.4%32.5%47.6%1.7%-0.2%17.4M-1.55B-9.1M0.5533.4717,4679,684125,709192,802
2021-11-09$291.57$270.0050.8%14.1%43.3%40.0%49.8%1.3%-1.5%25.8M-1.84B-9.1M0.4833.5622,16910,703130,124194,986
2021-11-10$281.14$270.0050.6%14.3%38.6%39.3%49.8%1.8%-0.8%13.9M-1.39B-9.4M0.4036.9830,62512,187133,798196,872
2021-11-11$280.97$270.0048.7%13.6%38.1%34.4%48.1%0.9%-1.4%14.1M-1.41B-9.2M0.6738.9411,1097,413136,237198,944
2021-11-12$283.24$270.0048.8%13.7%38.1%34.5%48.1%0.9%-1.7%21.4M-1.49B-9.3M0.5639.9414,5098,069137,042200,040
2021-11-15$252.72$270.0051.9%14.7%53.9%42.7%52.5%-0.6%-1.9%-15.9M-264.2M-9.2M0.6233.3876,61047,621131,140194,956
2021-11-16$260.93$260.0049.3%14.1%55.5%35.9%49.8%-0.3%-1.4%3.1M-768.9M-10.0M0.4837.9630,99114,782157,668211,499
2021-11-17$270.20$260.0048.7%14.0%57.2%34.2%49.3%0.4%-1.5%21.1M-1.25B-10.0M0.4740.8326,81212,569159,055213,124
2021-11-18$265.10$260.0049.9%14.4%57.4%37.5%51.1%0.1%-2.0%10.4M-970.2M-10.0M0.6143.0520,19912,362156,087213,704
2021-11-19$258.12$270.0049.7%14.5%58.0%36.9%51.2%0.1%-2.2%-13.5M-607.1M-9.9M0.7741.5919,26214,848156,955214,857
2021-11-22$242.09$260.0052.8%15.9%61.7%45.0%56.5%0.5%-1.2%-15.1M-42.4M-9.8M0.8528.2527,13423,169123,187181,698
2021-11-23$230.07$260.0055.6%16.8%62.1%52.6%60.0%2.0%-3.3%-21.4M334.1M-10.0M1.0230.0723,11723,591131,239189,806
2021-11-24$230.56$255.0053.6%16.2%62.0%47.3%57.1%2.0%-2.7%-22.9M300.6M-10.1M0.9833.6519,40418,926136,903196,295
2021-11-26$234.00$250.0058.0%18.0%62.5%58.7%63.1%2.6%-4.2%-15.7M91.4M-10.4M1.1836.4210,46112,301142,440198,712
2021-11-29$224.05$250.0058.6%19.0%63.5%60.5%67.8%1.4%-1.9%-19.0M337.1M-10.0M0.8135.8321,94917,884126,789192,797
2021-11-30$217.33$250.0060.8%19.7%62.4%66.1%69.5%-0.0%-2.4%-19.5M510.0M-10.1M0.9335.1117,04115,869134,506197,442