CRWD Options History — January 2022

In January 2022, CRWD traded between $160.20 and $198.12. ATM implied volatility averaged 57.3%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 9.3% (HV 20d: 48.0%). Max pain ranged from $185.00 to $220.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-01-21: Highest Volume — 57,687 contracts
  • 2022-01-21: Largest IV spike — 14.9% change
  • 2022-01-24: Highest IV Rank — 95.1%
  • 2022-01-24: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$177.69$160.20$198.12$198.12$179.78
Max Pain$207.25$185.00$220.00$210.00$185.00
ATM IV57.3%45.9%71.7%45.9%56.6%
Expected Move16.6%13.0%20.9%13.0%16.9%
HV 20d48.0%42.1%60.6%42.1%60.6%
HV 60d55.4%53.4%59.0%54.1%59.0%
IV Rank57.1%27.0%95.1%27.0%55.1%
IV Percentile78.5%41.7%99.6%41.7%84.1%
Term Structure-0.6%-2.9%1.4%0.5%0.9%
VWIV58.2%46.4%74.9%46.4%60.6%
Skew 25d6.4%2.4%10.4%2.4%9.9%
Skew 10d13.2%6.8%20.9%6.8%19.2%
Call IV 25d55.3%45.6%66.5%45.6%53.6%
Put IV 25d61.6%47.9%76.7%47.9%63.5%
Bid-Ask Spread %16.738.3041.5441.5415.17
Gamma HHI0.080.050.280.070.05
Net GEX-18.8M-35.9M-2.7M-23.9M-2.7M
Net DEX946.9M435.1M1.48B677.9M463.0M
Net VEX-9.5M-10.3M-8.7M-9.4M-10.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.380.950.640.62
Total Volume39,331.5524,03357,68747,35133,418
Total OI367,819.5280,963423,637346,196298,761

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$198.12$210.0045.9%13.0%42.1%27.0%46.4%2.4%0.5%-23.9M677.9M-9.4M0.6441.5428,87418,477140,967205,229
2022-01-04$188.82$210.0048.8%13.9%45.5%34.5%49.8%3.4%0.1%-29.3M942.7M-9.4M0.7728.8929,71122,799151,034213,310
2022-01-05$179.98$210.0052.3%15.4%44.8%43.8%55.1%3.8%0.4%-32.0M1.21B-9.2M0.5638.4732,62818,341159,094219,288
2022-01-06$187.71$220.0051.1%14.3%46.8%40.6%51.0%5.9%-0.6%-20.8M885.7M-10.0M0.6813.6924,78616,860174,460223,072
2022-01-07$188.70$220.0050.3%14.3%45.4%38.5%50.5%5.9%0.1%-17.5M818.5M-10.0M0.7313.8415,61911,446177,026225,449
2022-01-10$190.45$220.0054.2%15.2%45.3%48.7%54.6%6.1%-1.2%-15.2M719.4M-10.1M0.7015.9822,47815,819169,061219,983
2022-01-11$196.08$220.0049.9%14.1%46.5%37.4%49.8%5.4%-0.5%-5.8M435.1M-10.3M0.6513.2124,38115,843173,807223,346
2022-01-12$187.81$220.0049.9%14.3%48.8%37.4%50.0%4.8%-0.2%-19.4M842.7M-9.9M0.6614.3721,96714,570174,158226,660
2022-01-13$175.14$210.0054.6%15.4%49.0%49.8%54.0%4.2%-1.0%-29.9M1.27B-9.1M0.729.7927,49219,718179,320228,405
2022-01-14$176.88$210.0054.8%15.7%47.1%50.4%55.0%5.0%-0.2%-29.0M1.21B-9.7M0.939.3322,36320,712189,375234,262
2022-01-18$172.96$210.0058.6%16.7%46.4%60.4%58.9%5.1%-1.7%-28.4M1.25B-9.3M0.9511.3519,42718,458178,770230,186
2022-01-19$176.86$210.0058.8%16.9%47.3%61.0%59.8%5.0%-1.3%-25.6M1.10B-9.7M0.8510.2519,36216,447182,706233,342
2022-01-20$174.65$210.0056.5%16.3%46.3%54.9%57.0%5.4%-1.4%-29.7M1.21B-9.5M0.848.3015,62013,094183,686233,365
2022-01-21$165.25$200.0064.9%18.9%49.1%77.1%66.5%5.4%-2.9%-35.9M1.48B-8.9M0.9510.3629,61928,068187,968235,099
2022-01-24$166.66$200.0071.7%20.9%48.4%95.1%74.9%10.2%-2.1%-5.9M831.9M-9.3M0.6915.9922,83715,744130,554150,409
2022-01-25$160.20$200.0069.2%20.4%49.4%88.5%69.8%9.6%-0.9%-7.3M954.8M-8.7M0.3812.9023,0698,747135,731152,937
2022-01-26$160.48$195.0068.6%20.3%49.7%86.9%67.4%9.8%-1.4%-6.9M918.3M-9.0M0.6420.9724,64515,854142,203156,252
2022-01-27$160.29$192.5066.7%19.7%49.8%81.8%68.2%9.9%1.4%-7.7M954.4M-9.0M0.7515.2613,71610,317148,477159,641
2022-01-28$166.98$192.5063.4%18.7%52.6%73.1%65.5%10.4%-0.6%-2.8M783.3M-9.5M0.9414.9817,15816,147148,756160,241
2022-01-31$179.78$185.0056.6%16.9%60.6%55.1%60.6%9.9%0.9%-2.7M463.0M-10.3M0.6215.1720,57812,840141,325157,436