CRWD Options History — April 2022

In April 2022, CRWD traded between $199.63 and $241.19. ATM implied volatility averaged 55.4%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 1.5% (HV 20d: 53.9%). Max pain ranged from $200.00 to $212.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.75.

Notable Days

  • 2022-04-12: Highest Volume — 101,237 contracts
  • 2022-04-26: Largest IV spike — 8.8% change
  • 2022-04-29: Highest IV Rank — 58.3%
  • 2022-04-26: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$218.11$199.63$241.19$226.02$199.63
Max Pain$208.63$200.00$212.50$200.00$210.00
ATM IV55.4%47.0%64.8%48.6%64.8%
Expected Move15.8%13.4%18.8%14.0%17.9%
HV 20d53.9%44.4%75.1%75.1%56.6%
HV 60d69.3%67.3%70.9%69.1%69.8%
IV Rank39.5%22.6%58.3%25.8%58.3%
IV Percentile73.2%44.8%90.1%50.8%90.1%
Term Structure1.3%-1.4%5.4%1.9%4.6%
VWIV55.6%47.6%66.5%49.8%62.3%
Skew 25d5.6%3.0%7.9%4.3%7.9%
Skew 10d11.3%6.6%16.8%6.6%16.2%
Call IV 25d53.0%46.3%61.6%46.9%59.6%
Put IV 25d58.7%49.3%69.2%51.2%67.5%
Bid-Ask Spread %17.3010.8325.4620.1114.11
Gamma HHI0.060.040.120.080.12
Net GEX7.0M-15.5M40.8M27.6M-15.5M
Net DEX-497.9M-1.62B180.8M-968.0M180.8M
Net VEX-11.2M-11.7M-10.4M-11.7M-10.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.321.130.431.08
Total Volume37,350.815,108101,23735,90519,513
Total OI318,365.85288,315355,516343,543305,095

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$226.02$200.0048.6%14.0%75.1%25.8%49.8%4.3%1.9%27.6M-968.0M-11.7M0.4320.1125,08210,823162,531181,012
2022-04-04$229.50$200.0047.0%13.4%69.9%22.6%47.6%3.0%0.4%20.8M-1.01B-11.4M0.7418.1113,82710,198149,140169,284
2022-04-05$219.89$200.0050.4%14.4%66.0%29.4%50.5%4.0%-0.3%10.3M-607.6M-11.4M1.1322.0213,15014,841153,996172,794
2022-04-06$213.09$210.0053.5%15.3%63.8%35.6%53.5%5.0%-0.0%378.7K-295.1M-11.4M0.8125.4616,47813,277155,713177,616
2022-04-07$218.31$210.0054.3%15.4%49.3%37.2%54.3%5.6%0.2%6.4M-537.3M-11.5M0.9724.2119,16318,547157,137179,122
2022-04-08$218.15$210.0053.2%15.0%49.3%35.1%53.1%4.7%-0.3%6.2M-529.0M-11.4M0.4721.2449,55823,386160,597182,346
2022-04-11$216.33$210.0055.4%15.5%45.0%39.4%56.6%6.2%-1.1%3.8M-437.4M-11.3M0.8721.6315,36413,354149,240173,560
2022-04-12$223.97$210.0054.8%15.6%45.4%38.3%54.7%4.0%-0.5%13.1M-780.2M-11.4M0.3212.9976,95024,287151,568175,942
2022-04-13$241.19$210.0053.1%14.9%50.7%34.8%53.8%3.9%-1.1%40.8M-1.62B-11.5M0.5515.6654,86130,043161,822180,718
2022-04-14$236.22$210.0052.3%14.7%44.9%33.2%50.9%4.2%-1.4%29.2M-1.34B-11.5M0.4517.7637,15116,858167,936187,580
2022-04-18$225.09$210.0053.9%15.4%48.7%36.5%54.7%5.1%0.7%8.0M-613.7M-11.3M0.6113.3226,19716,009137,562150,753
2022-04-19$228.71$210.0051.7%14.8%48.1%32.0%51.9%5.7%0.4%14.4M-742.6M-11.5M0.7414.2614,06210,442145,138157,220
2022-04-20$224.54$210.0052.6%15.1%44.4%33.9%53.8%5.8%0.5%8.0M-574.2M-11.4M0.6915.1817,40811,957146,394159,159
2022-04-21$209.05$210.0057.0%16.3%51.0%42.6%56.0%6.6%2.1%-7.5M-28.0M-11.0M0.5813.3817,85210,368148,338161,562
2022-04-22$206.37$210.0059.0%16.8%50.9%46.7%57.7%7.1%1.4%-9.5M49.4M-10.9M0.8715.9113,66411,898150,378162,109
2022-04-25$213.89$210.0059.3%17.0%52.7%47.3%60.3%7.0%4.2%-965.9K-247.5M-11.1M0.7917.5712,1919,605138,492155,393
2022-04-26$203.28$212.5064.5%18.8%55.4%57.7%66.5%7.6%4.2%-5.3M54.7M-10.8M1.0717.1510,96311,777140,695156,710
2022-04-27$201.93$210.0061.8%17.6%55.0%52.3%61.8%7.8%4.5%-7.0M121.4M-10.7M0.8615.098,1356,973142,221157,794
2022-04-28$207.13$210.0061.3%17.3%56.1%51.4%61.8%6.9%5.4%-2.8M-37.0M-10.7M0.9710.8310,53510,269143,749158,901
2022-04-29$199.63$210.0064.8%17.9%56.6%58.3%62.3%7.9%4.6%-15.5M180.8M-10.4M1.0814.119,36310,150144,826160,269