CRWD Options History — May 2022

In May 2022, CRWD traded between $137.39 and $202.72. ATM implied volatility averaged 83.3%, placing in the 84.7% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 3.2% (HV 20d: 86.5%). Max pain ranged from $200.00 to $220.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2022-05-20: Highest Volume — 52,246 contracts
  • 2022-05-09: Largest IV spike — 12.1% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-24: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$157.58$137.39$202.72$202.72$158.44
Max Pain$207.14$200.00$220.00$210.00$200.00
ATM IV83.3%68.4%94.0%69.4%75.9%
Expected Move23.9%17.7%28.5%18.5%25.3%
HV 20d86.5%55.3%105.9%57.1%105.9%
HV 60d79.5%69.0%85.0%69.3%82.1%
IV Rank84.7%65.6%100.0%67.6%68.9%
IV Percentile97.0%91.3%100.0%94.0%91.7%
Term Structure-2.9%-5.2%0.7%-1.0%-2.6%
VWIV83.0%64.0%96.1%65.4%86.3%
Skew 25d12.4%7.7%15.4%8.2%10.9%
Skew 10d24.1%15.9%31.2%18.9%21.4%
Call IV 25d77.7%65.7%87.1%67.7%70.7%
Put IV 25d90.1%73.4%101.1%75.9%81.6%
Bid-Ask Spread %18.667.6935.7619.3028.73
Gamma HHI0.050.030.100.040.04
Net GEX-6.6M-11.8M3.5M-5.6M-5.1M
Net DEX748.4M35.0M1.13B35.0M596.5M
Net VEX-7.9M-10.5M-6.6M-10.5M-7.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.641.131.101.06
Total Volume30,999.28616,31252,24616,31229,891
Total OI309,874.19288,693335,164288,693301,909

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$202.72$210.0069.4%18.5%57.1%67.6%65.4%8.2%-1.0%-5.6M35.0M-10.5M1.1019.307,7708,542133,921154,772
2022-05-03$198.72$210.0068.4%18.5%56.8%65.6%64.1%7.7%0.7%-6.9M146.4M-10.2M0.9815.4410,99210,788135,952156,496
2022-05-04$199.45$210.0070.0%17.7%55.3%68.8%64.0%8.6%-1.2%-6.0M122.8M-10.2M0.8415.4122,50619,007139,518158,393
2022-05-05$180.11$220.0077.5%21.0%64.7%83.7%73.3%10.6%-2.0%-11.6M582.8M-9.4M1.0019.4220,73220,645144,017160,109
2022-05-06$162.99$220.0081.5%22.2%71.1%91.8%80.8%11.6%-2.4%-11.8M941.6M-8.4M0.9617.8522,20821,413149,467163,702
2022-05-09$143.18$220.0091.3%24.6%81.7%100.0%86.6%13.0%-4.3%-9.9M1.11B-6.9M1.0415.7619,06719,831140,811161,061
2022-05-10$149.76$210.0088.9%24.4%84.9%95.6%86.6%14.9%-3.8%-9.4M1.00B-7.6M0.8615.2816,60914,319147,892164,298
2022-05-11$137.39$210.0094.0%25.8%85.7%100.0%88.2%13.2%-3.6%-9.1M1.13B-6.6M0.948.6612,69711,993152,112165,639
2022-05-12$138.80$210.0091.8%25.5%78.7%96.2%87.6%15.4%-3.0%-9.1M1.10B-6.7M0.7610.4817,20813,088154,959164,860
2022-05-13$156.17$210.0084.3%23.6%94.1%83.3%82.0%12.6%-3.1%-6.1M806.5M-7.9M0.827.6921,43417,507159,048166,404
2022-05-16$145.24$210.0084.6%23.9%95.5%83.8%82.6%12.1%-2.3%-8.6M1.01B-7.1M0.979.4810,1169,810151,759163,690
2022-05-17$146.03$210.0080.7%23.0%95.0%77.2%77.7%11.4%-3.2%-8.4M1.02B-7.0M1.0310.039,81010,146155,180165,205
2022-05-18$138.22$200.0087.1%25.0%95.7%88.2%84.9%12.3%-4.0%-8.9M1.08B-6.6M0.8510.7213,32811,313157,986166,228
2022-05-19$144.11$200.0087.5%25.3%96.7%88.9%88.8%13.0%-4.3%-7.5M944.8M-7.1M0.7535.7616,63912,513161,673165,485
2022-05-20$148.63$200.0088.8%25.8%98.3%91.0%91.1%14.4%-4.0%2.5M834.3M-7.4M0.7430.9529,96422,282166,838168,326
2022-05-23$147.96$200.0087.2%26.4%96.5%88.3%90.1%13.5%-3.1%-5.5M753.5M-7.3M0.8526.799,9438,486134,847153,911
2022-05-24$140.18$200.0092.6%28.5%96.6%97.5%96.1%13.3%-5.2%-6.8M876.2M-6.8M1.1329.0012,60114,274137,863156,218
2022-05-25$147.79$200.0089.3%28.2%99.8%91.9%96.0%14.6%-3.7%-5.3M754.3M-7.4M0.8526.9611,6549,870140,870161,648
2022-05-26$156.47$200.0083.6%26.0%102.2%82.1%90.8%15.1%-3.9%-2.4M590.5M-8.0M0.6427.2825,07016,140142,291164,041
2022-05-27$166.72$200.0075.0%22.7%105.4%67.4%80.9%13.8%-1.5%3.5M280.1M-8.5M0.6810.8023,10515,674149,350168,609
2022-05-31$158.44$200.0075.9%25.3%105.9%68.9%86.3%10.9%-2.6%-5.1M596.5M-7.9M1.0628.7314,53515,356140,055161,854