CRWD Options History — June 2022

In June 2022, CRWD traded between $154.79 and $183.50. ATM implied volatility averaged 66.7%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded below realized volatility by 15.8% (HV 20d: 82.5%). Max pain ranged from $175.00 to $200.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2022-06-02: Highest Volume — 138,988 contracts
  • 2022-06-13: Largest IV spike — 16.9% change
  • 2022-06-01: Highest IV Rank — 73.9%
  • 2022-06-01: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.24$154.79$183.50$162.19$168.64
Max Pain$182.14$175.00$200.00$200.00$175.00
ATM IV66.7%60.6%78.8%78.8%66.6%
Expected Move19.2%17.4%26.4%26.4%19.3%
HV 20d82.5%68.1%109.7%106.6%69.8%
HV 60d78.3%76.9%81.3%81.3%79.6%
IV Rank53.2%42.7%73.9%73.9%52.9%
IV Percentile81.0%71.0%92.5%92.5%80.6%
Term Structure-0.7%-3.5%0.5%-3.5%-0.7%
VWIV67.2%60.6%92.2%92.2%67.1%
Skew 25d9.0%7.6%12.0%12.0%8.2%
Skew 10d17.5%14.3%22.5%22.5%17.0%
Call IV 25d62.7%57.2%72.3%72.3%63.3%
Put IV 25d71.7%65.4%84.3%84.3%71.5%
Bid-Ask Spread %33.9315.8743.0628.3415.87
Gamma HHI0.060.040.270.040.05
Net GEX-911.2K-20.1M10.6M-3.8M-4.9M
Net DEX276.2M-273.8M730.6M506.6M247.4M
Net VEX-8.6M-9.4M-7.9M-8.3M-8.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.441.741.060.70
Total Volume38,235.14313,656138,98847,90022,286
Total OI329,505.238273,210392,999314,067310,485

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$162.19$200.0078.8%26.4%106.6%73.9%92.2%12.0%-3.5%-3.8M506.6M-8.3M1.0628.3423,30424,596146,645167,422
2022-06-02$172.80$195.0072.2%19.7%109.7%62.6%66.3%10.7%-1.8%-183.9K207.8M-8.9M0.7232.2080,74958,239155,343180,619
2022-06-03$161.91$190.0062.2%17.7%106.2%45.4%61.2%8.0%-1.1%-20.1M641.2M-8.1M0.5932.8066,14838,781192,564200,435
2022-06-06$169.26$185.0062.2%17.6%101.4%45.5%61.1%9.3%-0.1%125.4K392.1M-8.5M0.4437.1931,32813,881169,743169,051
2022-06-07$176.50$185.0062.8%17.9%89.5%46.5%62.5%8.6%-0.4%6.8M109.6M-9.2M0.6137.5235,40221,487177,931172,173
2022-06-08$178.72$185.0060.6%17.4%88.6%42.7%62.4%8.2%0.1%9.8M44.5M-9.4M0.8143.0614,66811,881181,343177,787
2022-06-09$173.77$185.0061.7%17.6%82.5%44.5%60.9%8.1%-0.2%5.1M212.7M-9.0M0.6742.4714,0259,368182,676178,199
2022-06-10$168.80$185.0064.4%18.6%83.8%49.2%65.9%7.6%0.5%-5.9M385.6M-8.8M1.2842.1115,31119,639183,517178,513
2022-06-13$154.79$185.0075.3%21.6%80.2%67.8%73.4%9.8%-2.2%-8.0M730.6M-7.9M0.9635.3419,52818,796169,244171,044
2022-06-14$159.22$180.0072.5%20.8%76.0%63.0%74.5%9.9%-0.7%-6.0M617.6M-8.2M1.2138.7912,16814,679174,434174,793
2022-06-15$164.71$180.0067.5%19.4%76.7%54.5%69.5%8.7%0.1%-4.0M483.5M-8.5M1.1941.099,03810,735173,993179,266
2022-06-16$156.64$180.0074.0%21.3%76.2%65.7%75.4%9.6%-1.4%-10.0M616.4M-8.0M1.7439.168,61914,959175,837176,048
2022-06-17$163.03$180.0068.7%19.7%76.1%56.6%69.0%9.8%-0.5%154.5K441.7M-8.4M0.8841.2813,72312,075177,411179,261
2022-06-21$166.22$175.0064.7%18.7%75.7%49.8%63.7%8.8%0.3%-994.8K218.4M-8.3M1.0927.2812,05013,164131,759141,451
2022-06-22$165.90$175.0065.8%18.8%75.7%51.5%65.4%8.9%-0.7%-2.2M243.8M-8.4M1.0134.219,8599,947135,404148,278
2022-06-23$174.96$175.0065.4%18.8%74.0%51.0%65.3%8.8%-0.7%5.0M1.2M-8.9M0.8721.6314,79412,839138,671151,007
2022-06-24$183.50$175.0061.5%17.5%73.7%44.2%60.6%8.0%0.5%10.6M-273.8M-9.2M0.5731.7920,45011,588142,518153,586
2022-06-27$182.28$177.5063.5%18.0%71.8%47.7%64.3%8.2%-0.0%6.8M-152.2M-9.2M0.9131.1711,58910,504141,918150,590
2022-06-28$174.22$180.0065.3%18.7%70.9%50.8%65.8%8.5%-0.9%494.4K88.1M-8.8M0.8822.6914,37512,710145,854154,620
2022-06-29$176.01$177.5065.7%18.7%68.1%51.4%65.1%8.6%-0.4%2.0M36.3M-9.0M0.9836.596,9146,742149,770158,407
2022-06-30$168.64$175.0066.6%19.3%69.8%52.9%67.1%8.2%-0.7%-4.9M247.4M-8.6M0.7015.8713,1149,172151,276159,209