CRWD Options History — July 2022

In July 2022, CRWD traded between $169.05 and $190.48. ATM implied volatility averaged 60.7%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 1.3% (HV 20d: 59.3%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.97.

Notable Days

2022-07-26: Highest Volume — 37,146 contracts
2022-07-26: Largest IV spike — 8.0% change
2022-07-05: Highest IV Rank — 53.9%
2022-07-05: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$181.29	$169.05	$190.48	$179.13	$183.08
Max Pain	$179.50	$175.00	$180.00	$175.00	$180.00
ATM IV	60.7%	55.1%	67.1%	64.3%	56.0%
Expected Move	17.1%	15.0%	18.8%	18.2%	15.0%
HV 20d	59.3%	50.6%	69.5%	69.5%	55.3%
HV 60d	79.6%	78.0%	80.7%	80.3%	79.5%
IV Rank	42.8%	33.3%	53.9%	49.0%	34.8%
IV Percentile	65.9%	54.4%	81.0%	74.6%	54.4%
Term Structure	1.2%	-1.6%	6.7%	-0.2%	6.7%
VWIV	60.2%	52.9%	66.1%	66.1%	53.6%
Skew 25d	8.1%	7.4%	9.7%	9.2%	7.4%
Skew 10d	15.8%	14.3%	18.2%	18.2%	14.8%
Call IV 25d	56.6%	50.8%	61.9%	60.9%	50.8%
Put IV 25d	64.7%	58.1%	71.5%	70.0%	58.1%
Bid-Ask Spread %	16.11	9.49	20.99	9.49	15.74
Gamma HHI	0.05	0.03	0.14	0.05	0.05
Net GEX	4.2M	-7.7M	21.3M	5.4M	5.1M
Net DEX	-57.4M	-383.7M	282.0M	-81.9M	-50.1M
Net VEX	-8.8M	-9.4M	-8.1M	-9.2M	-8.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.47	1.37	0.99	1.08
Total Volume	23,774.1	13,356	37,146	34,048	19,666
Total OI	298,677.1	265,475	322,670	313,571	301,699

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$179.13	$175.00	64.3%	18.2%	69.5%	49.0%	66.1%	9.2%	-0.2%	5.4M	-81.9M	-9.2M	0.99	9.49	17,132	16,916	152,979	160,592
2022-07-05	$187.42	$175.00	67.1%	18.8%	66.4%	53.9%	66.0%	9.7%	-0.7%	9.1M	-289.7M	-9.4M	0.47	10.05	23,356	11,009	145,173	153,466
2022-07-06	$186.55	$180.00	65.5%	18.5%	65.0%	51.0%	64.8%	8.8%	-0.6%	10.4M	-265.3M	-9.3M	0.95	14.85	9,550	9,069	150,979	157,122
2022-07-07	$190.48	$180.00	61.2%	17.5%	63.8%	43.8%	61.8%	8.5%	-0.3%	16.6M	-383.7M	-9.4M	0.69	13.52	16,026	11,124	153,115	158,887
2022-07-08	$190.31	$180.00	59.6%	16.9%	63.8%	41.0%	60.2%	8.4%	-0.2%	21.3M	-376.5M	-9.4M	0.83	14.45	16,360	13,611	156,970	160,520
2022-07-11	$185.22	$180.00	61.2%	17.4%	63.7%	43.7%	61.6%	8.5%	-0.7%	5.8M	-164.3M	-9.1M	1.22	20.99	8,438	10,298	150,555	157,359
2022-07-12	$173.55	$180.00	65.2%	18.5%	67.3%	50.6%	65.3%	8.5%	-0.6%	-3.3M	179.5M	-8.6M	1.03	18.81	12,248	12,657	151,541	160,183
2022-07-13	$175.38	$180.00	64.7%	18.3%	58.7%	49.7%	65.8%	8.2%	-1.1%	-3.3M	122.9M	-8.7M	1.18	19.03	10,876	12,834	152,675	162,752
2022-07-14	$172.00	$180.00	64.8%	18.2%	58.8%	49.9%	63.3%	7.8%	-1.6%	-7.7M	222.3M	-8.5M	1.02	17.74	12,971	13,178	154,038	166,000
2022-07-15	$178.71	$180.00	60.2%	17.2%	59.1%	42.0%	61.2%	8.5%	-0.3%	42.0K	6.1M	-8.7M	0.80	16.93	14,613	11,755	156,543	166,127
2022-07-18	$177.17	$180.00	60.7%	17.4%	55.8%	42.9%	61.3%	8.0%	0.7%	-161.3K	50.7M	-8.6M	1.36	15.38	7,633	10,344	124,476	140,999
2022-07-19	$179.96	$180.00	58.7%	16.8%	54.5%	39.3%	57.6%	7.9%	-0.2%	1.2M	2.2M	-8.7M	0.92	14.22	8,114	7,470	126,821	144,097
2022-07-20	$185.25	$180.00	56.4%	16.2%	54.9%	35.5%	52.9%	7.6%	1.7%	6.6M	-142.8M	-9.0M	0.62	15.61	17,149	10,555	129,244	145,972
2022-07-21	$188.21	$180.00	55.1%	15.8%	55.0%	33.3%	55.7%	7.5%	0.5%	11.6M	-227.7M	-9.0M	1.08	19.90	9,015	9,735	138,988	147,114
2022-07-22	$183.34	$180.00	57.0%	16.4%	53.2%	36.5%	56.1%	7.7%	-0.5%	4.0M	-77.7M	-8.8M	0.77	18.81	13,939	10,688	141,863	148,139
2022-07-25	$181.55	$180.00	58.1%	16.1%	50.6%	38.4%	56.3%	7.6%	4.6%	3.0M	-13.7M	-8.7M	1.01	19.42	6,643	6,713	136,835	141,970
2022-07-26	$169.05	$180.00	62.8%	17.9%	56.5%	46.4%	62.6%	7.4%	5.4%	-3.8M	282.0M	-8.1M	1.37	13.33	15,659	21,487	138,787	144,024
2022-07-27	$177.39	$180.00	58.3%	16.1%	57.1%	38.7%	56.4%	8.3%	6.1%	-388.7K	87.1M	-8.6M	0.91	20.04	9,389	8,501	143,286	152,253
2022-07-28	$181.99	$180.00	56.3%	15.3%	57.7%	35.3%	54.5%	7.7%	6.3%	3.4M	-27.3M	-8.7M	1.06	13.96	9,098	9,663	144,956	154,443
2022-07-29	$183.08	$180.00	56.0%	15.0%	55.3%	34.8%	53.6%	7.4%	6.7%	5.1M	-50.1M	-8.6M	1.08	15.74	9,438	10,228	145,994	155,705