CRWD Options History — September 2022

In September 2022, CRWD traded between $160.18 and $194.31. ATM implied volatility averaged 55.7%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 2.5% (HV 20d: 53.1%). Max pain ranged from $180.00 to $190.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2022-09-01: Highest Volume — 77,513 contracts
  • 2022-09-09: Largest IV drop — 6.5% change
  • 2022-09-27: Highest IV Rank — 41.6%
  • 2022-09-26: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$173.11$160.18$194.31$172.00$166.22
Max Pain$187.14$180.00$190.00$187.50$180.00
ATM IV55.7%50.1%60.0%57.6%58.3%
Expected Move15.9%14.5%17.0%16.2%16.7%
HV 20d53.1%45.1%57.8%52.2%47.1%
HV 60d53.1%50.0%55.8%55.8%50.0%
IV Rank34.2%24.7%41.6%37.6%38.7%
IV Percentile43.1%27.0%55.2%48.8%49.6%
Term Structure0.0%-0.4%0.5%-0.1%0.2%
VWIV55.0%50.4%58.5%57.6%57.1%
Skew 25d7.5%5.3%9.2%5.4%8.4%
Skew 10d14.7%9.8%18.7%9.8%16.1%
Call IV 25d52.1%47.1%55.8%54.9%54.0%
Put IV 25d59.6%53.3%64.2%60.3%62.4%
Bid-Ask Spread %9.832.8720.116.5711.17
Gamma HHI0.060.040.230.070.06
Net GEX-7.0M-27.3M12.4M-27.3M142.5K
Net DEX294.5M-351.2M622.8M622.8M340.0M
Net VEX-7.3M-8.0M-6.7M-7.4M-7.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.531.650.960.84
Total Volume26,566.71412,35777,51377,51326,959
Total OI308,696.857255,732389,647385,317286,286

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$172.00$187.5057.6%16.2%52.2%37.6%57.6%5.4%-0.1%-27.3M622.8M-7.4M0.966.5739,45638,057197,039188,278
2022-09-02$171.24$185.0055.3%15.4%51.6%33.6%52.8%5.3%0.5%-16.9M607.4M-7.4M1.125.8618,46320,677201,318188,329
2022-09-06$171.21$190.0057.4%16.5%51.6%37.2%57.6%6.9%0.1%-10.7M445.2M-7.2M1.0113.4911,30411,401157,360165,876
2022-09-07$172.58$190.0054.9%15.6%51.7%32.9%55.2%6.7%-0.4%-10.1M400.8M-7.2M1.297.7014,42318,588159,167166,102
2022-09-08$178.58$190.0053.6%15.3%45.1%30.6%54.1%6.5%-0.1%-1.5M161.5M-7.4M0.6610.4019,45712,782161,461168,298
2022-09-09$190.82$190.0050.1%14.5%51.5%24.7%50.6%6.3%0.4%12.4M-351.2M-8.0M0.668.1528,15118,530166,579170,582
2022-09-12$194.31$190.0050.7%14.6%51.6%25.8%50.4%7.0%-0.0%9.4M-347.6M-8.0M0.936.3211,92011,062156,986167,936
2022-09-13$184.31$190.0054.0%15.5%54.5%31.3%54.9%6.8%0.2%-3.0M29.6M-7.8M1.1314.6712,80814,509159,418170,857
2022-09-14$185.05$190.0054.3%15.5%54.6%31.9%53.9%7.4%-0.4%-3.9M41.0M-7.8M0.7612.847,0185,339160,320174,725
2022-09-15$178.36$190.0053.4%15.3%55.6%30.3%53.8%6.9%0.1%-11.4M244.2M-7.4M1.6520.116,18910,223161,369175,469
2022-09-16$170.84$190.0056.4%16.1%57.2%35.5%55.0%8.5%-0.2%-20.5M495.9M-7.1M0.849.0416,10013,569162,601176,389
2022-09-19$175.39$190.0054.4%15.6%57.8%32.1%52.7%8.3%0.1%-5.5M234.0M-7.2M0.532.8711,0685,899119,361136,371
2022-09-20$175.14$190.0054.8%15.7%57.0%32.7%54.4%8.6%0.4%-3.9M219.0M-7.3M0.838.888,4297,031124,315138,966
2022-09-21$169.78$190.0054.2%15.6%55.4%31.8%52.9%7.4%0.2%-7.4M344.7M-7.1M0.8210.287,9946,591126,530141,521
2022-09-22$162.77$187.5055.6%15.9%56.2%34.2%54.9%8.1%-0.3%-12.5M533.2M-6.7M0.746.1113,83510,247127,961144,359
2022-09-23$160.93$185.0058.1%16.6%53.6%38.4%56.8%8.5%0.3%-10.6M546.8M-6.7M1.456.319,09613,228130,814146,544
2022-09-26$160.18$185.0059.2%17.0%52.4%40.3%58.5%7.6%0.1%-9.0M500.0M-6.7M0.9613.269,8499,412124,981143,419
2022-09-27$162.45$180.0060.0%17.0%53.1%41.6%58.5%9.2%-0.1%-7.0M439.6M-6.9M1.0212.428,4618,614128,169147,040
2022-09-28$167.38$180.0057.7%16.2%54.7%37.7%55.9%9.1%0.3%-3.7M322.3M-7.1M1.239.468,92410,941130,338148,353
2022-09-29$165.83$180.0059.2%16.9%51.8%40.3%58.3%9.2%-0.4%-3.1M354.6M-7.0M1.2510.549,47611,821132,440148,407
2022-09-30$166.22$180.0058.3%16.7%47.1%38.7%57.1%8.4%0.2%142.5K340.0M-7.0M0.8411.1714,62312,336134,699151,587