CRWD Options History — October 2022

In October 2022, CRWD traded between $147.24 and $178.46. ATM implied volatility averaged 58.4%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 14.0% (HV 20d: 44.4%). Max pain ranged from $165.00 to $180.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-10-13: Highest Volume — 45,915 contracts
  • 2022-10-10: Largest IV spike — 9.6% change
  • 2022-10-14: Highest IV Rank — 49.4%
  • 2022-10-14: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$161.23$147.24$178.46$169.82$161.65
Max Pain$170.71$165.00$180.00$180.00$165.00
ATM IV58.4%53.7%64.5%56.6%58.9%
Expected Move16.7%15.3%18.4%16.2%16.1%
HV 20d44.4%42.3%49.1%47.8%42.7%
HV 60d49.1%46.8%51.1%50.2%46.8%
IV Rank38.0%28.5%49.4%35.8%35.6%
IV Percentile47.9%29.0%72.6%44.0%48.0%
Term Structure0.9%-1.6%6.3%0.2%-0.5%
VWIV58.1%52.8%62.6%57.1%57.4%
Skew 25d8.9%7.6%9.9%8.3%9.0%
Skew 10d17.0%15.2%18.6%17.4%15.8%
Call IV 25d54.0%48.4%59.8%53.0%56.1%
Put IV 25d62.9%56.3%68.6%61.3%65.1%
Bid-Ask Spread %12.516.0920.796.0919.09
Gamma HHI0.050.040.070.040.04
Net GEX-4.0M-14.3M8.1M-2.9M-2.7M
Net DEX382.3M1.4M737.5M275.9M288.2M
Net VEX-6.7M-7.5M-5.8M-7.1M-6.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.471.170.731.03
Total Volume25,094.90516,58245,91517,24916,807
Total OI288,671.095266,356317,471275,065274,476

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$169.82$180.0056.6%16.2%47.8%35.8%57.1%8.3%0.2%-2.9M275.9M-7.1M0.736.099,9637,286129,634145,431
2022-10-04$174.41$180.0054.3%15.3%48.7%31.9%52.8%7.6%0.4%1.8M144.4M-7.3M0.796.1812,4719,903133,267146,656
2022-10-05$177.68$180.0053.7%15.4%49.1%30.9%53.6%7.7%0.4%6.0M34.0M-7.5M0.879.048,8857,697137,579148,548
2022-10-06$178.46$175.0054.1%15.5%47.6%31.5%56.4%8.4%0.1%8.1M1.4M-7.5M0.7715.9312,7509,760139,235149,917
2022-10-07$171.63$175.0056.1%16.2%42.5%34.9%56.4%8.5%-0.1%-434.5K236.5M-7.2M0.9117.8910,9089,897141,204152,173
2022-10-10$161.99$175.0061.5%17.5%45.4%44.1%57.5%9.4%-0.3%-7.5M485.1M-6.6M0.7010.4013,9869,802134,565146,604
2022-10-11$154.91$175.0063.8%18.1%44.4%48.1%62.3%9.6%-0.5%-10.4M629.2M-6.3M0.6414.3520,97413,334134,988148,409
2022-10-12$153.91$170.0062.9%17.8%44.2%46.6%62.2%9.0%-0.8%-9.8M642.3M-6.2M0.5714.2924,12313,746137,262150,299
2022-10-13$152.73$170.0062.3%17.8%43.0%45.5%62.6%9.2%0.1%-10.1M640.4M-6.2M0.4814.8230,98614,929146,713152,199
2022-10-14$147.24$175.0064.5%18.4%42.3%49.4%62.6%8.8%-0.4%-14.3M737.5M-5.8M0.6120.7918,01911,028153,848152,528
2022-10-17$151.67$170.0062.3%17.8%42.7%45.6%61.7%9.8%-1.6%-9.0M602.2M-6.0M0.4714.6419,7069,228141,806146,870
2022-10-18$156.68$170.0060.4%17.3%44.9%42.2%60.6%9.9%-1.3%-7.0M503.4M-6.3M0.7617.6619,86115,014145,666149,891
2022-10-19$152.71$170.0060.1%17.2%44.6%41.7%58.9%9.6%-1.0%-9.2M592.9M-6.3M0.867.2312,79711,058150,458153,547
2022-10-20$153.07$165.0058.6%16.9%42.4%38.7%58.6%8.9%-1.3%-9.4M554.5M-6.5M0.899.5112,08310,762157,230156,920
2022-10-21$156.61$165.0058.0%16.8%43.3%37.7%57.8%8.3%-1.1%-5.5M456.8M-6.6M0.847.9314,53612,220159,392158,079
2022-10-24$157.49$165.0058.4%17.0%43.3%37.0%58.7%9.5%4.4%-3.4M342.8M-6.7M0.859.9510,4398,844131,668134,688
2022-10-25$162.14$165.0055.4%16.3%44.3%31.4%56.6%8.7%5.0%-104.7K237.6M-6.9M0.7011.1213,6379,513135,873138,137
2022-10-26$162.14$165.0055.0%16.1%42.9%30.7%56.3%8.9%5.5%599.5K240.8M-6.9M1.099.9310,49711,475138,557140,370
2022-10-27$164.88$165.0054.8%15.9%43.3%30.4%55.0%8.8%5.3%2.4M171.3M-7.0M1.1714.029,26010,848139,383142,219
2022-10-28$163.96$165.0054.4%15.4%43.3%28.5%55.3%7.9%6.3%-1.8M211.0M-6.9M1.0911.868,5789,383141,905143,899
2022-10-31$161.65$165.0058.9%16.1%42.7%35.6%57.4%9.0%-0.5%-2.7M288.2M-6.7M1.0319.098,2788,529134,303140,173