CRWD Options History — November 2022

In November 2022, CRWD traded between $116.69 and $160.48. ATM implied volatility averaged 67.1%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 0.1% (HV 20d: 66.9%). Max pain ranged from $150.00 to $175.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-11-30: Highest Volume — 353,538 contracts
  • 2022-11-30: Largest IV drop — 18.9% change
  • 2022-11-09: Highest IV Rank — 55.7%
  • 2022-11-29: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.63$116.69$160.48$160.48$116.69
Max Pain$155.83$150.00$175.00$165.00$150.00
ATM IV67.1%52.7%71.8%60.5%52.7%
Expected Move19.5%15.9%21.5%16.5%15.9%
HV 20d66.9%41.3%92.4%41.3%92.4%
HV 60d55.0%46.8%64.8%46.8%64.8%
IV Rank46.2%17.5%55.7%33.1%17.5%
IV Percentile74.8%13.9%87.3%54.4%13.9%
Term Structure-1.9%-3.2%0.2%-0.8%0.2%
VWIV67.7%55.6%75.2%56.9%55.6%
Skew 25d8.6%6.7%9.4%7.9%6.7%
Skew 10d16.3%13.1%17.9%16.2%13.1%
Call IV 25d62.9%49.3%67.5%57.4%49.3%
Put IV 25d71.5%56.0%76.0%65.3%56.0%
Bid-Ask Spread %14.654.6631.2615.484.66
Gamma HHI0.050.030.130.040.07
Net GEX-7.0M-22.1M1.7M-3.1M-22.1M
Net DEX487.7M96.8M1.17B312.6M1.17B
Net VEX-5.3M-6.6M-3.6M-6.6M-3.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.581.621.031.62
Total Volume59,039.0486,896353,53822,835353,538
Total OI303,320.381278,482357,210279,797357,210

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$160.48$165.0060.5%16.5%41.3%33.1%56.9%7.9%-0.8%-3.1M312.6M-6.6M1.0315.4811,22611,609137,680142,117
2022-11-02$149.23$165.0066.4%17.6%47.0%44.9%60.0%9.2%-2.7%-9.0M570.5M-5.9M0.6824.6418,94812,856137,441141,041
2022-11-03$142.27$175.0068.3%18.8%48.7%48.6%62.7%8.4%-1.9%-12.2M673.2M-5.5M0.818.5019,84516,171142,276141,690
2022-11-04$127.83$175.0069.1%19.3%58.8%50.3%67.3%8.8%-2.0%-10.3M870.2M-4.6M1.079.0333,51235,798145,112143,090
2022-11-07$124.91$160.0070.3%19.6%56.6%52.6%69.0%9.4%-1.1%-10.0M774.4M-4.5M0.5918.1529,87617,665142,879138,461
2022-11-08$127.14$155.0071.5%20.1%56.3%55.0%70.4%8.7%-0.7%-8.4M671.7M-4.9M1.1425.3517,01019,440152,056140,510
2022-11-09$121.94$155.0071.8%20.5%57.4%55.7%69.3%9.0%-0.4%-9.5M737.2M-4.5M0.9314.7515,40714,288156,307141,615
2022-11-10$135.28$150.0067.8%19.3%70.6%47.7%67.1%9.0%-0.7%-2.8M398.2M-5.3M0.7531.2622,56916,949161,174140,660
2022-11-11$142.79$150.0067.3%19.0%72.7%46.6%66.9%7.5%-1.4%-1.1M174.3M-5.8M0.6823.6633,93523,023164,775142,504
2022-11-14$142.35$150.0069.4%19.8%71.7%50.8%69.3%8.5%-2.5%-2.4M263.4M-5.6M0.9517.9812,91912,335155,379135,937
2022-11-15$148.63$150.0069.1%19.8%72.5%50.3%68.8%8.9%-3.1%462.4K96.8M-6.0M0.6118.6621,75813,368157,452138,284
2022-11-16$143.67$155.0069.5%19.9%72.9%51.1%71.3%9.1%-2.5%-2.9M243.2M-5.8M1.5311.1210,18915,547162,008140,920
2022-11-17$138.71$155.0070.8%20.4%73.8%53.7%70.6%8.6%-2.5%-9.3M408.7M-5.5M0.9113.6015,19913,840164,554146,986
2022-11-18$139.06$155.0069.3%20.2%73.1%50.6%70.9%8.6%-3.2%-16.2M420.3M-5.5M0.8011.2553,15442,778168,597151,011
2022-11-21$135.66$155.0069.5%20.6%73.3%51.0%71.1%9.3%-2.3%-6.0M452.7M-5.4M1.139.3245,62451,674157,430143,853
2022-11-22$135.79$152.5066.3%20.0%72.1%44.7%69.2%8.7%-2.4%-9.7M515.2M-5.4M1.177.4831,85337,412154,820151,447
2022-11-23$140.91$150.0065.0%19.5%73.9%42.0%67.2%8.8%-2.8%491.7K305.2M-5.6M0.8513.8116,60514,128163,745155,181
2022-11-25$140.26$150.0064.4%19.8%73.3%40.8%69.0%8.5%-3.1%1.7M339.1M-5.5M0.5816.914,3622,534166,859157,999
2022-11-28$138.75$150.0064.6%20.9%73.3%41.4%75.2%9.3%-2.2%-7.1M412.4M-5.3M1.085.8216,81118,213156,148151,494
2022-11-29$137.85$150.0064.9%21.5%73.3%42.0%74.3%8.3%-1.6%-7.7M436.2M-5.3M0.776.2637,31028,542161,241159,785
2022-11-30$116.69$150.0052.7%15.9%92.4%17.5%55.6%6.7%0.2%-22.1M1.17B-3.6M1.624.66135,116218,422181,336175,874