CRWD Options History — December 2022

In December 2022, CRWD traded between $99.97 and $123.97. ATM implied volatility averaged 52.5%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 21.4% (HV 20d: 73.9%). Max pain ranged from $125.00 to $150.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.78.

Notable Days

  • 2022-12-01: Highest Volume — 172,652 contracts
  • 2022-12-22: Largest IV spike — 6.8% change
  • 2022-12-07: Highest IV Rank — 22.4%
  • 2022-12-07: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.86$99.97$123.97$123.97$104.83
Max Pain$139.05$125.00$150.00$135.00$125.00
ATM IV52.5%49.6%55.1%50.1%53.9%
Expected Move15.1%14.1%15.8%15.4%15.1%
HV 20d73.9%40.0%93.7%93.7%40.0%
HV 60d63.8%63.2%66.1%66.1%63.7%
IV Rank17.1%11.4%22.4%12.4%19.9%
IV Percentile15.5%6.0%28.2%7.5%17.5%
Term Structure0.7%-0.9%2.1%0.1%1.2%
VWIV51.6%44.8%55.1%54.2%52.6%
Skew 25d5.5%4.2%6.5%5.6%5.1%
Skew 10d10.6%8.3%12.6%10.4%10.3%
Call IV 25d50.3%47.5%52.9%47.9%51.3%
Put IV 25d55.8%52.4%59.3%53.5%56.4%
Bid-Ask Spread %4.931.8211.4010.212.13
Gamma HHI0.070.040.110.040.11
Net GEX-7.6M-12.3M1.3M-3.7M1.3M
Net DEX551.0M382.2M694.2M489.0M414.2M
Net VEX-4.1M-4.7M-3.5M-4.6M-3.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.780.467.520.810.80
Total Volume54,760.42919,540172,652172,65230,042
Total OI346,683.714301,237427,889406,980341,613

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$123.97$135.0050.1%15.4%93.7%12.4%54.2%5.6%0.1%-3.7M489.0M-4.6M0.8110.2195,27777,375224,836182,144
2022-12-02$123.06$135.0050.2%15.3%92.6%12.5%53.8%6.1%0.2%-3.5M514.0M-4.6M0.866.6647,87240,948234,380193,509
2022-12-05$118.41$150.0052.5%15.1%85.7%17.2%52.6%6.4%0.6%-6.8M565.5M-4.4M0.916.0122,97720,847184,573153,446
2022-12-06$114.00$150.0054.9%15.7%86.3%21.9%55.1%6.5%1.0%-10.8M694.2M-4.3M0.785.3219,52615,231190,530159,635
2022-12-07$113.29$150.0055.1%15.8%85.9%22.4%49.2%6.5%1.3%-10.8M691.7M-4.3M3.815.4420,23377,022196,331161,449
2022-12-08$114.56$145.0054.2%15.6%85.0%20.5%53.1%6.0%1.0%-7.4M602.2M-4.4M1.289.0416,68221,373204,147161,429
2022-12-09$115.02$145.0052.8%15.2%75.2%17.8%51.7%5.6%2.1%-7.0M577.7M-4.4M1.648.7017,32528,480207,770163,119
2022-12-12$117.97$145.0053.3%15.2%72.7%18.8%53.3%5.7%-0.9%-6.3M472.3M-4.6M0.4611.4015,4667,139186,842153,206
2022-12-13$120.82$145.0051.1%14.5%73.6%14.3%51.6%5.6%-0.8%-3.0M382.2M-4.7M0.754.4514,62310,940193,393154,966
2022-12-14$120.02$145.0049.6%14.1%71.1%11.4%46.9%4.9%-0.3%-3.6M408.7M-4.6M5.4311.1711,23761,048196,585156,087
2022-12-15$114.84$145.0050.6%14.4%71.6%13.3%50.4%4.7%-0.4%-9.8M594.4M-4.3M0.814.6214,86412,058198,887158,229
2022-12-16$112.08$145.0051.3%14.6%71.3%14.8%50.3%4.2%-0.7%-9.8M663.4M-4.1M1.532.2921,71933,281201,822158,721
2022-12-19$107.69$140.0051.2%14.7%71.8%14.5%51.7%5.2%1.4%-9.3M587.3M-3.9M1.072.1614,13515,128165,737135,500
2022-12-20$109.86$140.0050.2%14.4%72.6%12.5%50.1%5.0%1.8%-7.9M508.8M-4.0M0.771.9711,0498,491171,202137,193
2022-12-21$107.85$140.0050.9%14.6%72.5%14.0%44.8%4.8%1.2%-9.8M543.0M-3.9M3.522.0122,17178,040175,179138,140
2022-12-22$103.69$130.0054.4%15.6%70.8%20.9%54.8%5.7%-0.1%-11.4M591.2M-3.7M1.392.2017,94424,853184,980138,322
2022-12-23$101.57$130.0053.0%15.0%70.7%18.1%52.8%5.5%2.0%-12.3M638.8M-3.6M0.971.9217,16616,593192,329140,957
2022-12-27$101.02$130.0054.5%15.4%70.7%21.2%54.1%5.4%1.3%-9.8M593.5M-3.5M1.021.8210,73110,975184,233137,132
2022-12-28$99.97$125.0055.0%15.6%70.7%22.1%49.3%5.5%1.0%-9.5M598.4M-3.5M7.522.1912,56494,463189,204139,979
2022-12-29$104.59$125.0053.3%15.0%46.8%18.8%52.3%5.6%1.1%-7.3M440.1M-3.7M1.161.8819,49922,582193,646138,976
2022-12-30$104.83$125.0053.9%15.1%40.0%19.9%52.6%5.1%1.2%1.3M414.2M-3.8M0.802.1316,71513,327199,944141,669