CRWD Options History — January 2023

In January 2023, CRWD traded between $95.10 and $105.75. ATM implied volatility averaged 52.2%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 4.3% (HV 20d: 47.9%). Max pain ranged from $100.00 to $122.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.55.

Notable Days

  • 2023-01-18: Highest Volume — 119,983 contracts
  • 2023-01-20: Largest IV drop — 5.7% change
  • 2023-01-03: Highest IV Rank — 22.0%
  • 2023-01-05: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.00$95.10$105.75$103.45$105.17
Max Pain$102.60$100.00$122.00$122.00$100.00
ATM IV52.2%48.8%56.2%55.1%52.3%
Expected Move15.3%14.1%16.3%15.7%16.0%
HV 20d47.9%38.7%51.1%40.0%51.1%
HV 60d64.7%63.4%65.9%63.6%65.0%
IV Rank11.5%3.8%22.0%22.0%11.3%
IV Percentile12.4%1.6%31.3%27.8%12.3%
Term Structure0.5%-1.4%6.4%0.0%6.4%
VWIV53.4%49.8%57.6%55.3%56.3%
Skew 25d5.6%4.9%6.4%5.8%5.1%
Skew 10d10.8%8.5%12.1%12.1%10.3%
Call IV 25d49.8%46.7%53.5%53.1%49.9%
Put IV 25d55.5%51.7%59.6%58.9%55.1%
Bid-Ask Spread %2.441.902.971.902.24
Gamma HHI0.080.040.180.110.04
Net GEX-2.2M-14.9M11.0M-7.5M3.6M
Net DEX344.8M69.0M650.9M462.6M116.3M
Net VEX-3.7M-4.0M-3.1M-3.7M-4.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.275.641.780.51
Total Volume54,731.9523,172119,98331,16523,905
Total OI330,140.2259,621380,208325,303283,203

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$103.45$122.0055.1%15.7%40.0%22.0%55.3%5.8%0.0%-7.5M462.6M-3.7M1.781.9011,19719,968189,309135,994
2023-01-04$104.13$120.0054.7%15.4%38.7%18.3%52.2%6.0%-0.3%-6.8M444.9M-3.7M4.552.1611,34851,605192,917138,373
2023-01-05$95.31$110.0056.2%16.3%47.4%19.6%56.1%6.1%0.0%-11.2M650.9M-3.1M1.722.7929,67451,061195,701139,416
2023-01-06$95.10$100.0054.1%15.7%47.4%15.1%54.7%5.9%0.1%-14.9M623.9M-3.2M2.282.9725,93759,249209,808149,689
2023-01-09$96.89$100.0053.3%15.6%47.9%13.4%55.4%6.1%1.0%-9.2M513.4M-3.4M1.452.6315,33322,231197,969143,240
2023-01-10$95.32$100.0054.9%15.9%47.8%16.7%54.9%6.4%0.4%-10.3M551.3M-3.3M0.712.8315,04010,633202,977146,637
2023-01-11$96.95$100.0053.9%15.7%47.0%14.7%54.8%6.0%0.8%-8.6M488.5M-3.4M5.642.6017,916101,076208,306149,017
2023-01-12$97.53$100.0051.0%14.7%45.7%8.6%51.4%5.4%0.3%-8.6M473.0M-3.5M2.032.3819,87640,383215,804155,321
2023-01-13$99.64$100.0048.8%14.2%47.1%3.8%49.8%4.9%0.9%6.6M378.6M-3.6M1.302.6824,98632,545221,579158,152
2023-01-17$104.85$100.0050.8%14.6%49.8%8.1%52.2%5.5%-1.0%-169.7K221.1M-3.8M0.642.3643,33627,808210,523146,530
2023-01-18$101.05$100.0051.9%14.9%50.7%10.5%51.6%5.5%-1.4%-2.4M354.6M-3.7M2.762.3231,91688,067219,276150,893
2023-01-19$100.25$100.0052.1%15.0%49.0%10.9%53.2%5.5%-1.3%-4.0M363.2M-3.6M1.262.6614,36418,128224,662151,363
2023-01-20$102.77$100.0049.2%14.1%49.4%4.6%49.9%5.0%-0.4%5.6M248.7M-3.8M0.532.3727,59914,738226,884153,324
2023-01-23$105.75$100.0049.6%14.5%50.3%5.6%51.2%5.6%0.5%2.8M125.8M-3.9M0.412.3524,92410,314134,180125,441
2023-01-24$104.41$100.0051.8%15.3%48.4%10.2%52.9%6.0%-0.7%3.3M154.7M-3.9M0.272.6028,8687,827143,015130,527
2023-01-25$100.67$100.0050.8%15.1%49.6%8.1%52.7%5.8%-0.3%-109.1K279.7M-3.7M1.732.3329,33350,805148,206132,827
2023-01-26$103.60$100.0050.4%15.1%50.7%7.2%52.8%5.6%-0.7%6.3M147.3M-3.9M0.402.2423,2199,363155,784139,628
2023-01-27$105.31$100.0051.3%15.4%50.7%9.2%54.0%5.2%-0.9%11.0M69.0M-4.0M0.432.5025,79011,105158,555141,470
2023-01-30$101.83$100.0052.8%16.3%49.7%12.4%57.6%5.2%6.0%-65.4K229.1M-3.8M0.591.9714,5298,643142,937133,367
2023-01-31$105.17$100.0052.3%16.0%51.1%11.3%56.3%5.1%6.4%3.6M116.3M-4.0M0.512.2415,7848,121147,006136,197