CRWD Options History — April 2023

In April 2023, CRWD traded between $120.09 and $137.20. ATM implied volatility averaged 43.3%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 2.7% (HV 20d: 40.6%). Max pain ranged from $130.00 to $130.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2023-04-05: Highest Volume — 53,967 contracts
  • 2023-04-25: Largest IV spike — 14.1% change
  • 2023-04-25: Highest IV Rank — 10.7%
  • 2023-04-25: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$130.77$120.09$137.20$136.53$120.09
Max Pain$130.00$130.00$130.00$130.00$130.00
ATM IV43.3%40.3%46.0%43.3%45.3%
Expected Move12.3%11.5%13.3%12.3%12.3%
HV 20d40.6%37.4%46.6%41.1%46.6%
HV 60d42.9%41.5%44.4%41.5%42.8%
IV Rank3.2%0.0%10.7%1.0%9.4%
IV Percentile2.2%0.0%8.3%0.8%7.5%
Term Structure1.3%-0.3%6.1%0.2%6.1%
VWIV43.4%40.0%47.7%43.8%42.9%
Skew 25d5.5%4.7%7.0%5.2%5.8%
Skew 10d10.5%9.1%13.4%9.9%11.5%
Call IV 25d40.7%37.5%43.0%41.5%40.6%
Put IV 25d46.2%42.6%50.0%46.7%46.4%
Bid-Ask Spread %2.701.933.392.432.92
Gamma HHI0.070.030.340.060.34
Net GEX4.8M-24.8M26.2M12.8M-24.8M
Net DEX-151.7M-439.8M266.7M-383.8M266.7M
Net VEX-5.4M-5.7M-5.0M-5.6M-5.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.431.260.681.03
Total Volume30,123.42116,04353,96724,92251,499
Total OI299,495.947253,930324,272287,875297,288

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$136.53$130.0043.3%12.3%41.1%1.0%43.8%5.2%0.2%12.8M-383.8M-5.6M0.682.4314,85910,063147,012140,863
2023-04-04$136.76$130.0043.9%12.4%40.0%2.2%44.1%5.4%0.4%15.4M-400.6M-5.7M0.522.4720,96710,917153,878144,851
2023-04-05$127.61$130.0045.6%12.6%46.3%5.4%44.2%6.2%0.4%-5.6M25.4M-5.4M0.792.6930,17523,792159,167149,530
2023-04-06$127.72$130.0044.2%12.8%41.2%2.8%47.7%5.7%0.6%1.5M853.7K-5.4M0.922.9116,09414,873167,683156,589
2023-04-10$127.18$130.0045.3%13.2%40.2%4.9%45.4%5.8%0.8%1.1M-44.0M-5.3M0.552.5110,4105,772149,453147,639
2023-04-11$129.44$130.0045.1%12.9%40.0%4.5%44.6%5.4%-0.1%5.8M-142.7M-5.4M0.472.8414,2566,645152,964150,090
2023-04-12$134.47$130.0044.3%12.7%39.2%3.0%44.4%4.9%-0.1%14.3M-352.2M-5.6M1.003.3925,67725,627154,874151,947
2023-04-13$136.37$130.0044.2%12.7%39.3%2.7%43.9%4.8%0.2%21.1M-439.8M-5.7M0.582.7019,81411,430160,209154,590
2023-04-14$136.14$130.0042.1%12.2%37.7%0.0%43.4%4.7%0.6%26.2M-410.9M-5.7M0.963.1012,62512,178163,582158,843
2023-04-17$137.20$130.0042.4%12.2%37.8%0.5%43.1%5.0%-0.1%14.9M-393.6M-5.6M1.112.538,0808,975151,603150,019
2023-04-18$136.36$130.0041.0%11.8%37.8%0.0%41.1%4.8%0.2%14.8M-360.8M-5.6M1.262.627,1018,942154,176151,483
2023-04-19$133.05$130.0040.5%11.6%37.4%0.0%41.2%5.0%0.3%6.9M-204.4M-5.4M1.242.4013,37816,547154,895152,911
2023-04-20$130.06$130.0041.2%11.8%37.9%1.2%40.9%5.1%0.1%62.6K-82.7M-5.3M1.143.0210,74512,253158,354154,502
2023-04-21$132.24$130.0040.3%11.6%38.4%0.0%40.0%5.1%-0.3%152.9K-189.6M-5.4M0.741.9312,6249,302160,126157,493
2023-04-24$130.74$130.0040.4%11.5%38.0%0.1%41.0%5.3%3.7%1.6M-85.2M-5.3M0.763.0611,6048,803128,526125,404
2023-04-25$122.62$130.0046.0%13.3%44.2%10.7%46.2%7.0%3.7%-5.6M158.9M-5.0M1.082.4623,81125,609131,269129,884
2023-04-26$123.88$130.0044.1%12.6%43.6%7.1%44.8%6.8%3.1%-5.0M118.4M-5.3M0.742.6511,8778,838140,097142,518
2023-04-27$126.18$130.0043.2%12.1%44.1%5.5%42.3%6.0%5.6%-3.4M38.2M-5.3M0.432.6025,26210,921141,077145,034
2023-04-28$120.09$130.0045.3%12.3%46.6%9.4%42.9%5.8%6.1%-24.8M266.7M-5.1M1.032.9225,33726,162149,333147,955