CRWD Options History — June 2023

In June 2023, CRWD traded between $142.12 and $160.01. ATM implied volatility averaged 38.3%, placing in the 1.8% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 2.0% (HV 20d: 36.3%). Max pain ranged from $134.00 to $142.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2023-06-01: Highest Volume — 186,463 contracts
2023-06-12: Largest IV spike — 5.5% change
2023-06-15: Highest IV Rank — 6.4%
2023-06-01: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$149.85	$142.12	$160.01	$156.74	$146.94
Max Pain	$137.57	$134.00	$142.00	$135.00	$142.00
ATM IV	38.3%	35.1%	40.8%	40.8%	35.1%
Expected Move	10.9%	9.7%	12.4%	12.4%	9.7%
HV 20d	36.3%	30.4%	42.9%	40.5%	36.6%
HV 60d	42.0%	40.4%	43.5%	43.5%	42.8%
IV Rank	1.8%	0.0%	6.4%	1.3%	0.0%
IV Percentile	1.0%	0.0%	3.6%	1.2%	0.0%
Term Structure	0.3%	-0.7%	1.2%	-0.4%	0.7%
VWIV	38.9%	34.1%	44.6%	44.6%	34.1%
Skew 25d	1.4%	0.3%	2.0%	1.5%	1.2%
Skew 10d	2.8%	1.1%	3.5%	3.1%	2.3%
Call IV 25d	38.3%	35.0%	40.8%	40.8%	35.0%
Put IV 25d	39.7%	36.2%	42.3%	42.3%	36.2%
Bid-Ask Spread %	2.90	2.42	5.05	2.60	2.60
Gamma HHI	0.08	0.05	0.14	0.08	0.07
Net GEX	8.0M	-12.5M	36.1M	17.3M	22.2M
Net DEX	-509.9M	-1.13B	-35.7M	-978.1M	-348.5M
Net VEX	-5.9M	-6.1M	-5.7M	-6.0M	-5.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.26	0.80	0.67	0.44
Total Volume	47,711.571	17,496	186,463	186,463	39,562
Total OI	328,335.857	265,548	402,966	386,804	306,846

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-06-01	$156.74	$135.00	40.8%	12.4%	40.5%	1.3%	44.6%	1.5%	-0.4%	17.3M	-978.1M	-6.0M	0.67	2.60	111,822	74,641	193,861	192,943
2023-06-02	$152.44	$134.00	39.4%	11.6%	42.9%	0.0%	41.5%	1.3%	-0.7%	9.0M	-775.2M	-6.1M	0.54	2.53	71,323	38,343	203,569	199,397
2023-06-05	$153.79	$135.00	40.2%	11.5%	41.8%	2.3%	40.8%	2.0%	0.3%	20.8M	-791.1M	-6.1M	0.53	4.40	32,074	17,007	176,370	164,216
2023-06-06	$152.75	$135.00	38.3%	11.0%	34.6%	0.0%	39.3%	1.5%	0.5%	19.3M	-744.7M	-6.0M	0.48	2.58	19,586	9,312	179,399	169,775
2023-06-07	$148.97	$135.00	37.5%	10.9%	35.1%	0.0%	38.6%	1.8%	0.7%	9.7M	-545.0M	-5.9M	0.55	2.71	22,559	12,456	182,813	172,152
2023-06-08	$151.24	$135.00	37.5%	10.9%	33.9%	0.1%	39.0%	1.5%	0.8%	15.6M	-673.4M	-6.0M	0.52	2.65	19,778	10,244	186,214	174,416
2023-06-09	$149.63	$135.00	37.7%	10.9%	33.8%	0.4%	38.3%	1.3%	0.6%	484.2K	-569.6M	-5.9M	0.66	2.53	25,416	16,769	187,623	175,678
2023-06-12	$150.61	$135.00	39.8%	11.4%	32.9%	5.9%	40.2%	1.9%	0.0%	12.0M	-624.9M	-5.9M	0.48	3.35	16,877	8,147	172,514	164,756
2023-06-13	$152.91	$135.00	39.2%	11.1%	30.9%	4.6%	39.9%	1.8%	-0.4%	18.0M	-737.4M	-5.9M	0.48	3.03	18,243	8,715	176,403	168,058
2023-06-14	$152.91	$135.00	38.6%	11.0%	30.4%	2.7%	39.4%	1.6%	-0.2%	18.4M	-740.3M	-5.9M	0.37	3.38	19,748	7,228	176,851	168,172
2023-06-15	$160.01	$135.00	39.9%	11.4%	33.0%	6.4%	40.7%	0.3%	-0.2%	36.1M	-1.13B	-5.9M	0.26	5.05	82,663	21,414	179,760	170,364
2023-06-16	$155.97	$140.00	38.5%	11.0%	33.8%	2.6%	39.0%	0.4%	-0.1%	27.5M	-898.8M	-6.0M	0.40	2.66	43,444	17,540	187,979	176,935
2023-06-20	$153.33	$140.00	38.8%	11.1%	33.9%	3.4%	39.3%	1.2%	0.9%	8.9M	-441.8M	-6.0M	0.63	2.73	23,618	14,784	136,547	129,001
2023-06-21	$144.13	$140.00	39.5%	11.3%	40.3%	5.7%	40.3%	1.7%	0.6%	-11.3M	-50.7M	-5.7M	0.74	2.71	28,391	21,001	139,832	135,979
2023-06-22	$145.59	$140.00	38.4%	11.0%	40.0%	2.6%	39.1%	1.4%	0.9%	-12.5M	-137.2M	-5.9M	0.48	2.60	23,038	11,128	146,920	143,278
2023-06-23	$143.45	$140.00	37.5%	10.6%	38.9%	0.0%	37.6%	1.6%	1.2%	-7.3M	-35.7M	-5.8M	0.67	2.43	17,443	11,764	151,254	147,217
2023-06-26	$142.12	$140.00	37.4%	10.5%	38.8%	0.0%	37.4%	1.5%	0.3%	-9.9M	-39.9M	-5.7M	0.80	2.42	13,248	10,634	136,729	138,640
2023-06-27	$144.81	$140.00	37.0%	10.3%	37.9%	0.0%	37.0%	1.8%	0.4%	-6.3M	-170.8M	-5.8M	0.59	2.42	11,036	6,460	143,410	145,249
2023-06-28	$144.80	$141.00	36.9%	10.2%	36.0%	0.0%	36.4%	1.4%	0.6%	-6.7M	-171.0M	-5.8M	0.60	2.79	13,989	8,363	146,528	147,450
2023-06-29	$143.68	$142.00	36.2%	10.0%	35.8%	0.0%	35.3%	1.4%	0.5%	-12.2M	-105.7M	-5.8M	0.53	2.70	14,468	7,667	150,298	149,657
2023-06-30	$146.94	$142.00	35.1%	9.7%	36.6%	0.0%	34.1%	1.2%	0.7%	22.2M	-348.5M	-5.8M	0.44	2.60	27,450	12,112	153,720	153,126