CRWD Options History — October 2023

In October 2023, CRWD traded between $161.74 and $187.97. ATM implied volatility averaged 40.0%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 5.3% (HV 20d: 34.7%). Max pain ranged from $160.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.85.

Notable Days

  • 2023-10-06: Highest Volume — 63,450 contracts
  • 2023-10-30: Largest IV spike — 10.6% change
  • 2023-10-31: Highest IV Rank — 45.0%
  • 2023-10-27: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$178.37$161.74$187.97$169.28$176.61
Max Pain$171.82$160.00$180.00$160.00$180.00
ATM IV40.0%36.7%50.2%36.9%50.2%
Expected Move11.4%10.3%12.6%10.3%12.2%
HV 20d34.7%24.7%39.7%24.7%35.4%
HV 60d44.4%40.6%46.7%44.9%40.7%
IV Rank19.1%10.7%45.0%11.1%45.0%
IV Percentile22.0%8.3%50.8%8.3%50.8%
Term Structure1.7%-1.2%8.8%0.3%0.2%
VWIV40.0%36.9%44.0%36.9%42.6%
Skew 25d3.6%2.0%4.9%2.9%4.8%
Skew 10d7.3%4.0%11.1%6.0%9.8%
Call IV 25d38.7%35.6%48.8%36.1%48.8%
Put IV 25d42.3%38.5%53.6%39.0%53.6%
Bid-Ask Spread %4.832.929.482.923.53
Gamma HHI0.070.050.100.060.06
Net GEX21.7M545.2K39.8M22.1M15.1M
Net DEX-1.11B-1.81B-432.6M-840.1M-764.4M
Net VEX-7.0M-7.2M-6.8M-7.0M-7.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.481.360.790.53
Total Volume27,094.13613,00763,45019,30014,877
Total OI330,721.727291,169365,794324,466296,313

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$169.28$160.0036.9%10.3%24.7%11.1%36.9%2.9%0.3%22.1M-840.1M-7.0M0.792.9210,8078,493157,820166,646
2023-10-03$161.74$160.0040.6%11.6%28.5%20.8%40.9%4.0%0.1%2.8M-432.6M-7.0M1.014.4810,54810,676160,539168,208
2023-10-04$164.13$160.0038.4%10.8%29.0%15.1%38.5%3.2%0.2%8.7M-552.9M-7.0M0.815.597,2625,872161,838170,658
2023-10-05$165.78$165.0039.0%11.2%29.1%16.6%39.7%3.4%0.0%14.2M-643.9M-7.0M0.793.809,5137,473163,578172,584
2023-10-06$176.60$165.0037.1%10.9%36.8%11.7%38.1%2.8%0.4%34.6M-1.29B-6.9M0.599.4839,79323,657166,012174,110
2023-10-09$181.65$165.0039.0%11.3%37.1%16.6%40.1%2.0%0.2%33.2M-1.44B-6.8M0.484.1441,69019,968161,036165,494
2023-10-10$184.06$170.0037.4%10.8%36.6%12.6%38.5%2.2%0.2%39.8M-1.61B-7.0M0.694.8417,74812,232174,329170,521
2023-10-11$187.97$170.0037.1%10.7%36.9%11.7%37.9%2.2%0.0%39.7M-1.81B-6.8M0.966.8017,35716,661175,593173,521
2023-10-12$187.12$170.0036.7%10.7%36.8%10.7%37.2%2.9%0.6%37.1M-1.75B-6.9M0.913.7918,69016,973178,537177,632
2023-10-13$186.22$170.0038.7%11.1%33.6%15.8%39.5%3.2%0.1%30.5M-1.66B-7.2M1.186.8012,37414,587180,149182,735
2023-10-16$187.79$170.0037.1%10.6%33.6%11.9%38.2%3.1%-0.6%32.9M-1.65B-6.9M0.887.7010,9589,621171,467176,562
2023-10-17$187.09$175.0037.5%10.8%33.3%12.9%37.9%3.2%-0.7%34.2M-1.62B-7.0M0.803.6311,8049,419174,220180,339
2023-10-18$187.84$175.0038.5%11.0%33.1%15.3%38.7%3.5%-0.6%32.8M-1.64B-7.0M0.803.3313,59910,866175,322182,410
2023-10-19$184.36$175.0039.6%11.4%33.7%18.1%40.6%4.1%-1.0%27.3M-1.45B-7.1M0.623.3522,42213,922178,599184,190
2023-10-20$178.81$175.0040.1%11.6%36.1%19.4%41.6%4.9%-1.2%21.4M-1.09B-7.2M1.366.1119,62126,724179,296186,498
2023-10-23$179.77$175.0040.0%11.8%35.3%19.0%41.5%4.3%7.9%10.0M-832.1M-7.1M0.883.0911,36810,047144,046147,123
2023-10-24$182.69$180.0038.3%11.4%35.4%14.8%39.8%4.2%8.8%14.6M-965.2M-7.1M0.554.838,3754,632146,894150,571
2023-10-25$175.61$180.0040.7%12.1%38.7%20.9%41.7%4.5%7.7%5.2M-661.5M-7.1M0.843.979,2067,761148,725151,235
2023-10-26$171.54$180.0043.8%12.5%39.7%28.7%44.0%4.5%7.7%545.2K-494.0M-7.1M1.334.9410,75814,255150,089152,475
2023-10-27$172.69$180.0044.4%12.6%39.5%30.2%43.8%4.8%7.2%9.3M-560.5M-7.2M1.304.758,28910,764153,240153,167
2023-10-30$174.77$180.0049.0%12.4%39.5%42.1%43.5%4.4%0.5%11.2M-679.6M-7.0M0.634.378,8225,587146,712144,845
2023-10-31$176.61$180.0050.2%12.2%35.4%45.0%42.6%4.8%0.2%15.1M-764.4M-7.0M0.533.539,7535,124149,742146,571