CRWD Options History — November 2023

In November 2023, CRWD traded between $178.08 and $236.52. ATM implied volatility averaged 45.9%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.4% (HV 20d: 31.5%). Max pain ranged from $165.00 to $190.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2023-11-29: Highest Volume — 182,557 contracts
  • 2023-11-29: Largest IV drop — 25.0% change
  • 2023-11-13: Highest IV Rank — 47.6%
  • 2023-11-13: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$203.03$178.08$236.52$178.08$236.52
Max Pain$172.98$165.00$190.00$177.50$190.00
ATM IV45.9%29.9%50.7%48.9%29.9%
Expected Move13.3%9.0%14.3%11.7%9.0%
HV 20d31.5%23.8%37.6%35.3%37.6%
HV 60d37.9%30.3%40.7%39.9%35.0%
IV Rank35.3%0.0%47.6%41.7%0.0%
IV Percentile40.7%0.0%56.0%45.6%0.0%
Term Structure-1.7%-3.1%0.8%0.8%0.1%
VWIV47.1%31.7%51.3%41.0%31.7%
Skew 25d3.5%1.2%5.1%5.1%1.2%
Skew 10d6.9%2.8%10.2%9.1%2.8%
Call IV 25d44.4%29.5%48.8%46.9%29.5%
Put IV 25d47.9%30.7%53.8%52.0%30.7%
Bid-Ask Spread %6.953.5611.335.667.48
Gamma HHI0.100.060.220.060.15
Net GEX33.1M17.6M78.1M17.6M78.1M
Net DEX-1.71B-3.00B-820.4M-820.4M-2.97B
Net VEX-6.7M-7.0M-5.9M-7.0M-6.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.431.320.770.50
Total Volume43,277.66713,788182,55714,624112,728
Total OI325,541.095296,571418,822300,284418,822

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$178.08$177.5048.9%11.7%35.3%41.7%41.0%5.1%0.8%17.6M-820.4M-7.0M0.775.668,2586,366151,785148,499
2023-11-02$182.59$165.0050.1%13.6%36.0%44.8%48.5%5.0%-1.6%25.6M-1.03B-6.9M0.9410.7814,91914,018153,625150,913
2023-11-03$187.92$165.0049.2%13.5%30.2%42.6%48.2%4.6%-1.7%43.3M-1.31B-7.0M0.879.3517,51815,254156,962156,542
2023-11-06$186.58$165.0050.1%13.7%28.9%44.9%49.1%4.6%-1.7%24.2M-1.12B-6.9M1.024.957,4737,589147,607148,964
2023-11-07$193.22$170.0049.0%13.5%31.0%42.0%48.3%4.3%-1.7%30.3M-1.42B-6.7M0.553.5622,07012,110149,281151,466
2023-11-08$193.42$170.0049.0%13.5%30.2%42.0%48.6%4.5%-1.8%29.9M-1.41B-6.8M0.868.109,5518,206151,273153,928
2023-11-09$190.89$170.0050.5%14.0%30.6%45.7%49.4%4.7%-2.2%25.8M-1.29B-6.8M1.2011.3310,08312,055152,654155,985
2023-11-10$196.55$170.0049.8%13.8%32.1%44.0%48.7%4.3%-2.3%32.9M-1.57B-6.7M0.455.1522,53810,176155,090161,091
2023-11-13$201.32$170.0050.7%14.3%32.9%47.6%51.3%4.4%-2.0%27.8M-1.70B-6.5M0.436.6732,16213,691151,584156,785
2023-11-14$208.26$170.0048.3%13.8%34.5%41.3%49.3%3.8%-2.1%34.1M-2.02B-6.4M0.497.6725,31512,395159,528161,012
2023-11-15$204.29$170.0049.7%14.2%35.6%44.8%50.3%4.0%-3.1%29.9M-1.83B-6.6M1.068.0319,99521,270161,241163,733
2023-11-16$204.97$170.0048.0%13.9%34.6%40.6%50.1%3.4%-2.7%28.7M-1.86B-6.6M1.327.4812,84716,901165,439173,736
2023-11-17$206.13$170.0046.7%13.6%31.9%37.2%48.5%3.4%-1.7%24.6M-1.92B-6.8M0.808.6115,59112,432168,366179,777
2023-11-20$207.78$170.0046.7%14.1%31.8%37.1%50.0%3.3%-1.9%23.1M-1.66B-6.7M0.864.6611,5489,888147,158159,254
2023-11-21$208.94$175.0046.2%14.0%31.7%36.2%49.7%3.0%-2.3%26.3M-1.73B-6.7M0.906.567,2586,530151,371163,534
2023-11-22$209.55$175.0044.1%13.5%26.6%30.9%48.1%2.5%-2.4%32.9M-1.78B-6.6M1.057.7714,12914,822153,641165,697
2023-11-24$210.56$175.0042.8%13.4%23.8%27.2%47.6%2.2%-2.4%39.8M-1.85B-6.7M1.107.309,53110,499158,751171,504
2023-11-27$210.44$180.0043.3%14.3%24.1%28.5%50.3%2.0%-1.5%21.1M-1.72B-6.6M1.244.4518,34422,741152,294167,451
2023-11-28$212.64$180.0040.8%13.7%24.1%21.9%47.8%1.6%-1.4%22.2M-1.80B-6.7M0.954.9355,12752,346160,057179,195
2023-11-29$232.94$185.0030.6%9.4%37.6%0.0%33.3%1.4%0.1%77.4M-3.00B-5.9M0.715.45106,99675,561191,354209,414
2023-11-30$236.52$190.0029.9%9.0%37.6%0.0%31.7%1.2%0.1%78.1M-2.97B-6.3M0.507.4874,95537,773195,211223,611