CRWD Options History — January 2024

In January 2024, CRWD traded between $243.43 and $300.73. ATM implied volatility averaged 34.2%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 1.3% (HV 20d: 32.8%). Max pain ranged from $170.00 to $270.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2024-01-09: Highest Volume — 100,409 contracts
  • 2024-01-16: Largest IV spike — 4.8% change
  • 2024-01-31: Highest IV Rank — 20.4%
  • 2024-01-31: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$279.76$243.43$300.73$245.34$293.38
Max Pain$245.71$170.00$270.00$170.00$270.00
ATM IV34.2%32.0%37.4%33.1%37.4%
Expected Move9.9%9.2%10.7%9.3%10.7%
HV 20d32.8%21.5%39.7%21.5%37.4%
HV 60d32.5%30.4%33.7%32.9%33.4%
IV Rank12.7%7.3%20.4%10.0%20.4%
IV Percentile14.9%8.3%29.4%9.1%29.4%
Term Structure1.5%-1.0%8.7%0.5%8.5%
VWIV35.1%31.3%38.1%31.3%38.1%
Skew 25d1.3%0.3%2.2%1.8%1.5%
Skew 10d3.4%1.4%5.7%4.0%4.3%
Call IV 25d34.1%31.6%37.6%32.7%37.6%
Put IV 25d35.4%33.1%39.1%34.5%39.1%
Bid-Ask Spread %9.834.2118.325.644.97
Gamma HHI0.100.060.450.080.06
Net GEX28.1M-2.9M82.6M9.5M15.8M
Net DEX-2.74B-3.76B-1.87B-2.00B-2.11B
Net VEX-7.4M-8.4M-6.6M-6.8M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.381.330.871.26
Total Volume38,165.09514,454100,40931,39727,014
Total OI331,039.619254,624399,168323,716286,667

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$245.34$170.0033.1%9.3%21.5%10.0%31.3%1.8%0.5%9.5M-2.00B-6.8M0.875.6416,76014,637153,556170,160
2024-01-03$243.43$170.0033.0%9.2%21.6%9.8%31.9%1.8%0.4%3.0M-1.87B-7.0M1.335.1313,71418,261154,984175,748
2024-01-04$245.81$240.0032.6%9.5%21.8%8.9%34.4%1.4%0.6%-2.9M-1.96B-6.9M0.7816.138,1186,336156,978185,142
2024-01-05$247.64$240.0032.0%9.5%21.7%7.3%33.5%1.5%0.8%2.7M-2.05B-6.9M0.9615.7613,80313,250158,084186,455
2024-01-08$261.19$240.0033.2%9.7%28.4%10.2%34.3%1.1%0.5%29.4M-2.65B-6.6M0.7115.2326,92719,080154,333181,179
2024-01-09$273.58$240.0033.7%9.9%32.0%11.4%35.0%0.5%0.7%43.5M-3.26B-6.8M0.549.9865,35935,050163,439186,726
2024-01-10$281.47$240.0033.8%9.8%32.8%11.6%34.8%0.3%0.5%43.5M-3.61B-7.1M0.7317.5531,38723,051174,254197,553
2024-01-11$284.54$250.0033.2%9.7%32.8%10.2%34.2%0.4%0.8%39.8M-3.73B-7.2M0.9912.5726,85226,464180,017205,725
2024-01-12$284.05$250.0032.9%9.6%32.9%9.6%34.3%0.6%0.8%41.7M-3.70B-7.4M0.7514.2521,75316,351188,194210,974
2024-01-16$285.48$250.0034.5%9.9%32.8%13.4%35.6%1.4%-0.5%32.0M-3.53B-7.2M0.6318.3219,90012,556173,845199,400
2024-01-17$275.74$250.0035.1%10.1%34.9%14.9%36.1%2.2%0.2%16.8M-3.03B-7.5M0.656.9526,49217,189182,860204,984
2024-01-18$283.81$250.0034.5%9.9%36.1%13.4%35.2%1.9%-1.0%33.1M-3.50B-7.5M0.8013.8114,93311,923185,771207,538
2024-01-19$289.55$250.0033.6%9.7%36.2%11.1%34.6%1.9%-0.4%82.6M-3.76B-7.4M0.387.5039,22514,831186,918210,699
2024-01-22$298.95$250.0034.3%10.0%36.8%13.0%35.6%1.3%0.6%33.9M-2.53B-7.1M0.759.3724,29418,304121,489133,135
2024-01-23$296.82$260.0034.0%9.9%37.2%12.3%35.2%1.5%0.7%34.5M-2.45B-7.5M0.965.9611,82111,334128,111140,785
2024-01-24$300.34$260.0034.2%10.0%36.7%12.8%35.6%1.3%0.7%41.4M-2.60B-7.5M0.685.4927,31018,480130,999143,519
2024-01-25$293.61$270.0035.1%10.3%38.3%14.8%36.4%1.7%0.7%21.7M-2.25B-8.1M0.788.2818,59214,561138,065149,617
2024-01-26$289.97$270.0035.2%10.2%38.7%15.1%35.8%1.1%0.8%9.9M-2.09B-8.2M0.804.7914,54211,611140,815152,590
2024-01-29$299.56$270.0036.2%10.6%39.7%17.5%37.4%0.8%8.1%27.0M-2.40B-8.1M0.794.2116,28812,948128,512142,593
2024-01-30$300.73$270.0036.4%10.5%39.4%18.0%37.4%0.9%8.7%30.7M-2.46B-8.1M1.044.549,87210,294132,790146,629
2024-01-31$293.38$270.0037.4%10.7%37.4%20.4%38.1%1.5%8.5%15.8M-2.11B-8.4M1.264.9711,93815,076135,241151,426