CRWD Options History — March 2024

In March 2024, CRWD traded between $296.88 and $331.26. ATM implied volatility averaged 43.7%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 14.2% (HV 20d: 57.9%). Max pain ranged from $250.00 to $300.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.66.

Notable Days

  • 2024-03-06: Highest Volume — 345,861 contracts
  • 2024-03-06: Largest IV drop — 37.5% change
  • 2024-03-05: Highest IV Rank — 100.0%
  • 2024-03-01: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$322.58$296.88$331.26$314.35$320.87
Max Pain$283.00$250.00$300.00$250.00$300.00
ATM IV43.7%36.3%70.0%64.0%36.3%
Expected Move12.5%10.1%23.8%23.8%10.1%
HV 20d57.9%47.7%66.8%54.2%48.4%
HV 60d45.7%39.8%47.3%39.8%46.5%
IV Rank36.2%17.8%100.0%88.9%17.8%
IV Percentile49.3%24.2%100.0%96.4%24.2%
Term Structure-0.6%-5.4%1.2%-5.4%-0.3%
VWIV44.3%36.0%84.3%84.3%36.0%
Skew 25d-1.1%-2.7%1.4%-2.1%-0.1%
Skew 10d-1.8%-5.0%1.7%-1.4%-0.2%
Call IV 25d45.0%36.9%71.5%68.3%36.9%
Put IV 25d43.9%36.8%69.7%66.1%36.8%
Bid-Ask Spread %10.445.5335.805.5335.80
Gamma HHI0.070.030.170.100.05
Net GEX32.2M-12.3M63.8M-12.3M19.6M
Net DEX-2.48B-3.37B-1.66B-2.27B-1.97B
Net VEX-11.6M-11.9M-11.0M-11.0M-11.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.471.110.830.64
Total Volume75,055.5524,615345,86172,83529,784
Total OI369,367.65305,444491,387364,171333,293

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$314.35$250.0064.0%23.8%54.2%88.9%84.3%-2.1%-5.4%-12.3M-2.27B-11.0M0.835.5339,73033,105167,105197,066
2024-03-04$313.89$260.0066.6%16.8%54.1%96.1%59.5%-1.8%-3.8%12.4M-2.31B-11.1M0.937.8138,73336,097156,059170,245
2024-03-05$296.88$260.0070.0%17.8%57.8%100.0%63.3%-1.8%-2.5%2.0M-1.66B-11.5M1.1110.8580,39689,563168,852191,544
2024-03-06$326.09$260.0043.8%12.1%66.8%36.0%43.3%-2.0%-0.6%63.8M-3.37B-11.1M0.606.03215,611130,250209,791228,940
2024-03-07$331.26$280.0043.6%12.3%64.1%35.6%43.8%-2.7%-1.1%54.8M-3.27B-11.5M0.548.51113,09161,576226,430246,793
2024-03-08$323.48$280.0042.4%12.1%64.6%32.8%43.3%-2.3%-0.3%53.2M-2.82B-11.8M0.4926.9483,50340,807240,139251,248
2024-03-11$316.83$280.0042.2%12.1%64.3%32.3%43.2%-1.9%0.2%28.5M-2.41B-11.6M0.556.3326,29614,518194,336193,188
2024-03-12$329.13$280.0040.9%11.8%65.2%29.1%41.7%-1.7%0.0%52.2M-3.12B-11.5M0.546.2539,61021,299201,932198,643
2024-03-13$331.11$280.0039.9%11.5%65.2%26.6%41.1%-1.9%0.4%59.3M-3.27B-11.7M0.567.5830,73117,197208,092203,692
2024-03-14$327.34$280.0041.4%11.6%64.1%30.3%41.3%-1.3%-2.1%52.3M-3.00B-11.9M0.477.4628,14513,274212,461207,531
2024-03-15$317.59$290.0039.6%11.4%64.9%26.0%40.3%-0.7%0.1%1.1M-2.33B-11.8M0.637.0638,77824,384214,193209,761
2024-03-18$321.45$290.0039.2%11.2%65.1%24.9%39.9%-0.0%-0.0%20.9M-2.03B-11.6M0.476.5917,9728,493150,609154,835
2024-03-19$320.49$290.0038.5%11.1%64.7%23.3%39.3%0.1%0.4%24.5M-2.02B-11.5M0.627.3617,16410,608155,310157,297
2024-03-20$326.93$290.0037.1%10.6%53.2%19.8%37.6%-0.2%0.3%40.3M-2.35B-11.4M0.737.2416,03111,679158,737160,536
2024-03-21$328.71$290.0036.7%10.5%48.6%18.9%37.6%-0.9%0.7%46.3M-2.44B-11.5M0.887.1122,75020,051161,655163,256
2024-03-22$327.16$300.0036.9%10.5%48.6%19.3%37.3%-0.6%0.8%52.5M-2.31B-11.7M0.616.4024,19414,726165,257169,146
2024-03-25$325.93$300.0038.0%10.7%47.7%22.0%38.0%-0.2%0.1%24.1M-2.20B-11.7M0.747.1314,15210,463154,194157,620
2024-03-26$329.51$300.0038.6%10.7%47.8%23.6%38.1%1.4%1.2%34.1M-2.40B-11.8M0.496.7519,8159,681159,930161,816
2024-03-27$322.58$300.0037.5%10.5%48.5%20.9%37.3%-1.1%1.0%15.2M-2.06B-11.5M0.6724.1522,06114,793162,877162,944
2024-03-28$320.87$300.0036.3%10.1%48.4%17.8%36.0%-0.1%-0.3%19.6M-1.97B-11.7M0.6435.8018,11911,665166,623166,670