CRWD Options History — April 2024 In April 2024, CRWD traded between $281.68 and $319.36. ATM implied volatility averaged 41.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 11.6% (HV 20d: 29.6%). Max pain ranged from $300.00 to $310.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-04-19 : Highest Volume — 38,059 contracts2024-04-29 : Largest IV spike — 16.6% change2024-04-30 : Highest IV Rank — 58.7%2024-04-30 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $304.50 $281.68 $319.36 $319.36 $294.42 Max Pain $308.07 $300.00 $310.00 $300.00 $305.00 ATM IV 41.2% 37.2% 53.0% 37.2% 53.0% Expected Move 11.5% 10.5% 12.9% 10.5% 12.9% HV 20d 29.6% 20.8% 47.4% 47.4% 34.2% HV 60d 45.1% 44.1% 46.4% 46.4% 45.3% IV Rank 29.8% 20.0% 58.7% 20.0% 58.7% IV Percentile 52.5% 30.2% 81.3% 30.2% 81.3% Term Structure 2.4% -1.3% 10.2% 1.1% 0.7% VWIV 40.8% 37.3% 45.2% 37.3% 45.2% Skew 25d 0.9% -0.2% 2.6% 0.1% 0.5% Skew 10d 2.4% 0.2% 7.0% 0.2% 3.2% Call IV 25d 41.1% 37.9% 54.0% 37.9% 54.0% Put IV 25d 41.9% 37.9% 54.5% 37.9% 54.5% Bid-Ask Spread % 30.58 9.24 44.17 30.26 29.97 Gamma HHI 0.06 0.04 0.25 0.04 0.04 Net GEX 2.5M -35.3M 26.2M 15.9M 3.8M Net DEX -1.41B -1.94B -588.6M -1.91B -1.13B Net VEX -11.1M -11.5M -10.4M -11.3M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.56 1.25 0.59 0.87 Total Volume 22,265.955 13,762 38,059 20,670 13,762 Total OI 308,475.818 270,561 331,533 310,493 282,008
Daily Data (22 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 2024-04-01 $319.36 $300.00 37.2% 10.5% 47.4% 20.0% 37.3% 0.1% 1.1% 15.9M -1.91B -11.3M 0.59 30.26 12,990 7,680 153,581 156,912 2024-04-02 $319.05 $300.00 38.5% 10.5% 47.4% 23.2% 37.7% 0.3% 0.7% 16.5M -1.90B -11.5M 0.56 9.24 12,811 7,172 156,515 160,256 2024-04-03 $319.21 $300.00 38.4% 10.6% 42.4% 23.0% 37.4% 0.1% 0.8% 20.6M -1.94B -11.3M 0.64 31.31 12,299 7,880 158,473 161,555 2024-04-04 $310.68 $310.00 40.7% 11.8% 27.3% 28.5% 41.5% 0.3% -0.5% -2.6M -1.52B -11.4M 0.77 43.89 17,303 13,364 160,198 163,789 2024-04-05 $314.94 $310.00 39.6% 11.4% 27.2% 25.9% 40.0% -0.2% -0.4% -9.1M -1.73B -11.4M 0.84 38.02 15,197 12,692 164,594 166,939 2024-04-08 $313.32 $310.00 38.4% 11.3% 26.0% 23.0% 39.8% 0.2% 0.8% 10.5M -1.68B -11.2M 0.87 44.13 9,446 8,213 154,112 156,517 2024-04-09 $310.13 $310.00 37.8% 11.1% 25.2% 21.5% 39.8% 0.3% 0.9% 5.1M -1.54B -11.1M 0.75 39.44 10,999 8,277 156,610 159,957 2024-04-10 $311.91 $310.00 38.5% 11.2% 20.8% 23.2% 39.5% 0.9% 0.5% 10.7M -1.63B -11.2M 1.02 44.17 8,681 8,841 158,629 162,799 2024-04-11 $317.60 $310.00 38.2% 11.1% 21.9% 22.5% 39.4% 0.5% 0.7% 24.5M -1.92B -11.1M 0.80 26.55 10,571 8,447 159,426 163,151 2024-04-12 $307.82 $310.00 40.6% 11.6% 24.0% 28.3% 40.9% 1.3% -0.1% -35.3M -1.44B -11.2M 0.91 40.08 14,233 12,903 161,734 164,631 2024-04-15 $298.74 $310.00 42.3% 12.1% 24.0% 32.4% 42.6% 1.6% 0.2% -8.3M -1.13B -10.8M 0.93 25.16 13,041 12,124 154,377 158,251 2024-04-16 $298.43 $310.00 41.1% 11.8% 23.3% 29.5% 41.8% 0.9% 0.7% -12.2M -1.12B -10.9M 1.01 27.50 8,528 8,594 157,381 161,249 2024-04-17 $294.12 $310.00 41.0% 11.7% 23.6% 29.3% 41.1% 1.5% -0.3% -17.3M -955.9M -10.8M 1.25 34.27 12,985 16,226 159,461 162,678 2024-04-18 $293.75 $310.00 40.2% 11.5% 21.9% 27.3% 40.1% 1.3% -0.1% -16.4M -1.01B -10.8M 0.77 21.13 10,005 7,746 162,357 161,597 2024-04-19 $281.68 $310.00 41.5% 11.9% 25.0% 30.5% 41.8% 2.6% 0.4% -24.2M -588.6M -10.4M 1.16 39.47 17,597 20,462 164,036 161,654 2024-04-22 $289.10 $310.00 40.3% 11.5% 27.8% 27.5% 40.7% 1.5% 8.8% -3.2M -920.7M -10.6M 0.90 20.20 14,274 12,834 131,674 138,887 2024-04-23 $301.09 $310.00 39.2% 11.4% 32.4% 25.0% 41.1% 1.5% 8.9% 14.3M -1.39B -11.0M 0.69 25.52 15,645 10,844 136,867 143,809 2024-04-24 $298.44 $310.00 40.2% 11.5% 31.9% 27.4% 41.0% 1.3% 9.1% 12.9M -1.28B -11.1M 0.67 20.72 9,526 6,400 140,917 147,696 2024-04-25 $297.41 $310.00 43.1% 11.9% 31.3% 34.5% 42.2% 1.5% 10.2% 8.8M -1.24B -11.0M 0.81 30.98 10,429 8,487 141,684 148,892 2024-04-26 $303.92 $307.50 44.5% 11.7% 32.6% 37.7% 41.5% 0.8% 10.2% 26.2M -1.55B -11.0M 0.78 31.14 13,687 10,700 143,947 150,011 2024-04-29 $303.83 $305.00 51.8% 12.7% 32.6% 55.7% 44.8% 0.9% -1.3% 13.0M -1.46B -11.1M 0.72 19.65 9,252 6,704 134,109 142,548 2024-04-30 $294.42 $305.00 53.0% 12.9% 34.2% 58.7% 45.2% 0.5% 0.7% 3.8M -1.13B -10.9M 0.87 29.97 7,346 6,416 136,547 145,461
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