CRWD Options History — May 2024

In May 2024, CRWD traded between $296.69 and $351.81. ATM implied volatility averaged 55.0%, placing in the 63.3% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 21.5% (HV 20d: 33.4%). Max pain ranged from $240.00 to $305.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.88.

Notable Days

2024-05-30: Highest Volume — 76,606 contracts
2024-05-02: Largest IV spike — 11.4% change
2024-05-30: Highest IV Rank — 81.8%
2024-05-31: Largest Expected Move — 19.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$328.86	$296.69	$351.81	$296.69	$310.75
Max Pain	$259.66	$240.00	$305.00	$305.00	$270.00
ATM IV	55.0%	42.8%	62.5%	42.8%	60.7%
Expected Move	15.6%	12.8%	19.8%	12.8%	19.8%
HV 20d	33.4%	25.3%	46.9%	34.4%	46.8%
HV 60d	41.0%	36.5%	45.6%	45.4%	36.5%
IV Rank	63.3%	33.8%	81.8%	33.8%	77.4%
IV Percentile	86.1%	63.1%	96.0%	63.1%	94.8%
Term Structure	-1.2%	-5.6%	13.8%	12.2%	-4.5%
VWIV	54.9%	45.6%	69.7%	45.6%	69.1%
Skew 25d	0.5%	-0.8%	2.1%	0.4%	1.9%
Skew 10d	1.3%	-1.1%	6.0%	2.6%	4.0%
Call IV 25d	55.1%	42.6%	63.5%	43.3%	61.9%
Put IV 25d	55.6%	43.6%	64.2%	43.7%	63.9%
Bid-Ask Spread %	44.39	30.00	52.14	35.93	36.65
Gamma HHI	0.08	0.03	0.45	0.03	0.13
Net GEX	29.2M	-24.7M	96.0M	5.7M	-24.7M
Net DEX	-2.18B	-3.10B	-1.07B	-1.21B	-1.07B
Net VEX	-10.9M	-11.4M	-10.5M	-11.0M	-11.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.70	1.16	0.73	0.77
Total Volume	29,659.091	13,102	76,606	21,285	58,244
Total OI	295,623.5	270,781	320,637	287,616	320,637

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
2024-05-01	$296.69	$305.00	42.8%	12.8%	34.4%	33.8%	45.6%	0.4%	12.2%	5.7M	-1.21B	-11.0M	0.73	35.93	12,305	8,980	139,054	148,562
2024-05-02	$303.55	$305.00	47.7%	13.5%	34.5%	45.7%	47.9%	-0.8%	12.4%	17.8M	-1.51B	-11.3M	0.72	30.00	16,239	11,721	143,148	152,833
2024-05-03	$310.22	$302.50	48.4%	12.8%	35.0%	47.5%	45.7%	1.0%	13.8%	40.3M	-1.83B	-11.2M	0.72	33.52	22,741	16,377	148,272	156,645
2024-05-06	$317.27	$240.00	53.6%	15.1%	35.9%	60.1%	53.5%	2.1%	-2.4%	28.9M	-1.98B	-11.1M	0.85	50.33	14,780	12,510	139,307	148,392
2024-05-07	$315.55	$240.00	56.1%	15.0%	35.8%	66.1%	52.8%	0.1%	-4.3%	27.8M	-1.90B	-11.1M	0.82	47.86	11,698	9,560	142,730	152,873
2024-05-08	$313.51	$250.00	57.9%	15.2%	35.8%	70.5%	53.5%	0.5%	-2.3%	25.2M	-1.81B	-11.2M	1.16	52.14	11,602	13,472	144,743	155,072
2024-05-09	$317.87	$250.00	56.4%	14.9%	35.6%	66.9%	52.4%	0.9%	-2.1%	33.4M	-2.00B	-11.0M	0.70	50.96	10,194	7,087	145,978	157,777
2024-05-10	$320.01	$250.00	56.1%	14.8%	33.7%	66.2%	52.2%	-0.3%	-2.8%	50.1M	-2.12B	-10.9M	0.83	48.63	16,383	13,588	148,144	158,849
2024-05-13	$319.12	$250.00	57.1%	15.3%	31.6%	68.5%	53.9%	0.5%	-2.9%	23.7M	-1.92B	-10.9M	1.03	50.41	6,459	6,643	138,908	150,572
2024-05-14	$330.08	$250.00	56.9%	15.5%	33.3%	68.0%	54.8%	0.5%	-3.0%	36.7M	-2.38B	-10.7M	0.73	46.85	14,049	10,326	140,589	152,972
2024-05-15	$344.11	$250.00	56.8%	15.4%	34.8%	67.8%	54.1%	-0.4%	-3.1%	47.0M	-2.97B	-10.6M	0.79	47.27	23,773	18,745	145,393	154,912
2024-05-16	$339.96	$250.00	56.7%	15.3%	35.4%	67.5%	54.1%	1.4%	-3.5%	48.8M	-2.80B	-10.8M	0.91	48.00	9,263	8,421	151,739	159,750
2024-05-17	$345.60	$250.00	56.0%	15.3%	30.4%	65.8%	53.9%	0.7%	-3.4%	96.0M	-3.10B	-10.5M	0.80	48.68	18,994	15,221	153,458	162,237
2024-05-20	$347.53	$250.00	55.7%	15.7%	29.8%	65.2%	54.8%	0.4%	-3.3%	27.0M	-2.59B	-10.8M	1.06	41.44	14,041	14,896	131,117	139,664
2024-05-21	$349.60	$250.00	53.6%	15.2%	27.4%	60.0%	53.3%	0.3%	-3.0%	29.1M	-2.70B	-10.6M	1.11	46.89	12,458	13,882	136,160	148,123
2024-05-22	$345.11	$250.00	54.4%	15.6%	27.8%	62.0%	54.4%	0.3%	-2.9%	23.4M	-2.52B	-10.7M	1.01	46.55	7,939	8,057	138,035	148,762
2024-05-23	$343.18	$250.00	54.0%	15.7%	27.9%	61.0%	55.4%	0.5%	-4.8%	19.3M	-2.43B	-10.8M	1.11	44.42	9,946	11,046	139,574	150,406
2024-05-24	$351.81	$260.00	53.6%	15.7%	28.1%	59.9%	55.0%	0.1%	-3.3%	43.8M	-2.80B	-10.6M	0.78	41.40	19,346	15,178	140,827	153,680
2024-05-28	$346.97	$260.00	55.3%	17.0%	29.0%	64.2%	59.4%	0.4%	-3.3%	20.5M	-2.47B	-10.8M	0.88	45.61	14,818	13,095	133,481	144,267
2024-05-29	$350.25	$260.00	56.7%	17.7%	25.3%	67.5%	62.1%	0.4%	-3.5%	25.1M	-2.61B	-11.0M	0.94	44.92	11,252	10,565	138,923	150,959
2024-05-30	$316.09	$270.00	62.5%	19.7%	46.9%	81.8%	69.7%	0.7%	-5.6%	-2.8M	-1.32B	-11.2M	0.89	38.12	40,510	36,096	141,788	154,405
2024-05-31	$310.75	$270.00	60.7%	19.8%	46.8%	77.4%	69.1%	1.9%	-4.5%	-24.7M	-1.07B	-11.4M	0.77	36.65	32,947	25,297	155,251	165,386