CRWD Options History — June 2024

In June 2024, CRWD traded between $305.38 and $394.34. ATM implied volatility averaged 37.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 24.2% (HV 20d: 61.4%). Max pain ranged from $270.00 to $350.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.73.

Notable Days

2024-06-05: Highest Volume — 252,833 contracts
2024-06-05: Largest IV drop — 38.7% change
2024-06-03: Highest IV Rank — 80.8%
2024-06-04: Largest Expected Move — 21.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$369.59	$305.38	$394.34	$308.25	$385.25
Max Pain	$331.05	$270.00	$350.00	$270.00	$350.00
ATM IV	37.3%	32.2%	62.1%	62.1%	32.2%
Expected Move	11.0%	8.9%	21.7%	21.2%	9.0%
HV 20d	61.4%	45.6%	66.0%	46.3%	51.0%
HV 60d	43.3%	36.1%	44.9%	36.4%	44.8%
IV Rank	20.2%	7.8%	80.8%	80.8%	8.0%
IV Percentile	26.2%	9.1%	95.6%	95.6%	9.5%
Term Structure	-0.0%	-4.0%	2.4%	-3.7%	1.6%
VWIV	39.1%	31.7%	76.3%	75.1%	31.9%
Skew 25d	0.0%	-1.0%	1.6%	0.0%	0.1%
Skew 10d	0.1%	-1.5%	2.5%	0.6%	2.5%
Call IV 25d	37.5%	31.9%	60.8%	60.8%	31.9%
Put IV 25d	37.5%	32.0%	60.9%	60.9%	32.0%
Bid-Ask Spread %	46.16	25.96	56.80	41.06	43.33
Gamma HHI	0.08	0.04	0.13	0.04	0.07
Net GEX	58.2M	3.9M	106.1M	3.9M	32.1M
Net DEX	-3.50B	-4.92B	-1.20B	-1.25B	-2.73B
Net VEX	-11.9M	-12.3M	-11.2M	-11.4M	-11.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.39	1.24	0.76	0.65
Total Volume	72,300.842	18,388	252,833	59,532	36,432
Total OI	369,696.579	285,224	454,610	303,003	307,107

Daily Data (19 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
2024-06-03	$308.25	$270.00	62.1%	21.2%	46.3%	80.8%	75.1%	0.0%	-3.7%	3.9M	-1.25B	-11.4M	0.76	41.06	33,813	25,719	145,399	157,604
2024-06-04	$305.38	$270.00	61.3%	21.7%	45.6%	78.8%	76.3%	0.6%	-4.0%	4.6M	-1.20B	-11.6M	1.24	31.91	71,068	88,412	160,642	170,488
2024-06-05	$340.94	$280.00	37.6%	12.1%	60.4%	21.1%	42.5%	-0.7%	-0.7%	81.3M	-3.23B	-11.8M	0.75	25.96	144,234	108,599	203,681	223,086
2024-06-06	$341.06	$320.00	37.2%	10.6%	60.3%	20.0%	37.3%	-0.4%	-1.2%	90.1M	-3.22B	-12.0M	0.77	48.75	43,175	33,253	212,728	230,976
2024-06-07	$349.10	$320.00	38.8%	10.9%	60.6%	24.0%	38.2%	0.1%	-0.2%	103.0M	-3.75B	-12.2M	0.57	48.30	63,603	36,173	216,824	237,786
2024-06-10	$377.50	$320.00	36.7%	10.4%	66.0%	18.9%	36.9%	-0.9%	0.0%	86.8M	-4.65B	-11.2M	0.66	49.03	108,446	71,948	180,440	191,332
2024-06-11	$383.75	$340.00	35.3%	10.2%	65.9%	15.4%	35.9%	0.6%	0.8%	83.5M	-4.77B	-12.0M	0.74	46.09	38,686	28,647	195,105	213,430
2024-06-12	$385.82	$340.00	33.9%	9.8%	65.3%	12.1%	34.7%	-0.3%	0.3%	96.6M	-4.92B	-12.1M	0.70	56.78	40,137	28,138	201,965	219,779
2024-06-13	$383.27	$350.00	33.8%	9.7%	64.2%	11.8%	34.6%	-0.0%	0.3%	86.7M	-4.70B	-12.3M	0.67	52.96	24,066	16,151	203,698	223,229
2024-06-14	$385.75	$340.00	34.1%	9.8%	63.9%	12.5%	35.0%	-1.0%	0.4%	106.1M	-4.91B	-12.2M	0.62	54.35	30,917	19,077	206,744	224,243
2024-06-17	$394.34	$340.00	33.5%	9.6%	64.0%	11.1%	34.4%	-1.0%	1.1%	66.1M	-4.63B	-11.5M	0.56	50.93	28,811	16,199	175,187	190,719
2024-06-18	$391.33	$350.00	33.7%	9.7%	64.2%	11.5%	34.2%	-0.7%	0.4%	65.8M	-4.46B	-12.0M	0.58	49.85	22,829	13,153	180,602	194,997
2024-06-20	$382.14	$350.00	34.1%	9.7%	65.1%	12.5%	34.5%	0.3%	0.5%	43.0M	-3.92B	-12.1M	0.39	49.36	31,112	12,054	185,285	199,056
2024-06-21	$376.65	$350.00	33.2%	9.4%	65.2%	10.5%	33.4%	0.7%	2.1%	18.1M	-3.58B	-12.1M	0.81	56.80	28,346	22,909	188,207	201,569
2024-06-24	$379.33	$350.00	32.6%	9.1%	65.1%	8.8%	32.6%	-0.1%	0.7%	28.5M	-2.51B	-11.9M	0.90	39.62	14,477	13,054	134,706	150,518
2024-06-25	$384.79	$350.00	32.2%	9.0%	64.7%	7.8%	31.7%	1.6%	2.4%	39.1M	-2.76B	-11.8M	0.74	45.50	15,602	11,584	138,572	156,279
2024-06-26	$380.71	$350.00	33.1%	9.1%	64.6%	10.1%	32.4%	0.9%	-0.6%	25.8M	-2.54B	-12.0M	1.11	44.02	8,734	9,654	140,344	159,304
2024-06-27	$386.93	$350.00	32.7%	8.9%	64.7%	9.1%	31.9%	0.4%	-0.3%	44.7M	-2.84B	-11.9M	0.60	42.51	21,538	12,966	140,166	162,438
2024-06-28	$385.25	$350.00	32.2%	9.0%	51.0%	8.0%	31.9%	0.1%	1.6%	32.1M	-2.73B	-11.9M	0.65	43.33	22,116	14,316	143,384	163,723