CRWD Options History — July 2024

In July 2024, CRWD traded between $232.07 and $391.05. ATM implied volatility averaged 42.9%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 2.8% (HV 20d: 45.6%). Max pain ranged from $267.50 to $360.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.86.

Notable Days

2024-07-19: Highest Volume — 640,644 contracts
2024-07-19: Largest IV spike — 49.6% change
2024-07-30: Highest IV Rank — 76.1%
2024-07-22: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$328.51	$232.07	$391.05	$391.05	$232.07
Max Pain	$330.34	$267.50	$360.00	$355.00	$267.50
ATM IV	42.9%	32.3%	60.2%	33.6%	57.0%
Expected Move	12.0%	8.8%	17.9%	9.3%	14.7%
HV 20d	45.6%	21.5%	71.9%	50.0%	71.9%
HV 60d	49.8%	43.8%	61.6%	44.4%	61.4%
IV Rank	33.9%	8.1%	76.1%	11.4%	68.2%
IV Percentile	47.7%	9.9%	93.7%	15.9%	89.7%
Term Structure	1.9%	-2.5%	10.0%	0.1%	4.7%
VWIV	43.0%	31.3%	63.9%	32.9%	53.1%
Skew 25d	2.0%	-1.5%	6.4%	-0.9%	3.4%
Skew 10d	4.2%	-0.8%	15.3%	-0.2%	4.9%
Call IV 25d	42.7%	33.2%	58.4%	34.7%	57.4%
Put IV 25d	44.7%	33.6%	64.8%	33.8%	60.7%
Bid-Ask Spread %	36.04	16.56	50.41	42.98	28.85
Gamma HHI	0.08	0.05	0.24	0.07	0.07
Net GEX	-3.2M	-48.7M	72.0M	35.9M	-38.4M
Net DEX	-899.8M	-2.88B	1.75B	-2.88B	1.55B
Net VEX	-13.8M	-17.6M	-11.8M	-11.8M	-16.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.34	2.08	0.92	1.19
Total Volume	162,442.182	16,163	640,644	37,118	205,802
Total OI	416,474.091	284,795	682,475	284,795	675,765

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
2024-07-01	$391.05	$355.00	33.6%	9.3%	50.0%	11.4%	32.9%	-0.9%	0.1%	35.9M	-2.88B	-11.8M	0.92	42.98	19,308	17,810	132,965	151,830
2024-07-02	$386.22	$360.00	32.3%	8.8%	50.3%	8.1%	31.3%	0.4%	1.2%	23.4M	-2.65B	-12.1M	0.55	43.20	24,778	13,738	138,145	158,256
2024-07-03	$387.61	$360.00	33.0%	8.9%	49.8%	9.8%	31.8%	0.5%	0.5%	50.0M	-2.80B	-12.3M	0.71	45.75	9,468	6,695	145,029	161,956
2024-07-05	$389.50	$350.00	33.4%	9.8%	33.7%	10.8%	34.8%	0.2%	1.2%	72.0M	-2.87B	-12.0M	0.56	46.37	20,062	11,231	144,420	164,196
2024-07-08	$389.44	$350.00	35.2%	10.0%	33.7%	15.1%	35.4%	-0.5%	-0.2%	30.8M	-2.78B	-11.9M	0.47	37.42	29,561	13,870	137,032	155,946
2024-07-09	$384.59	$350.00	35.5%	10.1%	33.7%	16.0%	35.6%	-0.1%	-0.0%	25.1M	-2.58B	-12.0M	0.34	43.96	33,370	11,477	142,466	160,773
2024-07-10	$373.85	$350.00	36.3%	10.2%	22.2%	17.8%	36.2%	1.2%	-1.1%	-4.3M	-2.02B	-12.2M	0.44	48.34	64,348	28,046	149,072	164,003
2024-07-11	$369.67	$350.00	35.4%	10.1%	21.6%	15.8%	35.6%	0.7%	-0.3%	-8.2M	-1.87B	-12.6M	0.54	47.98	27,346	14,758	162,844	170,054
2024-07-12	$371.11	$350.00	34.8%	9.9%	21.5%	14.2%	35.0%	-1.5%	-0.2%	-12.2M	-2.00B	-12.6M	0.78	47.01	18,681	14,601	162,911	171,153
2024-07-15	$377.46	$350.00	35.3%	10.1%	22.5%	15.6%	35.8%	0.5%	0.2%	28.2M	-2.40B	-12.3M	0.55	46.17	26,253	14,475	149,148	159,803
2024-07-16	$369.01	$350.00	35.5%	10.2%	23.6%	16.0%	35.9%	1.7%	0.3%	675.1K	-1.89B	-12.3M	0.61	50.41	16,014	9,769	150,926	163,760
2024-07-17	$356.81	$350.00	36.9%	10.6%	24.2%	19.4%	37.6%	1.8%	0.6%	-27.1M	-1.24B	-12.4M	0.79	49.24	25,915	20,371	154,513	166,743
2024-07-18	$342.51	$350.00	38.1%	10.9%	27.4%	22.4%	38.4%	2.5%	0.8%	-25.2M	-632.4M	-12.3M	2.08	44.91	29,512	61,445	159,471	167,584
2024-07-19	$305.44	$350.00	57.0%	16.5%	46.9%	68.4%	63.5%	6.4%	-1.6%	-12.9M	185.9M	-12.6M	1.41	21.89	265,609	375,035	165,364	162,712
2024-07-22	$264.50	$330.00	60.2%	17.9%	66.5%	76.1%	63.9%	6.1%	5.8%	-34.2M	1.29B	-13.4M	1.16	19.19	253,706	295,002	192,859	223,164
2024-07-23	$269.50	$300.00	53.0%	15.7%	67.2%	58.7%	56.7%	3.8%	7.7%	-14.2M	630.4M	-16.6M	0.86	21.77	217,833	187,765	276,341	289,381
2024-07-24	$259.42	$300.00	52.2%	15.5%	66.5%	56.7%	56.6%	5.6%	4.0%	-32.5M	1.09B	-17.2M	1.04	30.38	118,609	123,436	319,497	316,614
2024-07-25	$255.84	$300.00	48.1%	13.3%	66.5%	46.7%	47.7%	3.0%	10.0%	-48.7M	1.23B	-17.0M	0.96	20.61	109,092	105,234	339,006	331,073
2024-07-26	$257.46	$285.00	47.4%	12.5%	65.9%	44.9%	45.1%	-0.1%	9.0%	-35.4M	803.2M	-17.3M	0.74	19.16	98,705	72,813	353,726	328,749
2024-07-29	$260.06	$280.00	52.3%	13.7%	66.5%	56.8%	48.8%	2.2%	2.3%	-1.2M	296.8M	-17.6M	0.78	20.71	74,919	58,552	295,019	261,767
2024-07-30	$233.99	$280.00	60.2%	14.9%	71.8%	76.1%	53.4%	6.4%	-2.5%	-42.1M	1.75B	-15.7M	1.44	16.56	175,917	252,797	311,202	275,192
2024-07-31	$232.07	$267.50	57.0%	14.7%	71.9%	68.2%	53.1%	3.4%	4.7%	-38.4M	1.55B	-16.8M	1.19	28.85	94,160	111,642	353,745	322,020