CRWD Options History — August 2024

In August 2024, CRWD traded between $216.84 and $277.23. ATM implied volatility averaged 59.8%, placing in the 66.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 3.6% (HV 20d: 63.3%). Max pain ranged from $257.50 to $270.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.80.

Notable Days

2024-08-01: Highest Volume — 216,131 contracts
2024-08-29: Largest IV drop — 29.5% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$253.05	$216.84	$277.23	$222.44	$277.23
Max Pain	$262.05	$257.50	$270.00	$262.50	$265.00
ATM IV	59.8%	38.6%	75.9%	64.9%	38.6%
Expected Move	16.5%	11.0%	19.7%	15.2%	11.0%
HV 20d	63.3%	30.6%	83.9%	71.3%	30.6%
HV 60d	62.1%	55.9%	63.5%	61.6%	55.9%
IV Rank	66.7%	20.6%	100.0%	87.6%	20.6%
IV Percentile	87.1%	46.4%	100.0%	98.0%	46.4%
Term Structure	-2.4%	-7.4%	-0.4%	-0.6%	-0.8%
VWIV	58.3%	38.9%	68.8%	56.0%	38.9%
Skew 25d	3.3%	1.0%	8.0%	2.3%	1.8%
Skew 10d	7.5%	-0.8%	16.8%	11.7%	4.3%
Call IV 25d	58.1%	37.7%	69.7%	65.3%	37.7%
Put IV 25d	61.4%	39.5%	77.7%	67.6%	39.5%
Bid-Ask Spread %	26.49	5.36	34.89	30.95	5.36
Gamma HHI	0.06	0.03	0.13	0.09	0.08
Net GEX	18.6M	-65.1M	64.2M	-60.4M	64.2M
Net DEX	-407.1M	-1.65B	2.03B	1.96B	-1.65B
Net VEX	-19.3M	-20.5M	-16.4M	-16.4M	-19.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.49	1.79	1.79	0.91
Total Volume	109,904.364	52,598	216,131	216,131	120,031
Total OI	662,214.227	585,870	735,380	707,184	701,024

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
2024-08-01	$222.44	$262.50	64.9%	15.2%	71.3%	87.6%	56.0%	2.3%	-0.6%	-60.4M	1.96B	-16.4M	1.79	30.95	77,442	138,689	371,212	335,972
2024-08-02	$216.84	$257.50	67.3%	15.7%	70.2%	93.5%	55.6%	5.4%	-2.1%	-65.1M	2.03B	-16.5M	1.60	22.66	79,373	126,977	383,757	351,623
2024-08-05	$221.18	$270.00	75.9%	19.7%	71.7%	100.0%	68.8%	8.0%	-3.8%	-26.8M	1.33B	-17.9M	0.98	26.11	68,400	67,218	331,869	319,484
2024-08-06	$233.25	$270.00	66.6%	18.2%	77.2%	80.3%	64.2%	7.8%	-1.8%	-7.8M	601.7M	-18.6M	0.66	29.92	75,643	49,910	344,260	328,395
2024-08-07	$232.33	$260.00	69.3%	18.4%	77.5%	85.9%	64.2%	2.8%	-7.4%	-2.6M	598.9M	-18.9M	0.75	29.57	72,247	54,434	357,977	331,811
2024-08-08	$239.25	$260.00	64.7%	17.6%	79.7%	76.1%	61.0%	5.4%	-3.4%	16.4M	154.5M	-19.3M	0.79	34.41	51,662	40,715	366,262	339,657
2024-08-09	$240.66	$260.00	63.3%	16.8%	79.8%	73.1%	59.3%	4.5%	-2.8%	11.9M	30.2M	-19.1M	0.62	33.95	65,316	40,355	372,098	344,645
2024-08-12	$238.23	$260.00	61.4%	16.6%	78.6%	69.0%	60.0%	5.0%	-2.4%	-7.5M	447.8M	-18.5M	0.62	34.89	35,481	22,004	339,437	313,592
2024-08-13	$248.62	$260.00	59.7%	16.3%	82.0%	65.4%	57.8%	4.9%	-3.0%	15.0M	-244.4M	-19.2M	0.66	33.43	47,496	31,349	344,830	318,665
2024-08-14	$255.80	$260.00	60.8%	16.6%	83.6%	67.8%	58.8%	6.1%	-2.9%	31.8M	-774.6M	-20.0M	0.51	27.20	77,976	39,783	353,696	327,085
2024-08-15	$260.41	$260.00	57.7%	16.1%	83.9%	61.2%	56.9%	2.6%	-2.2%	52.9M	-1.13B	-20.0M	0.57	32.34	64,312	36,717	364,140	332,206
2024-08-16	$261.64	$260.00	57.6%	16.1%	75.1%	61.1%	57.6%	1.6%	-2.1%	54.6M	-1.21B	-19.9M	0.77	29.83	39,839	30,691	370,094	337,330
2024-08-19	$265.75	$260.00	59.3%	16.8%	55.5%	64.7%	59.2%	1.8%	-3.0%	28.4M	-1.11B	-20.0M	0.49	23.70	66,418	32,790	301,423	284,447
2024-08-20	$267.81	$260.00	58.7%	16.7%	55.2%	63.3%	58.9%	1.9%	-3.1%	37.4M	-1.26B	-20.2M	0.62	20.87	32,526	20,072	313,997	294,781
2024-08-21	$272.00	$260.00	58.9%	16.9%	53.6%	63.8%	59.5%	1.8%	-1.8%	51.0M	-1.56B	-20.5M	0.58	22.87	55,741	32,567	316,737	298,096
2024-08-22	$268.07	$260.00	60.6%	17.5%	53.6%	67.3%	61.4%	1.8%	-2.8%	33.8M	-1.25B	-20.5M	0.55	23.91	60,563	33,334	324,335	306,415
2024-08-23	$270.85	$260.00	56.8%	16.5%	53.7%	59.4%	57.1%	1.6%	-0.4%	52.5M	-1.42B	-20.4M	0.51	28.77	40,273	20,702	332,329	308,354
2024-08-26	$266.40	$262.50	58.2%	17.5%	54.0%	62.3%	61.4%	2.4%	-1.6%	20.6M	-949.1M	-19.9M	0.86	23.30	29,774	25,665	305,108	283,756
2024-08-27	$269.65	$265.00	58.2%	17.7%	36.4%	62.3%	62.3%	1.7%	-2.7%	25.6M	-1.18B	-20.1M	0.68	29.54	32,090	21,955	311,783	298,236
2024-08-28	$264.91	$267.50	56.6%	17.8%	37.1%	58.9%	62.4%	1.0%	-1.7%	20.2M	-882.8M	-19.9M	1.07	22.52	70,129	74,919	320,941	306,000
2024-08-29	$273.88	$265.00	39.9%	11.6%	33.4%	23.3%	41.6%	1.2%	-0.5%	63.7M	-1.49B	-19.1M	0.99	16.64	107,955	106,363	342,893	337,961
2024-08-30	$277.23	$265.00	38.6%	11.0%	30.6%	20.6%	38.9%	1.8%	-0.8%	64.2M	-1.65B	-19.1M	0.91	5.36	62,868	57,163	348,468	352,556