CRWD Options History — September 2024 In September 2024, CRWD traded between $246.36 and $297.85. ATM implied volatility averaged 40.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 3.8% (HV 20d: 36.8%). Max pain ranged from $260.00 to $270.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.76.
Notable Days 2024-09-20 : Highest Volume — 205,037 contracts2024-09-18 : Largest IV drop — 7.1% change2024-09-06 : Highest IV Rank — 33.8%2024-09-03 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $269.47 $246.36 $297.85 $266.41 $279.60 Max Pain $265.63 $260.00 $270.00 $267.50 $270.00 ATM IV 40.7% 36.3% 44.8% 43.0% 40.1% Expected Move 11.6% 10.2% 12.9% 12.9% 11.2% HV 20d 36.8% 31.1% 42.8% 35.5% 41.9% HV 60d 55.2% 53.5% 56.9% 56.4% 56.9% IV Rank 24.9% 15.7% 33.8% 29.9% 23.6% IV Percentile 49.2% 27.0% 63.5% 60.3% 48.4% Term Structure -0.0% -2.7% 1.3% -0.5% 1.2% VWIV 40.9% 36.6% 45.2% 45.2% 39.1% Skew 25d 2.8% 1.6% 5.9% 2.7% 3.4% Skew 10d 5.4% 2.4% 8.4% 6.5% 2.6% Call IV 25d 39.5% 35.6% 43.2% 40.5% 38.4% Put IV 25d 42.2% 38.2% 46.9% 43.2% 41.9% Bid-Ask Spread % 38.30 22.02 54.24 27.93 30.02 Gamma HHI 0.06 0.04 0.20 0.04 0.05 Net GEX 12.1M -37.3M 91.3M -112.7K 13.6M Net DEX -727.5M -3.03B 627.5M -519.7M -927.1M Net VEX -18.5M -19.1M -17.8M -19.0M -18.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.32 1.10 0.90 0.82 Total Volume 58,028.4 28,820 205,037 59,298 33,200 Total OI 583,005.2 500,776 624,318 596,399 509,513
Daily Data (20 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 2024-09-03 $266.41 $267.50 43.0% 12.9% 35.5% 29.9% 45.2% 2.7% -0.5% -112.7K -519.7M -19.0M 0.90 27.93 31,217 28,081 293,390 303,009 2024-09-04 $259.54 $265.00 42.9% 12.6% 33.7% 29.8% 44.3% 2.0% -0.2% -17.8M -41.4M -18.8M 0.85 26.83 30,508 25,894 298,002 310,922 2024-09-05 $256.01 $270.00 42.2% 12.1% 34.2% 28.2% 41.9% 1.8% 0.8% -25.2M 142.9M -18.6M 1.10 48.04 26,707 29,492 303,924 311,548 2024-09-06 $247.37 $270.00 44.8% 12.5% 35.6% 33.8% 44.2% 3.7% -2.7% -37.3M 627.5M -18.1M 0.91 43.82 30,969 28,081 308,676 313,179 2024-09-09 $246.36 $270.00 44.7% 12.3% 35.6% 33.5% 43.7% 5.9% -2.3% -30.9M 528.9M -17.8M 1.01 51.52 20,307 20,481 290,498 299,520 2024-09-10 $247.63 $260.00 42.7% 12.3% 35.4% 29.3% 43.4% 2.8% 0.2% -28.1M 430.5M -17.8M 0.71 46.60 16,896 11,924 294,057 302,104 2024-09-11 $253.20 $260.00 43.1% 12.2% 32.9% 30.2% 43.7% 4.7% -0.3% -16.0M 82.4M -18.0M 0.83 47.68 19,823 16,359 294,527 304,418 2024-09-12 $256.64 $260.00 41.6% 11.8% 31.6% 26.9% 42.1% 3.2% -0.5% -1.3M -160.4M -18.1M 1.10 49.91 23,101 25,512 298,837 307,678 2024-09-13 $258.69 $260.00 40.5% 11.7% 31.1% 24.6% 41.6% 2.6% 0.2% 7.5M -316.8M -18.3M 0.72 45.28 27,475 19,838 304,314 310,707 2024-09-16 $268.42 $260.00 42.5% 12.2% 33.8% 28.9% 43.0% 1.7% -0.4% 19.0M -888.8M -18.5M 0.71 42.60 30,836 21,765 291,721 301,223 2024-09-17 $268.81 $260.00 42.1% 12.1% 33.4% 28.0% 42.7% 2.3% -0.9% 21.3M -913.3M -18.5M 0.62 45.80 21,000 12,943 297,705 306,587 2024-09-18 $268.25 $260.00 39.1% 11.2% 33.3% 21.7% 40.0% 2.6% 0.9% 19.9M -844.1M -18.4M 0.93 54.24 19,217 17,797 301,555 310,580 2024-09-19 $277.98 $260.00 37.2% 10.6% 35.2% 17.6% 37.7% 1.6% 0.4% 64.7M -1.58B -18.4M 0.89 34.45 46,978 41,760 304,046 314,777 2024-09-20 $297.85 $270.00 39.0% 11.2% 42.1% 21.3% 39.4% 2.0% -0.2% 91.3M -3.03B -18.9M 0.40 41.11 146,189 58,848 308,526 315,792 2024-09-23 $293.87 $270.00 37.3% 10.4% 42.6% 17.8% 37.0% 2.2% 0.3% 46.0M -1.88B -18.9M 0.62 29.42 44,009 27,179 241,894 258,882 2024-09-24 $289.11 $270.00 36.3% 10.2% 42.6% 15.7% 36.6% 2.6% 1.3% 34.8M -1.54B -18.8M 0.59 22.02 37,716 22,236 252,260 267,159 2024-09-25 $285.75 $270.00 36.8% 10.4% 42.8% 16.8% 36.6% 2.8% 0.5% 26.3M -1.32B -19.1M 0.32 26.10 30,459 9,736 260,572 275,040 2024-09-26 $281.97 $270.00 38.5% 10.8% 42.5% 20.3% 38.2% 2.8% 1.0% 10.8M -1.02B -19.0M 0.57 26.07 38,183 21,931 264,471 277,675 2024-09-27 $285.88 $270.00 38.8% 11.0% 41.3% 21.0% 38.5% 2.5% 0.9% 42.8M -1.38B -19.1M 0.54 26.66 29,735 16,186 270,826 279,990 2024-09-30 $279.60 $270.00 40.1% 11.2% 41.9% 23.6% 39.1% 3.4% 1.2% 13.6M -927.1M -18.6M 0.82 30.02 18,271 14,929 247,513 262,000
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