CRWD Options History — October 2024 In October 2024, CRWD traded between $275.85 and $320.51. ATM implied volatility averaged 42.6%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 4.7% (HV 20d: 37.9%). Max pain ranged from $270.00 to $290.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.58.
Notable Days 2024-10-10 : Highest Volume — 169,685 contracts2024-10-07 : Largest IV spike — 10.9% change2024-10-31 : Highest IV Rank — 43.8%2024-10-31 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $301.22 $275.85 $320.51 $275.85 $297.29 Max Pain $277.83 $270.00 $290.00 $270.00 $290.00 ATM IV 42.6% 40.0% 49.5% 40.2% 49.5% Expected Move 12.2% 11.4% 13.6% 11.4% 13.6% HV 20d 37.9% 34.2% 43.7% 39.6% 38.6% HV 60d 47.5% 35.5% 58.4% 56.9% 36.5% IV Rank 29.1% 23.6% 43.8% 24.0% 43.8% IV Percentile 55.6% 47.2% 69.8% 49.6% 69.8% Term Structure 2.0% -0.8% 7.8% 2.6% 5.9% VWIV 42.9% 39.8% 47.5% 39.8% 47.5% Skew 25d 2.8% 1.1% 4.5% 3.8% 3.1% Skew 10d 6.1% 2.6% 9.1% 7.2% 7.4% Call IV 25d 41.3% 38.0% 46.2% 38.4% 46.2% Put IV 25d 44.2% 40.4% 49.3% 42.2% 49.3% Bid-Ask Spread % 41.11 29.36 53.30 32.64 31.94 Gamma HHI 0.07 0.03 0.26 0.04 0.03 Net GEX 46.1M -11.3M 153.7M 1.9M -369.1K Net DEX -1.97B -3.77B -684.2M -684.2M -1.24B Net VEX -18.6M -19.2M -18.2M -18.5M -18.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.30 0.96 0.59 0.76 Total Volume 50,278.348 22,353 169,685 31,718 38,057 Total OI 520,412.13 477,231 569,397 520,393 495,050
Daily Data (23 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 2024-10-01 $275.85 $270.00 40.2% 11.4% 39.6% 24.0% 39.8% 3.8% 2.6% 1.9M -684.2M -18.5M 0.59 32.64 19,937 11,781 253,543 266,850 2024-10-02 $281.85 $270.00 40.5% 11.4% 38.7% 24.6% 40.1% 2.5% 2.1% 21.1M -1.10B -18.6M 0.41 30.72 17,873 7,361 256,320 269,827 2024-10-03 $283.31 $270.00 41.5% 12.4% 38.1% 26.7% 43.1% 2.7% 2.2% 32.1M -1.24B -18.6M 0.40 52.51 30,132 12,134 260,088 271,468 2024-10-04 $291.65 $270.00 40.0% 12.0% 36.0% 23.6% 41.8% 2.4% 2.8% 75.7M -1.88B -18.8M 0.50 53.30 41,109 20,505 265,369 273,485 2024-10-07 $286.42 $270.00 44.4% 12.7% 37.0% 32.9% 45.5% 3.4% -0.8% 30.2M -1.36B -18.6M 0.96 49.10 13,828 13,303 252,258 261,236 2024-10-08 $294.06 $270.00 43.3% 12.4% 37.6% 30.5% 42.9% 2.9% -0.2% 51.9M -1.89B -18.6M 0.50 49.79 24,418 12,205 255,657 267,386 2024-10-09 $298.51 $270.00 41.4% 11.9% 37.3% 26.4% 42.0% 2.4% 0.0% 70.8M -2.18B -18.5M 0.58 48.60 26,638 15,496 258,790 270,952 2024-10-10 $314.31 $270.00 42.6% 12.3% 40.4% 29.1% 43.4% 1.1% 0.7% 89.2M -3.34B -18.5M 0.47 43.76 115,680 54,005 261,684 273,837 2024-10-11 $320.51 $270.00 41.9% 12.1% 40.5% 27.5% 42.9% 1.5% 0.3% 153.7M -3.77B -18.7M 0.43 44.41 73,011 31,224 275,014 283,083 2024-10-14 $311.00 $280.00 40.9% 11.7% 41.7% 25.5% 41.3% 3.3% 0.1% 61.2M -2.62B -18.8M 0.58 52.94 47,297 27,575 259,986 271,192 2024-10-15 $301.87 $280.00 42.4% 12.1% 43.7% 28.5% 42.2% 3.2% -0.6% 31.7M -1.91B -18.9M 0.49 49.62 35,104 17,103 265,235 283,133 2024-10-16 $306.02 $280.00 42.0% 12.0% 43.7% 27.7% 42.1% 3.1% 1.0% 47.2M -2.25B -19.2M 0.30 50.52 30,531 9,247 270,602 288,619 2024-10-17 $310.13 $280.00 41.1% 11.8% 42.4% 25.8% 41.5% 2.0% 0.1% 78.7M -2.67B -19.0M 0.40 44.93 33,405 13,374 276,773 290,033 2024-10-18 $310.95 $280.00 41.9% 12.1% 35.2% 27.6% 41.7% 3.6% -0.7% 84.7M -2.67B -18.9M 0.49 50.09 35,699 17,586 276,869 292,528 2024-10-21 $309.09 $280.00 41.3% 11.8% 34.8% 26.4% 41.8% 2.6% 2.1% 42.0M -2.09B -18.5M 0.49 31.13 23,829 11,778 226,444 250,787 2024-10-22 $308.26 $280.00 41.7% 12.0% 34.2% 27.1% 42.6% 3.0% 2.2% 38.9M -2.02B -18.5M 0.61 33.15 13,881 8,472 232,240 254,880 2024-10-23 $300.05 $280.00 42.8% 12.2% 35.5% 29.5% 42.7% 3.0% 1.8% 9.1M -1.46B -18.2M 0.84 31.58 19,148 16,154 234,119 257,442 2024-10-24 $304.99 $280.00 41.9% 12.0% 35.3% 27.5% 42.1% 2.3% 1.7% 27.3M -1.80B -18.4M 0.66 30.61 14,706 9,690 236,246 262,423 2024-10-25 $299.88 $280.00 43.7% 12.6% 35.8% 31.4% 44.5% 4.5% 2.0% -11.3M -1.40B -18.4M 0.94 33.50 43,736 41,075 238,112 263,565 2024-10-28 $301.44 $290.00 45.1% 12.7% 34.6% 34.3% 44.8% 3.0% 5.3% 22.9M -1.54B -18.4M 0.67 36.80 21,512 14,481 227,990 255,526 2024-10-29 $312.18 $290.00 45.0% 12.8% 35.7% 34.2% 45.4% 2.8% 7.8% 58.2M -2.28B -18.4M 0.66 29.36 26,287 17,315 232,450 256,746 2024-10-30 $308.44 $290.00 45.7% 12.9% 35.8% 35.7% 45.5% 2.6% 7.2% 44.3M -1.99B -18.3M 0.62 34.48 17,720 11,000 234,032 259,610 2024-10-31 $297.29 $290.00 49.5% 13.6% 38.6% 43.8% 47.5% 3.1% 5.9% -369.1K -1.24B -18.2M 0.76 31.94 21,655 16,402 235,359 259,691
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