CRWD Options History — November 2024

In November 2024, CRWD traded between $301.00 and $370.37. ATM implied volatility averaged 52.2%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 14.2% (HV 20d: 38.0%). Max pain ranged from $280.00 to $310.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.68.

Notable Days

2024-11-27: Highest Volume — 173,694 contracts
2024-11-27: Largest IV drop — 32.6% change
2024-11-05: Highest IV Rank — 61.1%
2024-11-26: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$340.18	$301.00	$370.37	$302.88	$347.19
Max Pain	$295.50	$280.00	$310.00	$290.00	$310.00
ATM IV	52.2%	34.0%	57.7%	50.0%	34.0%
Expected Move	14.6%	9.9%	16.1%	13.5%	9.9%
HV 20d	38.0%	34.5%	43.5%	37.9%	40.5%
HV 60d	37.5%	36.1%	38.8%	36.2%	38.6%
IV Rank	49.4%	10.8%	61.1%	44.9%	10.8%
IV Percentile	69.2%	18.3%	84.1%	71.0%	18.3%
Term Structure	-1.9%	-4.8%	7.2%	7.2%	0.4%
VWIV	51.6%	35.9%	56.7%	47.3%	35.9%
Skew 25d	-0.0%	-2.1%	2.7%	2.7%	-0.2%
Skew 10d	0.8%	-5.7%	7.6%	4.8%	1.1%
Call IV 25d	52.2%	34.0%	56.8%	46.1%	34.0%
Put IV 25d	52.1%	33.8%	58.3%	48.8%	33.8%
Bid-Ask Spread %	35.92	27.66	46.16	28.52	30.71
Gamma HHI	0.06	0.04	0.15	0.05	0.04
Net GEX	49.7M	4.7M	80.0M	29.0M	33.9M
Net DEX	-3.13B	-4.34B	-1.53B	-1.69B	-2.78B
Net VEX	-17.3M	-18.2M	-16.3M	-18.2M	-16.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.52	1.18	0.73	1.18
Total Volume	53,990.8	25,668	173,694	37,376	50,604
Total OI	468,900.5	421,658	516,102	497,204	516,102

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
2024-11-01	$302.88	$290.00	50.0%	13.5%	37.9%	44.9%	47.3%	2.7%	7.2%	29.0M	-1.69B	-18.2M	0.73	28.52	21,565	15,811	237,094	260,110
2024-11-04	$301.00	$280.00	56.5%	15.3%	37.3%	58.7%	53.4%	2.3%	-0.9%	20.5M	-1.53B	-18.0M	0.73	43.70	15,916	11,625	215,857	248,203
2024-11-05	$307.83	$280.00	57.7%	15.5%	37.0%	61.1%	53.9%	2.4%	-2.2%	33.8M	-1.95B	-18.1M	0.65	46.16	15,589	10,079	221,731	253,198
2024-11-06	$319.27	$290.00	54.7%	14.8%	38.7%	54.8%	52.0%	1.5%	-2.0%	59.5M	-2.66B	-17.8M	0.68	35.94	27,754	18,743	224,677	256,801
2024-11-07	$332.35	$290.00	53.9%	14.4%	37.0%	53.2%	50.5%	0.3%	-3.2%	74.2M	-3.41B	-17.4M	0.57	44.85	34,282	19,416	224,855	260,153
2024-11-08	$329.07	$290.00	52.4%	14.1%	36.7%	49.9%	49.5%	0.9%	-2.4%	76.6M	-3.18B	-17.2M	0.58	42.86	29,185	17,056	227,229	264,102
2024-11-11	$341.49	$290.00	54.7%	14.9%	36.8%	54.9%	52.3%	-0.0%	-1.9%	64.8M	-3.64B	-16.9M	0.56	36.91	37,031	20,640	218,112	254,687
2024-11-12	$343.41	$290.00	55.0%	15.0%	34.5%	55.6%	52.9%	-0.8%	-2.3%	68.5M	-3.71B	-17.0M	0.62	38.45	18,280	11,367	222,733	253,271
2024-11-13	$350.25	$290.00	55.4%	15.2%	34.7%	56.2%	54.0%	-0.2%	-2.3%	77.4M	-4.10B	-17.3M	0.55	41.00	57,749	31,482	227,092	255,601
2024-11-14	$345.40	$300.00	54.1%	14.7%	35.4%	53.6%	52.0%	-0.9%	-3.3%	59.3M	-3.68B	-17.4M	0.55	44.08	16,932	9,335	234,161	262,549
2024-11-15	$334.44	$300.00	54.6%	15.1%	37.8%	54.6%	53.2%	-0.4%	-2.5%	19.5M	-2.94B	-17.5M	0.70	44.97	28,852	20,089	234,731	264,541
2024-11-18	$343.16	$300.00	55.1%	15.5%	38.4%	55.6%	55.5%	-2.1%	-2.2%	36.0M	-2.87B	-17.3M	0.53	30.28	18,330	9,737	196,179	225,479
2024-11-19	$353.65	$300.00	55.0%	15.6%	39.3%	55.4%	54.5%	-1.5%	-3.4%	51.9M	-3.44B	-17.1M	0.52	30.53	21,983	11,338	201,686	228,514
2024-11-20	$348.63	$300.00	55.5%	15.9%	38.0%	56.5%	56.4%	-1.0%	-4.8%	47.5M	-3.16B	-17.6M	0.57	30.21	17,998	10,210	205,419	231,699
2024-11-21	$360.25	$300.00	53.5%	15.5%	39.0%	52.2%	54.7%	-0.6%	-3.3%	72.6M	-3.83B	-17.2M	0.60	30.28	29,346	17,632	207,919	234,882
2024-11-22	$370.37	$300.00	53.2%	15.6%	38.4%	51.6%	54.8%	-0.6%	-4.1%	80.0M	-4.34B	-17.1M	0.64	28.73	36,717	23,357	209,763	237,882
2024-11-25	$362.80	$300.00	51.8%	15.7%	39.9%	48.7%	55.4%	0.1%	-1.4%	42.1M	-3.55B	-17.1M	0.78	27.66	32,050	25,002	196,147	228,678
2024-11-26	$364.10	$300.00	51.6%	16.1%	38.8%	48.1%	56.7%	-1.8%	-2.6%	41.4M	-3.59B	-17.1M	0.91	29.92	59,110	53,930	204,654	239,225
2024-11-27	$346.15	$310.00	34.8%	10.2%	43.5%	12.4%	36.9%	-0.4%	-0.3%	4.7M	-2.56B	-16.3M	0.95	32.53	89,227	84,467	229,568	262,726
2024-11-29	$347.19	$310.00	34.0%	9.9%	40.5%	10.8%	35.9%	-0.2%	0.4%	33.9M	-2.78B	-16.8M	1.18	30.71	23,242	27,362	243,853	272,249