CRWD Options History — December 2024 In December 2024, CRWD traded between $342.31 and $387.91. ATM implied volatility averaged 36.5%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 9.6% (HV 20d: 46.0%). Max pain ranged from $270.00 to $315.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2024-12-16 : Highest Volume — 84,413 contracts2024-12-18 : Largest IV spike — 11.3% change2024-12-19 : Highest IV Rank — 30.8%2024-12-19 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $359.82 $342.31 $387.91 $346.66 $342.31 Max Pain $287.38 $270.00 $315.00 $310.00 $290.00 ATM IV 36.5% 32.3% 44.1% 34.0% 37.3% Expected Move 10.7% 9.7% 12.7% 10.3% 10.6% HV 20d 46.0% 37.6% 54.0% 40.4% 50.7% HV 60d 40.5% 37.7% 42.9% 37.7% 42.9% IV Rank 14.6% 7.1% 30.8% 10.7% 14.3% IV Percentile 26.8% 7.9% 59.9% 17.9% 28.6% Term Structure 0.6% -1.5% 2.5% 0.6% 0.3% VWIV 37.7% 34.6% 44.8% 36.3% 36.9% Skew 25d 0.3% -1.8% 3.3% 0.5% 1.3% Skew 10d 1.7% -9.5% 13.4% -0.8% 6.3% Call IV 25d 36.8% 32.8% 44.6% 34.2% 36.2% Put IV 25d 37.1% 31.8% 46.3% 34.7% 37.6% Bid-Ask Spread % 42.53 31.03 52.35 31.03 41.08 Gamma HHI 0.06 0.04 0.12 0.04 0.04 Net GEX 45.5M -3.3M 104.0M 30.2M -3.3M Net DEX -3.21B -4.90B -1.77B -2.77B -1.77B Net VEX -16.6M -17.4M -16.0M -16.6M -16.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.39 1.26 0.77 0.73 Total Volume 41,551.095 15,801 84,413 65,116 23,368 Total OI 460,102.143 418,403 492,746 452,083 425,966
Daily Data (21 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 2024-12-02 $346.66 $310.00 34.0% 10.3% 40.4% 10.7% 36.3% 0.5% 0.6% 30.2M -2.77B -16.6M 0.77 31.03 36,822 28,294 213,761 238,322 2024-12-03 $350.75 $310.00 32.9% 9.9% 40.2% 8.5% 35.3% -0.6% 1.0% 37.8M -3.04B -16.6M 1.26 35.80 22,823 28,819 221,079 250,747 2024-12-04 $363.06 $315.00 32.4% 10.0% 41.0% 7.4% 35.6% -1.3% 2.5% 79.6M -3.88B -16.6M 0.87 34.36 42,788 37,330 225,625 255,582 2024-12-05 $364.71 $270.00 32.6% 9.9% 39.6% 7.8% 34.9% -1.0% 1.2% 79.5M -3.93B -16.5M 0.89 49.17 20,097 17,959 226,050 260,650 2024-12-06 $367.44 $280.00 32.3% 9.7% 37.6% 7.1% 34.6% -1.0% 1.2% 88.4M -4.12B -16.4M 0.77 47.60 33,542 25,751 227,580 262,226 2024-12-09 $352.43 $280.00 33.6% 10.0% 40.8% 9.8% 35.7% -0.7% 1.1% 26.8M -2.89B -16.5M 0.53 52.35 24,740 13,166 211,597 243,096 2024-12-10 $345.38 $280.00 34.5% 10.2% 39.6% 11.8% 36.8% -0.1% 1.0% 11.4M -2.46B -16.7M 0.65 45.82 14,741 9,609 217,314 248,179 2024-12-11 $364.50 $280.00 35.6% 10.5% 43.9% 13.2% 37.1% -0.8% 0.7% 60.8M -3.74B -16.6M 0.51 39.93 27,048 13,851 220,143 250,561 2024-12-12 $364.63 $280.00 34.9% 10.3% 43.4% 11.7% 36.6% -0.9% 1.4% 71.6M -3.74B -16.6M 0.54 42.32 16,373 8,904 222,794 252,542 2024-12-13 $368.63 $280.00 36.2% 10.6% 43.1% 14.4% 37.5% -0.7% 0.8% 104.0M -4.00B -16.6M 0.59 45.45 24,333 14,452 224,355 253,323 2024-12-16 $387.91 $280.00 39.2% 11.3% 44.1% 20.1% 39.6% -1.8% -0.1% 78.2M -4.90B -16.0M 0.39 33.71 60,849 23,564 212,330 241,099 2024-12-17 $376.61 $280.00 39.6% 11.4% 45.4% 20.8% 40.2% -1.3% 0.1% 70.2M -4.23B -16.4M 0.45 42.39 28,103 12,785 218,667 247,371 2024-12-18 $347.02 $280.00 44.0% 12.6% 53.7% 30.6% 44.8% 0.2% -0.7% 14.6M -2.44B -16.8M 0.64 51.69 33,190 21,125 224,440 250,515 2024-12-19 $353.91 $280.00 44.1% 12.7% 54.0% 30.8% 44.8% 3.3% -1.5% 17.9M -2.79B -17.4M 0.56 50.25 25,684 14,344 228,475 261,430 2024-12-20 $362.26 $290.00 39.6% 11.4% 53.3% 20.5% 39.8% 1.6% -0.7% 36.9M -3.36B -17.3M 0.45 47.32 30,528 13,814 229,474 263,272 2024-12-23 $362.68 $290.00 37.4% 10.7% 52.3% 15.8% 38.5% 2.1% 1.8% 36.7M -2.80B -17.1M 0.75 41.14 15,087 11,381 193,533 224,870 2024-12-24 $364.65 $290.00 35.4% 10.2% 51.9% 11.3% 36.2% 1.2% 1.3% 44.4M -2.93B -17.0M 0.48 38.88 10,706 5,095 197,954 231,175 2024-12-26 $365.84 $290.00 35.4% 10.2% 51.9% 10.1% 35.8% 1.2% 0.8% 48.0M -3.03B -16.5M 0.60 37.29 12,079 7,217 198,091 233,139 2024-12-27 $354.31 $290.00 37.2% 10.5% 49.8% 14.1% 37.6% 1.5% 0.1% 10.5M -2.32B -16.5M 1.00 39.07 20,323 20,360 199,954 235,363 2024-12-30 $350.46 $290.00 37.6% 10.7% 50.0% 15.0% 37.2% 2.6% 0.3% 11.7M -2.19B -16.4M 0.59 46.46 13,545 7,984 188,948 230,553 2024-12-31 $342.31 $290.00 37.3% 10.6% 50.7% 14.3% 36.9% 1.3% 0.3% -3.3M -1.77B -16.4M 0.73 41.08 13,497 9,871 192,747 233,219
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