COAL Options History — June 2025

In June 2025, COAL traded between $16.64 and $17.46. ATM implied volatility averaged 64.2%. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 39.2% (HV 20d: 25.0%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 2 of 17 days. Put/call ratio averaged 13.04.

Notable Days

  • 2025-06-09: Highest Volume — 202 contracts
  • 2025-06-10: Largest IV spike — 48.4% change
  • 2025-06-30: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.16$16.64$17.46$16.69$17.41
ATM IV64.2%48.4%97.3%65.1%74.7%
Expected Move17.3%13.1%21.4%13.1%21.4%
HV 20d25.0%23.5%26.5%23.5%26.5%
Term Structure-12.7%-21.3%18.4%-11.2%-21.3%
VWIV28.5%28.5%28.5%28.5%28.5%
Skew 25d-5.6%-29.5%7.7%-0.4%-22.6%
Skew 10d3.3%-31.4%43.8%13.0%9.1%
Call IV 25d63.0%35.2%87.1%52.8%86.7%
Put IV 25d57.4%33.0%87.9%52.4%64.1%
Bid-Ask Spread %165.96158.53169.85159.26163.47
Gamma HHI0.980.930.990.990.93
Net GEX-7.2K-10.4K00-7.7K
Net DEX111.3K0156.9K0110.5K
Net VEX-705-91300-905
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.040.00100.00100.001.00
Total Volume14.176020204
Total OI175.05902340234

Daily Data (17 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-05$16.69$0.0065.1%13.1%0.0%0.0%0.0%-0.4%-11.2%0000.00159.26N/AN/A0000
2025-06-06$17.40$0.0050.8%15.5%0.0%0.0%0.0%-28.3%-17.2%0000.00158.53N/AN/A0000
2025-06-09$17.46$0.0065.6%16.3%0.0%0.0%0.0%-1.8%-13.9%000100.00167.45N/AN/A220000
2025-06-10$17.28$0.0097.3%17.0%0.0%0.0%0.0%-2.2%-21.0%-9.1K128.0K-8310.00168.91N/AN/A102200
2025-06-11$17.43$0.0051.6%14.8%0.0%0.0%0.0%-16.4%4.9%-9.1K129.6K-8370.00164.50N/AN/A203200
2025-06-12$17.38$0.0055.9%16.0%0.0%0.0%0.0%-1.6%-16.0%-8.8K133.0K-8350.00160.19N/AN/A003200
2025-06-13$17.35$0.0060.9%17.5%0.0%0.0%0.0%0.9%-15.6%-9.2K134.7K-8330.00169.39N/AN/A003200
2025-06-16$17.46$0.0049.0%14.1%0.0%0.0%0.0%-1.5%-4.2%-8.8K133.4K-8270.00164.76N/AN/A003200
2025-06-17$17.27$0.0064.3%18.4%0.0%0.0%0.0%-0.8%-20.0%-7.2K134.3K-8210.00169.35N/AN/A003200
2025-06-18$17.36$0.0065.1%18.7%0.0%0.0%0.0%-0.3%18.4%-6.5K122.3K-7950.00168.38N/AN/A003200
2025-06-20$17.19$0.0048.4%13.9%0.0%0.0%0.0%7.7%-14.5%-6.6K135.4K-8150.00167.68N/AN/A803200
2025-06-23$16.89$0.0066.7%19.1%0.0%0.0%0.0%-0.5%-14.2%-9.3K140.3K-8463.33168.65N/AN/A31011200
2025-06-24$16.98$0.0066.5%19.1%0.0%0.0%0.0%0.5%-16.2%-9.9K139.9K-9020.00167.48N/AN/A4014210
2025-06-25$16.64$0.0069.2%19.8%0.0%0.0%0.0%-29.5%-17.5%-10.4K156.9K-9080.00164.17N/AN/A0018210
2025-06-26$16.80$0.0069.0%19.8%0.0%0.0%0.0%0.8%-18.2%-10.4K147.0K-9130.00169.85N/AN/A0018210
2025-06-27$16.81$0.0070.6%20.2%23.5%0.0%0.0%0.9%-18.8%-9.7K146.1K-9090.00169.28N/AN/A7018210
2025-06-30$17.41$0.0074.7%21.4%26.5%0.0%28.5%-22.6%-21.3%-7.7K110.5K-9051.00163.47N/AN/A2224210