COIN Options History — April 2021

Name: COIN Options Analytics - April 2021
Creator: Options Analysis Suite

In April 2021, COIN traded between $291.98 and $303.64. ATM implied volatility averaged 62.1%. The 30-day expected move averaged 18.2%. Max pain ranged from $300.00 to $315.00. Net GEX was positive for 4 of 7 trading days. Term structure was in contango for 1 of 7 days. Put/call ratio averaged 0.71.

Notable Days

2021-04-23: Highest Volume — 53,596 contracts
2021-04-28: Largest IV drop — 5.1% change
2021-04-22: Largest Expected Move — 19.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$297.52	$291.98	$303.64	$293.14	$295.15
Max Pain	$303.57	$300.00	$315.00	$315.00	$300.00
ATM IV	62.1%	58.2%	68.4%	68.4%	58.5%
Expected Move	18.2%	17.3%	19.6%	19.6%	17.5%
Term Structure	-1.3%	-2.4%	0.9%	-0.6%	-1.2%
VWIV	67.2%	64.2%	71.7%	71.7%	65.7%
Skew 25d	-1.8%	-2.3%	-1.5%	-2.3%	-1.6%
Skew 10d	-4.3%	-6.0%	-3.7%	-6.0%	-3.7%
Call IV 25d	65.1%	61.1%	71.4%	71.4%	61.6%
Put IV 25d	63.2%	59.4%	69.1%	69.1%	60.0%
Bid-Ask Spread %	12.45	8.35	15.87	9.63	13.07
Gamma HHI	0.04	0.04	0.05	0.05	0.05
Net GEX	2.4M	-1.3M	8.9M	-200.6K	-1.3M
Net DEX	-170.3M	-284.0M	-51.7M	-51.7M	-137.2M
Net VEX	-3.3M	-4.2M	-1.7M	-1.7M	-4.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.47	1.04	0.97	0.47
Total Volume	42,817.714	23,524	53,596	52,614	50,056
Total OI	102,415	37,226	142,931	37,226	142,931

Daily Data (7 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
2021-04-22	$293.14	$315.00	68.4%	19.6%	0.0%	0.0%	71.7%	-2.3%	-0.6%	-200.6K	-51.7M	-1.7M	0.97	9.63	26,652	25,962	20,908	16,318
2021-04-23	$291.98	$305.00	65.1%	18.6%	0.0%	0.0%	68.3%	-2.2%	0.9%	-555.7K	-66.3M	-2.7M	1.04	8.35	26,262	27,334	37,663	32,982
2021-04-26	$303.64	$305.00	63.6%	18.5%	0.0%	0.0%	68.5%	-1.6%	-1.7%	4.6M	-242.4M	-3.2M	0.59	10.70	29,462	17,323	48,980	47,058
2021-04-27	$302.19	$300.00	62.3%	18.1%	0.0%	0.0%	66.6%	-1.5%	-2.4%	8.9M	-284.0M	-3.5M	0.60	14.66	24,859	14,898	60,190	50,078
2021-04-28	$299.69	$300.00	59.1%	17.5%	0.0%	0.0%	65.2%	-1.9%	-1.8%	4.9M	-239.0M	-3.9M	0.53	14.87	15,375	8,149	68,676	56,707
2021-04-29	$296.84	$300.00	58.2%	17.3%	0.0%	0.0%	64.2%	-1.8%	-2.0%	591.7K	-171.6M	-4.0M	0.80	15.87	18,528	14,864	73,812	60,602
2021-04-30	$295.15	$300.00	58.5%	17.5%	0.0%	0.0%	65.7%	-1.6%	-1.2%	-1.3M	-137.2M	-4.2M	0.47	13.07	34,111	15,945	75,847	67,084