COIN Options History — June 2021

In June 2021, COIN traded between $221.53 and $256.42. ATM implied volatility averaged 50.5%. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 8.1% (HV 20d: 58.5%). Max pain ranged from $240.00 to $250.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.62.

Notable Days

  • 2021-06-29: Highest Volume — 182,215 contracts
  • 2021-06-11: Largest IV drop — 13.9% change
  • 2021-06-09: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$231.95$221.53$256.42$239.21$249.04
Max Pain$240.91$240.00$250.00$250.00$240.00
ATM IV50.5%44.5%57.4%57.1%51.3%
Expected Move14.4%12.3%16.5%15.9%14.2%
HV 20d58.5%39.6%84.1%84.1%54.1%
HV 60d64.4%61.7%65.5%61.7%65.1%
Term Structure1.0%-0.7%3.2%-0.7%2.3%
VWIV52.5%44.4%59.2%58.8%53.3%
Skew 25d2.9%-2.2%5.7%2.7%-2.2%
Skew 10d6.4%-5.6%11.9%7.3%-5.6%
Call IV 25d50.5%43.7%57.2%57.2%54.1%
Put IV 25d53.5%47.2%61.0%59.9%51.8%
Bid-Ask Spread %16.0310.9225.4521.8813.00
Gamma HHI0.050.030.240.040.05
Net GEX9.3M-17.5M47.6M5.0M42.4M
Net DEX-142.7M-1.46B336.9M-138.0M-1.05B
Net VEX-9.7M-12.0M-8.6M-8.9M-12.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.301.390.540.42
Total Volume69,794.31833,183182,21564,85873,814
Total OI317,911.409272,273356,838284,025352,422

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$239.21$250.0057.1%15.9%84.1%0.0%58.8%2.7%-0.7%5.0M-138.0M-8.9M0.5421.8842,21922,639157,396126,629
2021-06-02$240.64$250.0052.9%15.0%82.8%0.0%55.8%3.4%-0.2%14.2M-237.0M-9.3M0.3912.7831,81312,461172,052128,988
2021-06-03$235.82$240.0052.8%15.5%82.8%0.0%55.3%4.2%-0.4%1.2M-22.0M-9.1M0.6311.9920,33212,851178,393132,061
2021-06-04$228.67$240.0050.0%14.6%80.4%0.0%52.3%3.9%0.9%-17.5M302.4M-8.6M0.9412.1331,68029,686180,127135,906
2021-06-07$231.47$240.0050.6%14.8%80.1%0.0%52.6%3.4%1.1%-896.2K53.1M-8.9M0.6513.7422,69714,843165,612116,817
2021-06-08$221.53$240.0056.0%16.3%65.9%0.0%58.0%5.7%0.9%-11.2M336.9M-8.7M0.9210.9241,57238,282172,523123,290
2021-06-09$223.38$240.0057.4%16.5%65.6%0.0%59.2%5.0%-0.1%-4.1M203.8M-9.2M0.5412.0555,39230,018185,402135,423
2021-06-10$222.21$240.0052.8%15.6%63.9%0.0%56.5%4.6%2.2%-4.6M249.5M-9.1M0.3912.5136,34714,205196,569139,247
2021-06-11$224.20$240.0045.5%13.4%53.5%0.0%49.2%3.5%2.1%31.5M224.5M-8.9M0.7214.5431,85022,901203,803142,612
2021-06-14$238.36$240.0048.6%14.0%58.2%0.0%50.8%2.8%1.1%16.7M-387.2M-9.6M0.3014.4977,87623,490183,603127,286
2021-06-15$232.70$240.0047.8%13.7%55.9%0.0%50.7%2.3%1.1%15.5M-193.1M-9.7M0.4316.5534,31814,709202,930130,581
2021-06-16$229.33$240.0047.9%13.7%55.6%0.0%49.7%2.9%0.7%2.4M-15.2M-9.5M0.4524.7330,85713,889207,469135,139
2021-06-17$230.70$240.0047.6%13.6%48.1%0.0%49.4%1.8%1.1%6.6M-89.6M-9.6M0.4125.1435,45414,549211,460137,706
2021-06-18$229.88$240.0048.3%13.8%44.8%0.0%50.7%2.9%0.6%4.0M-95.5M-9.6M1.3925.4523,34832,392216,754140,084
2021-06-21$221.77$240.0051.1%14.5%44.5%0.0%53.5%3.3%1.0%-2.9M139.3M-9.3M0.6417.3641,56526,596157,386114,887
2021-06-22$221.96$240.0053.0%15.1%44.4%0.0%54.9%4.0%0.5%-3.8M134.7M-9.7M0.9015.7348,96343,982168,134128,483
2021-06-23$227.08$240.0047.6%13.4%39.6%0.0%48.5%3.6%0.6%11.7M-163.7M-10.3M0.7218.1835,04725,324178,620140,753
2021-06-24$229.46$240.0045.4%12.6%39.7%0.0%46.4%3.1%1.1%19.2M-234.6M-10.3M0.6718.5527,67418,665181,614144,544
2021-06-25$223.72$240.0044.5%12.3%39.8%0.0%44.4%3.5%1.1%6.3M88.9M-9.9M0.8915.6429,15726,062185,918146,207
2021-06-28$245.38$240.0049.6%13.9%50.7%0.0%50.5%1.7%3.2%24.8M-790.0M-11.0M0.3614.00106,04837,693161,407129,693
2021-06-29$256.42$240.0052.0%14.7%52.8%0.0%54.9%-1.8%2.4%47.6M-1.46B-11.8M0.3611.28134,11848,097182,731135,390
2021-06-30$249.04$240.0051.3%14.2%54.1%0.0%53.3%-2.2%2.3%42.4M-1.05B-12.0M0.4213.0052,14521,669203,186149,236