COIN Options History — July 2021

In July 2021, COIN traded between $219.64 and $252.89. ATM implied volatility averaged 58.5%. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 0.4% (HV 20d: 58.9%). Max pain ranged from $240.00 to $240.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2021-07-26: Highest Volume — 137,946 contracts
  • 2021-07-06: Largest IV spike — 6.6% change
  • 2021-07-27: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$236.45$219.64$252.89$242.52$235.53
Max Pain$240.00$240.00$240.00$240.00$240.00
ATM IV58.5%50.7%63.6%50.8%62.3%
Expected Move16.8%13.2%18.8%13.8%18.1%
HV 20d58.9%53.3%68.4%54.4%61.2%
HV 60d64.1%62.4%67.1%64.6%66.4%
Term Structure-0.1%-2.2%3.4%2.7%-1.7%
VWIV60.9%50.4%67.8%52.0%65.4%
Skew 25d0.3%-2.5%3.3%-2.0%1.3%
Skew 10d0.6%-4.1%5.6%-3.5%3.5%
Call IV 25d60.1%52.3%64.7%53.2%63.1%
Put IV 25d60.4%50.8%65.5%51.2%64.3%
Bid-Ask Spread %11.546.7317.0910.5017.09
Gamma HHI0.050.030.170.040.04
Net GEX6.9M-30.4M40.0M25.7M16.0M
Net DEX-306.1M-1.13B637.6M-675.0M-315.4M
Net VEX-11.9M-12.8M-11.2M-11.9M-12.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.321.110.490.69
Total Volume72,66634,985137,94670,92534,985
Total OI362,769.333324,885411,219361,430375,137

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$242.52$240.0050.8%13.8%54.4%0.0%52.0%-2.0%2.7%25.7M-675.0M-11.9M0.4910.5047,65023,275208,515152,915
2021-07-02$240.28$240.0050.7%13.2%53.3%0.0%50.4%-1.5%3.4%8.8M-525.9M-11.7M0.5112.6040,84520,825214,853157,105
2021-07-06$235.93$240.0054.1%16.0%53.6%0.0%59.1%0.3%2.0%7.5M-291.5M-11.2M0.567.0030,71017,049189,370135,515
2021-07-07$252.42$240.0056.5%16.5%55.8%0.0%59.5%-1.5%2.3%40.0M-1.10B-11.9M0.469.9494,10443,549192,412143,180
2021-07-08$244.85$240.0058.7%16.9%57.3%0.0%60.9%-0.4%1.5%13.9M-567.3M-12.3M0.536.7357,76530,487209,706166,839
2021-07-09$252.89$240.0056.7%16.6%58.0%0.0%59.3%-0.4%1.7%31.9M-1.13B-12.5M0.369.76100,97236,666212,402174,986
2021-07-12$247.81$240.0054.7%15.6%58.8%0.0%57.3%-2.5%-0.7%-4.9M-605.9M-12.0M0.618.7236,48122,234200,096162,971
2021-07-13$243.68$240.0056.5%15.8%55.3%0.0%57.8%-2.1%-1.7%-12.6M-347.6M-11.9M0.5813.0631,02318,126207,616167,986
2021-07-14$231.88$240.0058.9%16.6%57.5%0.0%61.0%-1.5%-0.4%-23.3M434.8M-11.4M0.6515.1561,29939,719209,837174,550
2021-07-15$223.33$240.0060.0%16.9%58.9%0.0%62.4%0.8%-0.9%-24.0M637.6M-11.2M1.1110.2344,07149,138221,701173,132
2021-07-16$225.72$240.0059.4%16.6%59.0%0.0%60.3%0.8%-2.2%-30.4M463.5M-11.6M0.6710.4648,07132,038229,633181,586
2021-07-19$219.64$240.0061.8%17.5%59.7%0.0%63.2%1.8%-0.2%-5.4M174.5M-11.3M1.0410.1127,15628,360183,015142,862
2021-07-20$225.38$240.0059.5%17.0%59.1%0.0%61.0%3.3%-0.3%-586.2K8.2M-11.6M0.6711.6533,87322,699187,841151,618
2021-07-21$231.52$240.0057.6%16.5%59.8%0.0%59.7%1.9%-0.7%16.7M-302.9M-12.1M0.3212.5960,55119,556196,688157,436
2021-07-22$226.94$240.0060.1%17.3%59.8%0.0%61.3%1.9%-1.3%4.2M-54.2M-11.8M0.4412.8934,19314,909202,045159,591
2021-07-23$224.68$240.0059.4%17.1%59.8%0.0%61.9%2.0%-0.9%-10.3M63.2M-11.7M0.5912.9628,76816,880208,092164,192
2021-07-26$247.67$240.0062.8%18.5%68.4%0.0%67.2%0.1%-1.1%25.8M-864.0M-12.8M0.3210.33104,18533,761183,136144,484
2021-07-27$234.71$240.0063.6%18.8%63.1%0.0%67.8%1.5%-0.9%15.6M-395.8M-12.2M0.4613.8645,08120,860188,492150,659
2021-07-28$242.12$240.0063.5%18.7%62.0%0.0%67.0%0.8%-2.1%32.8M-671.6M-12.7M0.3612.9427,0929,847206,898158,359
2021-07-29$235.93$240.0061.9%17.9%61.9%0.0%64.6%1.2%-0.4%16.7M-364.4M-12.3M0.6513.8222,52414,609207,983162,722
2021-07-30$235.53$240.0062.3%18.1%61.2%0.0%65.4%1.3%-1.7%16.0M-315.4M-12.2M0.6917.0920,64314,342211,567163,570