COIN Options History — August 2021

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

In August 2021, COIN traded between $230.35 and $279.86. ATM implied volatility averaged 55.1%. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 6.2% (HV 20d: 61.4%). Max pain ranged from $240.00 to $255.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.42.

Notable Days

2021-08-11: Highest Volume — 277,246 contracts
2021-08-11: Largest IV drop — 13.4% change
2021-08-04: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$255.72	$230.35	$279.86	$235.06	$257.88
Max Pain	$252.05	$240.00	$255.00	$240.00	$255.00
ATM IV	55.1%	47.1%	68.6%	60.2%	47.1%
Expected Move	15.7%	13.0%	20.5%	17.9%	13.0%
HV 20d	61.4%	53.6%	67.4%	61.1%	55.3%
HV 60d	58.3%	55.5%	65.1%	65.1%	56.0%
Term Structure	-0.3%	-2.7%	1.6%	-1.2%	1.1%
VWIV	56.5%	46.6%	73.5%	64.8%	46.6%
Skew 25d	0.1%	-2.0%	1.2%	1.1%	0.5%
Skew 10d	1.1%	-1.3%	3.0%	2.2%	2.6%
Call IV 25d	56.5%	47.6%	71.2%	60.6%	48.0%
Put IV 25d	56.6%	48.2%	70.9%	61.7%	48.5%
Bid-Ask Spread %	18.20	10.47	25.26	16.86	25.26
Gamma HHI	0.05	0.03	0.19	0.04	0.07
Net GEX	26.9M	1.0M	72.2M	8.1M	38.1M
Net DEX	-839.4M	-1.93B	-96.6M	-276.8M	-836.5M
Net VEX	-12.6M	-13.5M	-11.6M	-11.9M	-13.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.25	0.65	0.54	0.54
Total Volume	90,590.318	32,962	277,246	35,792	32,962
Total OI	365,988.136	309,081	437,630	330,045	357,350

Daily Data (22 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
2021-08-02	$235.06	$240.00	60.2%	17.9%	61.1%	0.0%	64.8%	1.1%	-1.2%	8.1M	-276.8M	-11.9M	0.54	16.86	23,215	12,577	185,368	144,677
2021-08-03	$230.35	$240.00	62.2%	18.7%	61.2%	0.0%	68.2%	0.7%	-1.4%	1.0M	-96.6M	-11.6M	0.58	19.29	27,381	15,800	190,042	148,926
2021-08-04	$241.96	$240.00	65.7%	20.5%	58.8%	0.0%	73.5%	0.2%	-2.3%	25.9M	-598.3M	-12.3M	0.34	17.71	43,612	14,693	196,048	152,468
2021-08-05	$252.49	$250.00	67.3%	18.3%	59.8%	0.0%	65.7%	0.1%	-2.6%	47.4M	-1.17B	-12.9M	0.36	13.59	93,628	33,318	203,031	156,890
2021-08-06	$259.05	$250.00	67.7%	18.7%	59.4%	0.0%	67.6%	-0.4%	-2.7%	72.2M	-1.54B	-13.0M	0.25	10.47	153,782	39,195	210,485	160,260
2021-08-09	$279.86	$250.00	68.6%	18.8%	64.6%	0.0%	67.6%	-2.0%	-2.2%	41.3M	-1.93B	-13.5M	0.42	11.68	105,785	44,184	187,925	147,784
2021-08-10	$270.51	$250.00	63.6%	17.7%	65.7%	0.0%	64.5%	-1.3%	-1.5%	43.1M	-1.63B	-13.4M	0.65	11.29	80,674	52,294	198,440	154,903
2021-08-11	$278.35	$255.00	55.1%	15.6%	62.8%	0.0%	56.9%	-0.9%	-0.8%	61.1M	-1.92B	-13.4M	0.32	12.50	209,500	67,746	216,127	166,845
2021-08-12	$259.13	$255.00	55.2%	15.8%	67.2%	0.0%	57.4%	-0.7%	0.1%	24.3M	-932.6M	-13.0M	0.48	15.73	94,972	45,563	238,762	187,322
2021-08-13	$261.42	$255.00	51.3%	14.7%	67.2%	0.0%	52.8%	-0.8%	0.4%	15.9M	-826.4M	-12.9M	0.38	16.86	78,358	29,663	246,155	191,475
2021-08-16	$257.92	$255.00	52.2%	15.0%	66.4%	0.0%	54.0%	-0.2%	0.4%	23.5M	-779.8M	-12.7M	0.43	18.89	38,076	16,226	213,226	162,583
2021-08-17	$250.19	$255.00	52.6%	15.1%	67.4%	0.0%	53.9%	0.9%	-0.1%	12.4M	-425.2M	-12.3M	0.40	21.96	34,493	13,840	220,852	166,367
2021-08-18	$245.56	$255.00	51.7%	14.8%	67.4%	0.0%	53.3%	0.5%	0.1%	4.7M	-196.7M	-12.0M	0.44	21.51	29,880	13,105	225,393	169,506
2021-08-19	$247.88	$255.00	51.8%	14.8%	66.9%	0.0%	53.0%	0.4%	1.6%	9.9M	-288.3M	-12.0M	0.43	22.24	46,848	20,102	230,907	172,226
2021-08-20	$256.35	$255.00	52.7%	15.1%	67.4%	0.0%	54.1%	-0.6%	0.4%	23.3M	-850.0M	-12.5M	0.31	18.38	83,603	25,842	234,775	175,339
2021-08-23	$256.85	$255.00	49.4%	14.1%	58.2%	0.0%	50.4%	0.3%	0.5%	15.8M	-630.8M	-12.3M	0.39	17.22	55,626	21,794	173,680	135,401
2021-08-24	$257.82	$255.00	49.0%	13.8%	54.4%	0.0%	49.6%	0.3%	0.8%	23.3M	-782.3M	-12.6M	0.53	16.60	34,090	18,204	189,730	140,549
2021-08-25	$256.99	$255.00	47.2%	13.2%	53.6%	0.0%	47.7%	1.0%	-0.3%	28.7M	-736.8M	-12.6M	0.37	23.31	31,562	11,627	200,511	147,246
2021-08-26	$249.02	$255.00	47.4%	13.3%	54.0%	0.0%	48.2%	1.2%	0.6%	14.1M	-360.2M	-12.2M	0.49	20.79	37,027	18,040	206,571	151,826
2021-08-27	$258.66	$255.00	47.3%	13.2%	55.4%	0.0%	46.7%	0.5%	0.3%	39.4M	-821.4M	-12.6M	0.30	24.87	73,655	21,780	210,652	154,807
2021-08-30	$262.61	$255.00	47.8%	13.3%	55.5%	0.0%	47.3%	0.9%	1.0%	19.0M	-834.8M	-12.7M	0.37	23.38	35,644	13,021	183,022	145,287
2021-08-31	$257.88	$255.00	47.1%	13.0%	55.3%	0.0%	46.6%	0.5%	1.1%	38.1M	-836.5M	-13.0M	0.54	25.26	21,369	11,593	209,191	148,159