COIN Options History — November 2021

In November 2021, COIN traded between $303.95 and $355.27. ATM implied volatility averaged 62.6%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 10.6% (HV 20d: 51.9%). Max pain ranged from $270.00 to $290.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2021-11-10: Highest Volume — 244,145 contracts
  • 2021-11-10: Largest IV drop — 17.8% change
  • 2021-11-09: Highest IV Rank — 89.2%
  • 2021-11-02: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$332.87$303.95$355.27$329.81$316.91
Max Pain$280.12$270.00$290.00$270.00$290.00
ATM IV62.6%55.7%76.1%65.6%62.4%
Expected Move18.2%16.0%22.7%20.8%18.2%
HV 20d51.9%47.3%59.5%54.1%50.1%
HV 60d47.0%43.8%49.3%49.3%48.8%
IV Rank51.0%31.5%89.2%59.4%50.4%
IV Percentile71.5%47.3%98.6%89.6%76.0%
Term Structure-0.1%-1.8%1.3%-1.2%1.1%
VWIV65.9%58.8%81.4%74.7%66.1%
Skew 25d-4.1%-7.4%2.4%-5.2%2.4%
Skew 10d-9.4%-16.3%4.7%-9.9%4.7%
Call IV 25d66.6%59.4%81.8%70.0%63.1%
Put IV 25d62.5%55.1%74.3%64.8%65.5%
Bid-Ask Spread %19.1313.4427.0915.0426.56
Gamma HHI0.060.040.100.050.05
Net GEX55.5M574.8K94.2M68.3M36.5M
Net DEX-3.16B-4.42B-1.21B-3.52B-1.92B
Net VEX-17.6M-18.8M-16.5M-17.2M-17.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.280.950.330.48
Total Volume84,281.23836,615244,145113,36470,337
Total OI439,613.095393,240505,553410,417416,880

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$329.81$270.0065.6%20.8%54.1%59.4%74.7%-5.2%-1.2%68.3M-3.52B-17.2M0.3315.0485,32228,042239,776170,641
2021-11-02$338.79$272.5071.0%22.7%53.3%74.9%81.4%-6.7%-1.8%77.5M-4.02B-17.8M0.2816.1288,44025,024251,932175,937
2021-11-03$342.81$275.0069.6%22.7%52.3%70.9%80.7%-7.3%-1.2%86.9M-4.23B-18.0M0.4818.8041,78920,146259,332182,467
2021-11-04$344.45$270.0069.7%19.3%52.2%71.0%69.0%-5.3%-1.6%94.2M-4.26B-18.0M0.4913.5250,77824,891261,835186,501
2021-11-05$338.65$275.0067.2%18.9%52.8%64.0%67.8%-6.2%-1.5%81.7M-3.90B-17.8M0.4714.3950,61423,566266,239192,040
2021-11-08$352.75$275.0072.0%20.4%53.2%77.5%73.0%-6.8%-0.1%64.1M-4.30B-18.0M0.3313.4490,85629,638238,769170,931
2021-11-09$355.27$275.0076.1%21.4%50.1%89.2%76.3%-7.4%-0.7%65.4M-4.42B-18.8M0.4815.6691,82043,920252,961180,266
2021-11-10$329.32$275.0062.6%18.0%59.5%51.0%65.7%-4.2%0.4%46.8M-3.01B-17.9M0.5514.49157,09287,053277,344198,661
2021-11-11$337.98$280.0057.1%16.6%58.1%35.5%60.1%-2.4%0.8%73.1M-3.54B-18.4M0.7616.4552,06039,493291,019209,681
2021-11-12$341.96$280.0058.0%16.7%53.5%38.0%60.9%-2.9%0.5%69.8M-3.84B-18.4M0.7515.7146,04134,516294,253211,300
2021-11-15$345.36$280.0058.8%16.9%52.2%40.3%60.6%-4.6%0.6%74.4M-3.86B-18.0M0.5916.4037,03121,831254,305183,171
2021-11-16$340.89$280.0056.1%16.1%51.0%32.8%59.3%-4.3%0.8%69.1M-3.57B-17.8M0.8118.0329,37423,708261,009188,147
2021-11-17$344.89$280.0055.7%16.0%50.1%31.5%58.8%-6.5%1.3%70.8M-3.77B-17.7M0.7320.0731,56823,092262,389193,311
2021-11-18$325.71$280.0055.9%16.0%51.9%32.0%59.2%-4.5%0.2%33.6M-2.57B-17.2M0.9020.9843,01438,742267,157197,661
2021-11-19$332.19$280.0056.8%16.2%52.2%34.7%59.4%-4.3%0.6%46.4M-3.03B-17.5M0.6122.3549,28930,243271,062203,165
2021-11-22$318.68$285.0059.3%17.3%48.4%41.7%62.5%-4.4%-1.1%30.1M-1.97B-17.0M0.8624.6035,67530,639228,236165,004
2021-11-23$316.17$290.0060.6%17.2%48.4%45.4%62.1%-2.2%-0.7%21.9M-1.79B-17.1M0.8827.0926,42423,301232,970172,519
2021-11-24$314.23$290.0058.0%16.3%47.3%38.2%59.2%-1.5%0.0%21.3M-1.69B-16.8M0.8522.6819,74316,872237,361174,284
2021-11-26$303.95$290.0061.7%17.5%48.4%48.6%63.5%-1.7%0.2%574.8K-1.21B-16.5M0.9524.9022,14821,120239,803177,433
2021-11-29$319.53$290.0059.7%17.3%51.8%42.9%62.6%0.1%1.1%32.1M-1.97B-16.5M0.4424.5444,77419,880225,476168,647
2021-11-30$316.91$290.0062.4%18.2%50.1%50.4%66.1%2.4%1.1%36.5M-1.92B-17.1M0.4826.5647,66622,671241,992174,888