COIN Options History — January 2022

In January 2022, COIN traded between $171.07 and $251.37. ATM implied volatility averaged 69.9%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 12.0% (HV 20d: 57.9%). Max pain ranged from $230.00 to $280.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2022-01-21: Highest Volume — 186,810 contracts
  • 2022-01-21: Largest IV spike — 19.1% change
  • 2022-01-24: Highest IV Rank — 100.0%
  • 2022-01-24: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$215.53$171.07$251.37$251.37$190.20
Max Pain$260.50$230.00$280.00$270.00$230.00
ATM IV69.9%55.4%91.0%57.3%77.7%
Expected Move20.3%15.0%27.5%15.8%22.1%
HV 20d57.9%50.3%68.7%61.3%68.7%
HV 60d59.9%55.3%63.3%60.5%63.3%
IV Rank63.1%30.7%100.0%36.2%71.5%
IV Percentile77.1%38.8%100.0%45.8%95.9%
Term Structure-0.5%-4.9%2.8%1.0%-1.1%
VWIV72.4%54.7%99.8%57.1%79.5%
Skew 25d4.8%0.9%12.3%1.0%10.2%
Skew 10d9.5%1.3%25.1%1.9%21.5%
Call IV 25d68.7%56.0%87.3%58.7%73.3%
Put IV 25d73.5%57.4%99.1%59.7%83.6%
Bid-Ask Spread %26.6516.5935.7734.0816.59
Gamma HHI0.060.030.120.040.03
Net GEX-12.0M-26.9M-529.8K-2.4M-907.4K
Net DEX705.5M59.3M1.50B59.3M541.7M
Net VEX-11.4M-12.9M-9.2M-12.9M-10.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.471.420.830.61
Total Volume70,678.934,541186,81034,54166,407
Total OI409,541.35331,889452,356378,265376,577

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$251.37$270.0057.3%15.8%61.3%36.2%57.1%1.0%1.0%-2.4M59.3M-12.9M0.8334.0818,88415,657210,881167,384
2022-01-04$250.58$270.0055.4%15.0%60.9%30.7%54.7%1.4%1.2%-6.1M119.5M-12.7M1.0035.7727,31727,307216,723172,382
2022-01-05$236.21$270.0059.9%16.3%57.3%43.5%58.2%2.6%0.3%-21.5M670.4M-11.9M1.2426.7331,17138,591221,217180,372
2022-01-06$234.19$280.0059.5%17.6%57.2%42.3%63.5%2.8%1.2%-26.9M758.9M-12.0M0.8727.7437,50132,453227,955191,840
2022-01-07$231.92$280.0060.3%18.0%50.3%44.4%63.7%2.5%1.3%-13.7M800.6M-12.2M0.9724.5228,84628,067237,351198,266
2022-01-10$223.51$275.0064.0%18.9%50.8%54.9%67.0%2.3%1.6%-19.1M909.1M-11.6M0.8924.7736,56732,425221,294188,744
2022-01-11$236.53$270.0061.7%17.9%55.4%48.4%63.1%0.9%0.5%-6.6M408.9M-12.6M0.4725.0242,82020,184233,527193,646
2022-01-12$235.77$270.0059.3%17.7%54.7%41.6%63.3%1.0%2.6%-529.8K386.3M-12.6M0.4825.8332,50815,720241,718196,725
2022-01-13$229.19$270.0062.4%18.0%55.3%50.4%64.1%2.8%0.5%-11.0M642.5M-12.2M0.5929.9236,72421,788246,254198,245
2022-01-14$229.91$270.0061.9%18.2%53.8%49.2%65.5%2.6%2.8%-13.5M648.4M-12.1M0.6826.7136,00724,392250,264202,092
2022-01-18$221.56$265.0066.8%19.2%55.0%63.0%68.2%2.3%-3.8%-20.3M824.4M-11.4M0.6426.4127,51217,569233,368191,997
2022-01-19$221.09$265.0064.7%18.6%54.6%57.0%66.4%2.5%-1.2%-22.9M846.3M-11.3M0.6631.7124,58816,240237,198194,817
2022-01-20$222.01$265.0065.6%18.9%53.0%59.4%66.7%3.0%-1.8%-23.3M766.5M-11.4M0.6831.9833,03822,364240,365194,998
2022-01-21$194.19$260.0078.1%22.7%68.3%94.8%81.5%8.1%-3.4%-14.7M1.50B-9.8M1.4228.5077,331109,479245,697196,564
2022-01-24$188.34$250.0091.0%27.5%63.2%100.0%99.8%8.8%-0.6%-7.4M784.6M-10.3M1.0322.0067,32869,349180,469151,420
2022-01-25$185.82$240.0089.1%26.2%60.0%96.0%93.8%8.6%-2.4%-4.5M694.6M-10.4M0.7424.6635,22026,105206,727160,276
2022-01-26$180.34$240.0087.8%25.4%58.6%93.2%88.8%12.3%-3.7%-6.5M825.8M-10.0M0.7425.3543,24032,201215,691165,751
2022-01-27$171.07$235.0090.6%26.5%59.3%99.4%93.7%12.2%-4.9%-11.3M1.05B-9.2M0.8419.0642,57335,833223,407169,729
2022-01-28$176.76$235.0084.7%25.2%60.4%86.5%88.9%7.2%-1.0%-6.4M867.2M-9.9M1.0225.5540,68541,587234,517174,379
2022-01-31$190.20$230.0077.7%22.1%68.7%71.5%79.5%10.2%-1.1%-907.4K541.7M-10.9M0.6116.5941,14025,267213,527163,050