COIN Options History — April 2022

In April 2022, COIN traded between $114.15 and $192.49. ATM implied volatility averaged 81.6%, placing in the 75.5% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 11.6% (HV 20d: 70.0%). Max pain ranged from $170.00 to $190.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.98.

Notable Days

  • 2022-04-21: Highest Volume — 87,198 contracts
  • 2022-04-29: Largest IV spike — 10.4% change
  • 2022-04-22: Highest IV Rank — 100.0%
  • 2022-04-29: Largest Expected Move — 33.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$149.77$114.15$192.49$185.60$114.15
Max Pain$184.50$170.00$190.00$190.00$170.00
ATM IV81.6%62.3%106.3%64.1%106.3%
Expected Move24.1%19.1%33.3%19.6%33.3%
HV 20d70.0%56.6%87.9%81.2%60.8%
HV 60d80.7%78.4%82.6%80.2%79.2%
IV Rank75.5%38.2%100.0%42.3%100.0%
IV Percentile88.2%54.6%100.0%63.2%100.0%
Term Structure-1.0%-5.8%4.4%1.5%-5.2%
VWIV84.7%67.2%114.6%70.2%114.6%
Skew 25d6.7%3.4%14.1%3.4%14.1%
Skew 10d12.4%6.4%25.2%6.7%25.2%
Call IV 25d79.6%60.9%101.5%62.9%101.5%
Put IV 25d86.3%65.7%115.6%66.3%115.6%
Bid-Ask Spread %18.3512.0426.2218.3612.15
Gamma HHI0.070.040.140.050.09
Net GEX-9.9M-21.1M9.2M8.1M-12.8M
Net DEX767.8M-13.6M1.10B203.8M1.10B
Net VEX-7.6M-10.2M-5.5M-10.0M-5.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.491.910.781.91
Total Volume52,116.8533,38887,19850,65274,672
Total OI365,073.8328,394400,979367,513400,979

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$185.60$190.0064.1%19.6%81.2%42.3%70.2%3.4%1.5%8.1M203.8M-10.0M0.7818.3628,40322,249206,457161,056
2022-04-04$192.49$190.0062.3%19.1%81.3%38.2%67.2%4.8%4.4%9.2M-13.6M-10.2M0.5919.1423,45313,736187,594149,386
2022-04-05$176.83$190.0067.2%20.2%87.9%48.9%71.3%4.4%2.0%-3.6M414.3M-9.3M0.6921.4033,59423,319194,511152,408
2022-04-06$168.42$190.0072.0%21.3%80.7%59.1%75.6%5.3%2.9%-10.1M640.1M-8.8M1.4024.8825,24735,421199,438159,914
2022-04-07$166.70$190.0071.3%21.1%79.1%57.7%75.4%4.8%3.1%-15.1M706.1M-8.7M0.9625.8019,94119,184203,939168,086
2022-04-08$161.24$190.0072.6%21.4%76.2%60.4%75.5%3.9%3.1%-11.4M835.7M-8.4M0.9322.1720,16018,687208,089169,948
2022-04-11$153.66$190.0079.3%22.7%76.4%75.0%79.7%5.2%-1.1%-14.0M872.8M-7.7M1.1922.5820,56224,525194,092160,387
2022-04-12$150.81$190.0078.2%22.2%76.6%72.5%79.2%4.7%-0.8%-16.5M940.1M-7.6M0.8523.7032,58527,539199,981167,071
2022-04-13$154.82$190.0075.6%21.2%66.9%67.0%76.0%5.3%-0.9%-18.8M880.4M-7.7M0.9226.2229,22726,966208,160174,857
2022-04-14$147.63$190.0075.9%21.9%67.3%67.6%78.1%5.8%0.8%-21.1M1.04B-7.3M1.3724.5624,42733,565214,441177,375
2022-04-18$145.29$190.0081.6%23.4%65.3%79.9%83.8%5.5%-2.2%-10.7M775.0M-7.3M0.6814.7529,99720,454176,496151,898
2022-04-19$151.10$190.0079.7%22.9%67.0%75.7%80.0%6.8%-0.9%-7.1M643.0M-7.6M0.4914.3125,49412,606186,243156,388
2022-04-20$148.84$185.0080.4%23.1%62.4%77.4%81.1%5.6%-2.3%-9.1M688.9M-7.5M0.6414.3021,44413,692191,080159,128
2022-04-21$137.72$180.0088.7%25.6%66.7%95.1%89.5%7.2%-4.2%-13.5M894.9M-6.9M0.9414.6444,92242,276196,511162,889
2022-04-22$131.56$180.0092.9%26.9%65.2%100.0%94.4%8.3%-2.7%-8.3M1.03B-6.6M1.4413.1123,82534,248208,926177,334
2022-04-25$135.01$180.0094.4%28.2%67.0%100.0%98.6%10.1%-4.1%-9.1M800.9M-6.9M0.8014.9818,53114,857191,489164,263
2022-04-26$127.00$175.0097.4%29.3%58.8%100.0%101.5%9.9%-3.7%-9.7M914.9M-6.2M1.1115.1616,97318,892199,030165,607
2022-04-27$122.67$170.0095.5%29.3%56.6%96.4%99.6%9.5%-4.2%-10.9M992.7M-5.9M1.1012.0422,11924,325201,725170,224
2022-04-28$123.89$170.0096.3%29.2%57.1%97.8%103.1%10.3%-5.8%-14.4M998.4M-6.0M0.8412.7943,56836,652206,660177,416
2022-04-29$114.15$170.00106.3%33.3%60.8%100.0%114.6%14.1%-5.2%-12.8M1.10B-5.5M1.9112.1525,65249,020215,714185,265