COIN Options History — June 2022

In June 2022, COIN traded between $47.35 and $72.86. ATM implied volatility averaged 125.0%, placing in the 63.9% IV rank vs the trailing year. The 30-day expected move averaged 35.8%. IV traded below realized volatility by 11.5% (HV 20d: 136.4%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.84.

Notable Days

2022-06-13: Highest Volume — 196,233 contracts
2022-06-13: Largest IV spike — 25.4% change
2022-06-13: Highest IV Rank — 85.0%
2022-06-13: Largest Expected Move — 43.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.74	$47.35	$72.86	$68.73	$47.35
Max Pain	$76.67	$70.00	$85.00	$85.00	$70.00
ATM IV	125.0%	107.1%	151.5%	119.4%	128.2%
Expected Move	35.8%	30.7%	43.3%	36.5%	36.2%
HV 20d	136.4%	103.7%	187.1%	186.9%	124.5%
HV 60d	127.0%	122.2%	133.6%	124.5%	133.1%
IV Rank	63.9%	49.8%	85.0%	59.5%	66.4%
IV Percentile	94.6%	91.3%	98.8%	95.2%	93.7%
Term Structure	-0.7%	-3.0%	1.8%	-2.4%	-0.8%
VWIV	127.6%	103.6%	156.6%	132.9%	128.7%
Skew 25d	22.7%	17.3%	32.1%	20.5%	20.3%
Skew 10d	42.3%	32.2%	59.2%	37.1%	36.7%
Call IV 25d	113.9%	99.5%	133.6%	110.0%	116.0%
Put IV 25d	136.6%	117.4%	164.1%	130.5%	136.3%
Bid-Ask Spread %	27.02	10.33	44.16	28.94	18.39
Gamma HHI	0.07	0.04	0.19	0.04	0.08
Net GEX	-5.5M	-10.4M	-813.6K	-3.0M	-10.2M
Net DEX	618.8M	289.9M	848.1M	583.9M	701.7M
Net VEX	-3.9M	-4.9M	-3.3M	-4.6M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.84	0.98	3.31	1.31	2.19
Total Volume	112,774.333	62,289	196,233	98,676	130,958
Total OI	634,192.238	559,040	754,319	588,380	663,342

Daily Data (21 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
2022-06-01	$68.73	$85.00	119.4%	36.5%	186.9%	59.5%	132.9%	20.5%	-2.4%	-3.0M	583.9M	-4.6M	1.31	28.94	42,656	56,020	298,109	290,271
2022-06-02	$72.86	$80.00	109.3%	30.7%	187.1%	51.5%	115.2%	18.6%	-1.3%	-813.6K	493.8M	-4.9M	0.98	28.03	36,197	35,333	312,137	305,605
2022-06-03	$67.05	$75.00	120.8%	34.0%	183.0%	60.6%	118.1%	17.3%	-2.5%	-6.0M	649.5M	-4.5M	1.77	32.63	38,820	68,874	314,775	311,192
2022-06-06	$70.08	$75.00	111.8%	31.7%	182.7%	53.5%	113.4%	19.0%	-1.5%	-2.5M	561.7M	-4.7M	1.10	26.42	33,393	36,601	294,005	291,134
2022-06-07	$69.05	$75.00	109.1%	31.2%	167.8%	51.3%	110.9%	20.0%	0.8%	-3.4M	598.4M	-4.6M	1.78	34.90	22,405	39,884	304,718	301,245
2022-06-08	$69.01	$75.00	107.1%	30.7%	157.1%	49.8%	103.6%	17.6%	-0.0%	-3.9M	598.0M	-4.6M	1.43	35.31	31,084	44,332	310,719	312,376
2022-06-09	$63.36	$80.00	112.9%	32.7%	125.3%	54.3%	117.7%	18.2%	1.8%	-7.4M	730.1M	-4.2M	1.55	36.47	26,617	41,342	316,635	322,820
2022-06-10	$59.22	$80.00	120.8%	34.5%	125.0%	60.6%	122.6%	18.6%	-0.8%	-9.6M	818.1M	-3.9M	2.06	37.11	38,216	78,539	321,318	327,898
2022-06-13	$52.29	$80.00	151.5%	43.3%	117.8%	85.0%	156.6%	30.6%	-1.9%	-5.4M	765.7M	-3.5M	2.63	30.45	54,094	142,139	302,353	312,361
2022-06-14	$51.24	$80.00	142.0%	40.6%	113.7%	77.5%	141.9%	32.1%	-2.8%	-6.8M	790.5M	-3.5M	1.47	32.18	53,218	77,973	318,914	352,489
2022-06-15	$55.72	$70.00	129.2%	37.0%	108.1%	67.3%	131.1%	25.0%	-1.3%	-5.5M	731.4M	-3.7M	2.49	23.94	40,236	100,150	340,399	367,814
2022-06-16	$50.52	$80.00	140.3%	40.4%	107.5%	76.1%	142.6%	27.1%	-3.0%	-7.6M	832.0M	-3.3M	3.01	29.90	33,508	100,702	343,367	386,992
2022-06-17	$50.62	$80.00	132.6%	38.0%	103.7%	70.0%	139.8%	24.4%	0.1%	-10.4M	848.1M	-3.3M	3.31	44.16	33,361	110,404	348,459	405,860
2022-06-21	$57.59	$80.00	122.0%	35.6%	115.2%	61.5%	126.5%	24.3%	-0.8%	-2.6M	404.3M	-3.7M	1.39	29.15	57,555	80,084	250,980	313,191
2022-06-22	$51.98	$75.00	132.7%	37.9%	120.1%	70.1%	132.8%	25.3%	-0.1%	-6.1M	541.1M	-3.5M	1.53	27.64	44,357	68,072	270,082	339,083
2022-06-23	$58.85	$75.00	125.0%	36.3%	128.1%	63.9%	131.2%	25.3%	-1.5%	-2.2M	384.6M	-4.0M	1.37	17.71	45,664	62,441	272,618	354,144
2022-06-24	$61.93	$75.00	122.0%	34.3%	125.6%	61.6%	123.9%	22.2%	0.8%	-2.0M	289.9M	-4.2M	1.18	12.62	55,847	65,871	279,709	371,117
2022-06-27	$55.67	$75.00	127.0%	35.9%	129.6%	65.5%	129.3%	26.1%	1.1%	-4.1M	484.6M	-3.8M	1.96	13.13	39,912	78,129	258,621	300,419
2022-06-28	$51.00	$75.00	133.7%	37.7%	128.6%	70.8%	132.6%	24.6%	0.2%	-6.0M	555.7M	-3.6M	2.51	10.33	38,109	95,478	274,547	319,910
2022-06-29	$49.41	$70.00	127.0%	36.2%	127.8%	65.4%	128.9%	20.8%	0.5%	-8.9M	630.8M	-3.5M	1.75	18.06	32,671	57,015	286,491	349,818
2022-06-30	$47.35	$70.00	128.2%	36.2%	124.5%	66.4%	128.7%	20.3%	-0.8%	-10.2M	701.7M	-3.4M	2.19	18.39	41,019	89,939	294,640	368,702