COIN Options History — July 2022

In July 2022, COIN traded between $48.32 and $74.82. ATM implied volatility averaged 125.4%, placing in the 64.2% IV rank vs the trailing year. The 30-day expected move averaged 36.3%. IV traded below realized volatility by 8.1% (HV 20d: 133.5%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.31.

Notable Days

  • 2022-07-20: Highest Volume — 345,548 contracts
  • 2022-07-20: Largest IV spike — 13.6% change
  • 2022-07-26: Highest IV Rank — 77.1%
  • 2022-07-26: Largest Expected Move — 42.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.39$48.32$74.82$48.32$63.17
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV125.4%113.4%141.6%121.1%125.6%
Expected Move36.3%33.5%42.0%33.9%38.3%
HV 20d133.5%122.1%142.5%122.1%141.0%
HV 60d143.6%132.8%153.7%132.8%153.4%
IV Rank64.2%54.6%77.1%60.8%64.3%
IV Percentile91.0%86.5%97.2%90.1%88.9%
Term Structure-1.5%-5.7%7.2%1.7%-3.9%
VWIV129.4%115.2%145.1%119.1%135.1%
Skew 25d16.3%12.4%21.0%18.2%14.7%
Skew 10d30.4%24.0%39.9%33.9%27.5%
Call IV 25d117.7%102.8%132.0%113.5%119.4%
Put IV 25d134.0%123.2%149.6%131.7%134.1%
Bid-Ask Spread %6.063.2714.5214.524.36
Gamma HHI0.080.050.150.100.08
Net GEX-3.1M-7.9M5.6M-5.6M24.8K
Net DEX362.2M-237.1M662.7M650.4M299.7M
Net VEX-4.4M-5.7M-3.4M-3.4M-4.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.792.222.070.81
Total Volume151,107.1564,330345,54886,515145,676
Total OI702,671.15577,788799,521698,965799,521

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$48.32$70.00121.1%33.9%122.1%60.8%119.1%18.2%1.7%-5.6M650.4M-3.4M2.0714.5228,19158,324304,196394,769
2022-07-05$54.73$70.00116.7%33.9%130.0%57.2%129.4%21.0%4.4%-4.4M466.0M-3.7M1.277.1344,39956,336277,085348,907
2022-07-06$51.90$70.00121.6%35.6%129.2%61.2%124.2%18.6%5.0%-5.4M505.3M-3.7M1.699.4828,19147,560291,605370,004
2022-07-07$57.28$70.00113.4%34.3%135.4%54.6%121.7%20.7%7.2%-1.9M387.6M-4.0M0.866.3865,05455,628297,670382,322
2022-07-08$60.88$70.00114.5%33.8%137.6%55.5%119.4%18.4%4.0%5.6M247.9M-4.2M1.233.51108,384133,815307,509395,943
2022-07-11$53.45$70.00128.9%35.9%141.9%66.9%132.1%17.4%-5.1%-6.7M542.1M-3.8M2.023.3529,05958,695291,237368,032
2022-07-12$53.71$70.00124.8%35.4%140.2%63.7%128.7%17.8%-2.0%-6.3M538.4M-3.8M1.517.2425,63038,700300,957380,470
2022-07-13$53.07$70.00122.3%34.4%133.0%61.7%126.7%14.8%-1.8%-7.8M564.6M-3.7M1.349.2342,14356,341307,419392,771
2022-07-14$53.51$70.00120.3%34.1%132.8%60.1%125.4%12.4%-1.7%-7.0M538.8M-3.8M0.799.1564,63551,338314,021402,161
2022-07-15$53.20$70.00119.0%33.5%129.2%59.1%115.2%13.1%-5.7%-5.3M550.9M-3.7M0.8311.3267,79056,202324,692409,827
2022-07-18$58.42$70.00123.4%35.1%128.3%62.5%120.2%14.1%-1.5%-1.7M305.7M-4.1M1.174.7491,654107,281260,721317,067
2022-07-19$65.62$70.00120.4%34.4%134.0%60.2%124.3%15.6%-3.8%1.5M140.3M-4.7M0.953.5392,06087,369292,283351,444
2022-07-20$74.82$70.00136.8%39.2%134.2%73.2%139.3%15.7%-4.9%5.0M-237.1M-5.5M1.104.37164,410181,138310,928373,197
2022-07-21$73.21$70.00134.1%38.7%127.9%71.1%136.8%15.7%-4.0%3.1M-76.7M-5.7M1.413.5269,69998,150336,556434,106
2022-07-22$70.80$70.00131.4%37.9%122.5%69.0%133.1%14.9%-3.0%-3.2M55.4M-5.6M1.073.7271,64876,361345,622448,907
2022-07-25$66.70$70.00130.7%38.1%123.8%68.4%133.3%15.1%-2.5%-3.6M278.2M-5.2M1.743.3528,97650,368305,911376,145
2022-07-26$53.63$70.00141.6%42.0%142.0%77.1%145.1%17.6%-5.3%-7.9M662.7M-4.3M2.223.2796,557214,384313,920389,689
2022-07-27$59.20$70.00131.5%39.5%142.5%69.1%139.5%14.3%-3.6%-7.2M478.8M-4.7M1.125.4376,08685,311331,770427,225
2022-07-28$62.25$70.00130.0%38.9%142.5%67.9%139.4%16.1%-4.2%-3.8M345.5M-4.8M0.953.6986,55982,041341,336435,478
2022-07-29$63.17$70.00125.6%38.3%141.0%64.3%135.1%14.7%-3.9%24.8K299.7M-4.8M0.814.3680,36965,307350,266449,255