COIN Options History — August 2022

In August 2022, COIN traded between $62.26 and $97.63. ATM implied volatility averaged 113.8%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded below realized volatility by 24.8% (HV 20d: 138.6%). Max pain ranged from $70.00 to $95.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.87.

Notable Days

2022-08-04: Highest Volume — 398,957 contracts
2022-08-10: Largest IV drop — 18.1% change
2022-08-04: Highest IV Rank — 72.2%
2022-08-03: Largest Expected Move — 41.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.40	$62.26	$97.63	$62.26	$67.98
Max Pain	$90.43	$70.00	$95.00	$70.00	$90.00
ATM IV	113.8%	104.2%	135.4%	125.6%	105.6%
Expected Move	32.5%	29.2%	41.8%	39.2%	29.3%
HV 20d	138.6%	98.5%	155.3%	141.4%	98.5%
HV 60d	135.6%	127.6%	155.3%	152.8%	127.6%
IV Rank	54.9%	47.3%	72.2%	64.3%	48.4%
IV Percentile	78.6%	69.4%	95.2%	88.9%	69.4%
Term Structure	-1.5%	-8.3%	1.8%	-6.2%	1.0%
VWIV	115.2%	102.9%	148.9%	137.8%	103.9%
Skew 25d	8.2%	2.8%	15.4%	15.4%	8.3%
Skew 10d	13.6%	5.2%	27.7%	27.7%	12.7%
Call IV 25d	110.3%	100.5%	132.0%	116.4%	102.9%
Put IV 25d	118.5%	108.1%	141.6%	131.8%	111.2%
Bid-Ask Spread %	7.48	1.91	30.23	4.39	3.00
Gamma HHI	0.06	0.03	0.20	0.05	0.06
Net GEX	-2.6M	-11.8M	7.5M	-3.6M	-4.5M
Net DEX	-19.0M	-839.9M	572.5M	363.0M	429.1M
Net VEX	-5.9M	-6.9M	-4.7M	-4.7M	-5.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.31	1.86	1.16	0.90
Total Volume	177,171.783	55,128	398,957	55,128	60,407
Total OI	775,322.217	657,541	957,544	703,233	696,064

Daily Data (23 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
2022-08-01	$62.26	$70.00	125.6%	39.2%	141.4%	64.3%	137.8%	15.4%	-6.2%	-3.6M	363.0M	-4.7M	1.16	4.39	25,576	29,552	312,398	390,835
2022-08-02	$67.18	$70.00	123.2%	39.1%	137.3%	62.4%	139.3%	13.7%	-5.7%	-638.7K	179.2M	-4.9M	0.57	5.84	87,986	50,118	317,662	397,672
2022-08-03	$80.98	$70.00	126.5%	41.8%	148.5%	65.1%	148.9%	10.3%	-5.8%	4.7M	-381.0M	-5.6M	0.76	5.95	140,839	106,665	329,304	406,491
2022-08-04	$88.05	$90.00	135.4%	35.7%	147.6%	72.2%	125.3%	9.6%	-8.3%	5.8M	-685.1M	-6.1M	1.20	22.39	181,344	217,613	344,323	431,016
2022-08-05	$93.50	$95.00	134.8%	35.8%	147.6%	71.7%	126.2%	10.6%	-7.4%	7.5M	-839.9M	-6.5M	1.03	11.95	140,442	144,041	378,756	484,564
2022-08-08	$97.63	$95.00	131.9%	35.7%	136.4%	69.4%	126.2%	10.9%	-5.1%	2.4M	-698.4M	-6.9M	1.14	11.92	69,744	79,542	335,223	413,105
2022-08-09	$88.10	$95.00	127.3%	34.7%	144.1%	65.7%	122.6%	12.0%	-5.3%	-1.2M	-270.4M	-6.6M	1.86	4.19	78,515	146,021	356,516	442,453
2022-08-10	$94.78	$95.00	104.2%	29.9%	144.4%	47.3%	105.3%	7.9%	0.5%	4.3M	-630.9M	-6.5M	0.80	9.55	161,553	129,195	383,364	490,413
2022-08-11	$83.80	$95.00	106.7%	30.3%	154.1%	49.3%	107.0%	7.8%	-1.8%	-8.1M	-12.0M	-6.3M	0.88	5.38	142,497	125,567	405,726	505,376
2022-08-12	$91.19	$95.00	104.2%	29.8%	155.3%	47.3%	104.6%	6.6%	-1.3%	-4.8M	-490.6M	-6.7M	0.59	5.82	174,422	103,657	429,091	528,453
2022-08-15	$91.58	$95.00	105.3%	30.3%	153.4%	48.2%	106.1%	5.1%	0.1%	1.3M	-412.4M	-6.6M	0.31	4.37	114,650	35,644	362,502	427,355
2022-08-16	$90.29	$95.00	107.0%	30.7%	149.8%	49.5%	108.5%	3.6%	0.0%	1.7M	-382.8M	-6.7M	0.46	30.23	143,831	65,745	382,871	435,250
2022-08-17	$85.51	$95.00	106.1%	30.4%	145.3%	48.8%	109.7%	2.8%	1.8%	-3.7M	-152.4M	-6.5M	0.33	18.51	134,854	45,099	393,227	447,963
2022-08-18	$83.51	$95.00	105.6%	30.2%	145.3%	48.4%	108.0%	2.8%	1.7%	-5.5M	-60.5M	-6.4M	0.39	4.63	112,810	44,357	401,836	450,479
2022-08-19	$74.32	$95.00	108.4%	31.0%	151.2%	50.6%	111.9%	6.2%	1.1%	-11.8M	452.5M	-5.7M	1.03	2.18	118,735	121,954	410,574	456,083
2022-08-22	$70.99	$95.00	115.0%	32.6%	150.5%	55.9%	115.0%	6.9%	0.6%	-5.6M	412.7M	-5.5M	0.75	1.99	85,185	64,244	323,636	333,905
2022-08-23	$71.17	$95.00	110.8%	31.7%	125.9%	52.5%	111.7%	6.2%	1.2%	-5.1M	400.8M	-5.4M	0.89	3.30	55,476	49,637	342,030	347,895
2022-08-24	$71.53	$95.00	108.4%	30.9%	121.9%	50.6%	109.0%	6.8%	1.7%	-5.1M	397.0M	-5.6M	0.39	1.91	56,022	22,119	358,041	357,472
2022-08-25	$71.07	$90.00	104.2%	29.2%	121.0%	47.3%	102.9%	8.7%	-0.6%	-5.5M	430.8M	-5.3M	0.83	3.35	59,335	48,991	367,699	358,061
2022-08-26	$66.58	$90.00	106.2%	29.9%	123.6%	48.9%	105.1%	8.6%	0.4%	-11.4M	572.5M	-5.1M	1.23	2.30	66,105	81,395	378,878	366,171
2022-08-29	$66.99	$90.00	107.4%	30.2%	123.4%	49.8%	106.9%	7.5%	1.5%	-5.5M	472.5M	-4.9M	1.03	5.21	36,339	37,271	331,618	333,662
2022-08-30	$67.17	$90.00	107.8%	30.3%	120.5%	50.2%	108.6%	9.4%	0.7%	-5.4M	469.9M	-5.0M	1.39	3.76	33,413	46,444	342,427	343,971
2022-08-31	$67.98	$90.00	105.6%	29.3%	98.5%	48.4%	103.9%	8.3%	1.0%	-4.5M	429.1M	-5.0M	0.90	3.00	31,853	28,554	348,120	347,944