COIN Options History — September 2022

In September 2022, COIN traded between $61.71 and $82.78. ATM implied volatility averaged 103.2%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 17.0% (HV 20d: 86.2%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.04.

Notable Days

2022-09-09: Highest Volume — 204,309 contracts
2022-09-29: Largest IV spike — 7.2% change
2022-09-29: Highest IV Rank — 53.4%
2022-09-29: Largest Expected Move — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.22	$61.71	$82.78	$64.89	$65.08
Max Pain	$84.43	$80.00	$90.00	$85.00	$80.00
ATM IV	103.2%	95.4%	112.1%	105.4%	109.2%
Expected Move	29.4%	27.5%	32.2%	28.8%	30.9%
HV 20d	86.2%	81.0%	92.9%	92.9%	92.6%
HV 60d	121.6%	114.6%	127.9%	127.9%	114.6%
IV Rank	46.4%	40.2%	53.4%	48.2%	51.1%
IV Percentile	67.4%	62.7%	76.2%	68.7%	73.8%
Term Structure	0.8%	-0.5%	2.3%	1.5%	0.4%
VWIV	104.3%	97.1%	113.7%	103.1%	110.2%
Skew 25d	10.0%	6.6%	13.3%	9.9%	12.0%
Skew 10d	19.0%	12.2%	25.2%	13.5%	24.1%
Call IV 25d	99.0%	92.8%	106.6%	101.1%	103.0%
Put IV 25d	109.1%	100.3%	119.2%	111.0%	115.0%
Bid-Ask Spread %	8.42	3.17	15.99	3.17	5.30
Gamma HHI	0.12	0.03	0.52	0.08	0.11
Net GEX	-5.5M	-25.4M	7.3M	-8.5M	1.6M
Net DEX	277.9M	-198.6M	536.6M	533.5M	214.4M
Net VEX	-4.9M	-5.8M	-4.3M	-4.7M	-4.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.50	1.85	1.38	1.28
Total Volume	113,067.714	51,734	204,309	112,137	159,266
Total OI	656,061.238	534,922	763,669	704,067	625,958

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
2022-09-01	$64.89	$85.00	105.4%	28.8%	92.9%	48.2%	103.1%	9.9%	1.5%	-8.5M	533.5M	-4.7M	1.38	3.17	47,175	64,962	355,425	348,642
2022-09-02	$65.06	$83.00	105.4%	28.8%	88.9%	48.2%	101.1%	9.2%	2.3%	-22.0M	525.8M	-4.7M	0.99	3.24	60,242	59,470	361,735	356,893
2022-09-06	$62.82	$90.00	108.1%	30.9%	86.0%	50.4%	108.9%	10.5%	1.3%	-6.3M	536.6M	-4.6M	1.49	13.92	29,164	43,319	339,186	337,217
2022-09-07	$68.00	$90.00	101.2%	29.0%	87.6%	44.9%	101.9%	11.6%	0.3%	-3.9M	400.1M	-4.9M	0.84	14.50	47,380	39,796	345,867	347,873
2022-09-08	$72.31	$90.00	97.2%	28.4%	86.2%	41.7%	101.7%	10.1%	-0.5%	1.0M	229.1M	-5.1M	0.69	15.99	74,981	51,895	355,803	349,220
2022-09-09	$80.79	$85.00	95.4%	27.5%	86.8%	40.2%	97.1%	6.8%	-0.5%	7.3M	-198.6M	-5.7M	0.65	9.49	123,799	80,510	368,445	362,266
2022-09-12	$82.78	$85.00	97.3%	27.8%	81.3%	41.8%	100.5%	6.6%	-0.5%	2.1M	-135.9M	-5.8M	0.73	9.29	72,899	52,944	351,139	338,155
2022-09-13	$74.85	$85.00	102.0%	29.3%	88.0%	45.5%	104.5%	9.3%	0.5%	-4.1M	228.5M	-5.3M	1.34	8.99	52,421	69,990	360,738	353,843
2022-09-14	$78.41	$85.00	98.0%	28.2%	90.2%	42.4%	101.5%	7.6%	0.7%	-1.1M	50.8M	-5.5M	0.99	14.86	59,279	58,830	364,275	365,844
2022-09-15	$77.39	$85.00	98.9%	28.6%	88.5%	43.0%	102.1%	8.0%	1.4%	-3.1M	118.9M	-5.4M	1.23	15.77	56,402	69,590	372,092	380,067
2022-09-16	$74.81	$85.00	99.4%	28.6%	88.9%	43.4%	100.4%	8.5%	0.3%	-25.4M	288.7M	-5.2M	1.85	11.18	38,000	70,448	376,526	387,143
2022-09-19	$69.90	$85.00	100.9%	28.8%	82.2%	44.7%	102.9%	9.8%	0.2%	-4.4M	269.7M	-4.9M	1.13	4.32	55,040	62,056	267,266	267,656
2022-09-20	$68.39	$85.00	101.7%	29.1%	81.0%	45.1%	103.2%	9.9%	1.4%	-5.3M	291.3M	-4.8M	1.09	3.55	24,722	27,012	285,970	285,504
2022-09-21	$67.70	$85.00	102.1%	29.3%	81.1%	45.4%	102.6%	8.8%	1.3%	-6.0M	304.1M	-4.8M	0.64	9.35	59,226	37,625	291,730	290,057
2022-09-22	$63.69	$85.00	103.5%	29.7%	83.6%	46.5%	104.1%	10.0%	0.5%	-10.5M	449.2M	-4.4M	1.15	7.98	49,548	56,796	301,088	296,705
2022-09-23	$62.03	$85.00	105.2%	29.9%	83.9%	47.8%	106.1%	12.1%	2.0%	-8.7M	509.3M	-4.3M	1.39	5.65	65,190	90,664	313,101	305,760
2022-09-26	$62.79	$80.00	108.2%	31.0%	81.2%	50.2%	107.9%	12.0%	2.1%	-4.4M	332.0M	-4.4M	0.50	5.00	60,230	30,087	288,623	277,948
2022-09-27	$62.61	$80.00	110.7%	31.6%	81.2%	52.3%	110.6%	12.2%	1.0%	-4.7M	331.2M	-4.4M	0.68	7.00	54,722	37,038	301,609	285,737
2022-09-28	$67.61	$80.00	104.5%	29.8%	86.0%	47.3%	106.4%	13.3%	1.2%	-614.6K	176.8M	-4.7M	0.87	3.89	47,451	41,142	308,227	290,106
2022-09-29	$61.71	$80.00	112.1%	32.2%	91.8%	53.4%	113.7%	12.6%	0.9%	-8.1M	379.6M	-4.4M	0.97	4.44	47,347	45,764	317,359	298,488
2022-09-30	$65.08	$80.00	109.2%	30.9%	92.6%	51.1%	110.2%	12.0%	0.4%	1.6M	214.4M	-4.6M	1.28	5.30	69,914	89,352	323,217	302,741