COIN Options History — October 2022

In October 2022, COIN traded between $62.73 and $75.14. ATM implied volatility averaged 112.4%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 21.5% (HV 20d: 90.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-10-14: Highest Volume — 188,448 contracts
  • 2022-10-11: Largest IV spike — 5.3% change
  • 2022-10-12: Highest IV Rank — 59.0%
  • 2022-10-12: Largest Expected Move — 34.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.98$62.73$75.14$66.29$66.90
Max Pain$75.71$75.00$80.00$80.00$75.00
ATM IV112.4%102.2%122.2%107.8%105.9%
Expected Move32.8%28.9%34.4%30.6%33.6%
HV 20d90.8%82.5%99.5%92.8%92.4%
HV 60d105.5%90.9%114.8%114.0%90.9%
IV Rank50.7%42.0%59.0%50.0%43.9%
IV Percentile72.0%56.0%83.3%70.6%61.5%
Term Structure-0.1%-6.4%10.6%10.6%-0.5%
VWIV115.4%104.4%121.7%107.7%116.9%
Skew 25d14.3%11.9%17.0%11.9%13.6%
Skew 10d27.1%23.0%30.8%25.0%27.2%
Call IV 25d105.8%96.9%115.7%101.8%98.8%
Put IV 25d120.2%109.9%130.8%113.7%112.3%
Bid-Ask Spread %7.973.5412.893.545.09
Gamma HHI0.070.040.150.060.06
Net GEX-2.6M-13.6M4.2M-2.6M-2.4M
Net DEX149.4M-152.4M465.1M208.5M192.3M
Net VEX-4.7M-5.2M-4.2M-4.6M-4.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.551.690.591.05
Total Volume108,901.85750,531188,44891,76865,408
Total OI643,376.286568,417709,745586,480580,466

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$66.29$80.00107.8%30.6%92.8%50.0%107.7%11.9%10.6%-2.6M208.5M-4.6M0.593.5457,77933,989297,944288,536
2022-10-04$73.71$80.00102.2%28.9%98.9%45.4%105.5%13.0%8.6%2.6M-52.0M-5.1M0.844.6390,25675,408308,344294,490
2022-10-05$73.31$80.00104.3%29.0%95.3%47.1%104.4%13.5%7.2%2.2M-27.0M-5.2M0.814.2153,11442,825327,912318,951
2022-10-06$73.61$75.00106.7%32.1%92.8%47.4%114.2%14.6%7.5%4.2M-56.4M-5.2M0.5810.5983,67948,180334,500319,985
2022-10-07$66.42$75.00110.9%33.3%90.2%50.8%114.6%13.5%8.3%-3.9M315.6M-4.8M1.6810.1543,46373,053342,059335,649
2022-10-10$67.25$75.00114.9%33.4%89.7%54.2%116.1%15.5%-0.1%-4.7M249.3M-4.7M1.4610.7320,54729,984309,483302,928
2022-10-11$69.80$75.00121.0%34.0%84.5%58.0%120.2%16.4%-1.7%-3.1M151.7M-4.9M0.7811.9478,28660,955314,540312,385
2022-10-12$70.14$75.00122.2%34.4%82.5%59.0%120.8%15.4%-2.5%-3.9M156.5M-4.9M0.5611.2647,28026,272327,469327,486
2022-10-13$69.39$75.00118.5%33.5%82.5%55.8%120.7%13.9%-2.0%-6.4M206.0M-4.8M0.8712.8970,17461,219335,969333,192
2022-10-14$63.70$75.00121.1%34.3%86.8%57.6%117.8%15.1%-2.7%-13.6M465.1M-4.4M1.699.8570,028118,420344,106337,061
2022-10-17$69.26$75.00117.9%33.6%89.5%54.4%115.1%16.4%-4.5%-2.3M164.3M-4.7M0.7010.5657,98840,662323,795312,067
2022-10-18$65.95$75.00118.3%33.8%90.9%54.7%115.8%17.0%-5.2%-5.1M308.3M-4.4M0.553.9169,97938,317335,456324,753
2022-10-19$62.73$75.00117.0%33.5%92.5%53.6%118.1%14.5%-3.4%-7.7M396.6M-4.2M1.514.8237,34756,521348,379325,870
2022-10-20$63.22$75.00115.6%33.3%90.0%52.4%118.0%14.7%-3.4%-8.6M363.9M-4.2M0.939.3056,94052,775353,720334,755
2022-10-21$65.98$75.00114.4%33.4%90.7%51.3%117.0%15.1%-6.4%-4.8M242.6M-4.3M0.9510.0348,29246,048360,259349,486
2022-10-24$66.74$75.00114.9%34.2%90.7%51.8%121.7%15.6%-2.1%-1.7M137.1M-4.4M1.158.2536,73942,075302,416266,001
2022-10-25$75.14$75.00109.7%33.3%99.5%47.2%119.0%13.2%-2.0%3.5M-152.4M-4.9M0.635.74104,74665,736310,140287,005
2022-10-26$74.40$75.00107.2%32.6%96.3%45.1%115.4%13.1%-2.5%3.9M-117.8M-4.9M0.558.0686,50647,177336,633310,212
2022-10-27$72.89$75.00105.6%31.9%90.1%43.7%111.9%12.5%-2.7%2.0M-38.1M-4.8M0.756.4136,90927,629350,144316,375
2022-10-28$71.65$75.00103.6%31.4%88.9%42.0%111.7%12.3%-1.8%-2.0M24.2M-4.6M0.705.3849,51234,722351,236318,745
2022-10-31$66.90$75.00105.9%33.6%92.4%43.9%116.9%13.6%-0.5%-2.4M192.3M-4.2M1.055.0931,92333,485307,363273,103