COIN Options History — November 2022

In November 2022, COIN traded between $40.95 and $63.76. ATM implied volatility averaged 116.7%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 34.0%. IV traded above realized volatility by 9.8% (HV 20d: 106.9%). Max pain ranged from $55.00 to $75.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.64.

Notable Days

  • 2022-11-08: Highest Volume — 592,822 contracts
  • 2022-11-08: Largest IV spike — 35.5% change
  • 2022-11-09: Highest IV Rank — 72.9%
  • 2022-11-09: Largest Expected Move — 39.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.42$40.95$63.76$63.76$45.31
Max Pain$61.90$55.00$75.00$75.00$55.00
ATM IV116.7%92.4%139.3%105.4%100.8%
Expected Move34.0%26.9%39.4%33.6%30.1%
HV 20d106.9%84.9%121.3%84.9%119.8%
HV 60d94.7%84.3%101.8%90.8%101.8%
IV Rank53.3%32.2%72.9%43.5%39.5%
IV Percentile72.6%44.4%96.0%59.1%44.4%
Term Structure-1.2%-5.8%3.5%-1.1%0.1%
VWIV121.6%95.2%144.5%115.8%107.9%
Skew 25d18.9%10.0%29.5%12.4%15.4%
Skew 10d35.4%19.6%52.1%24.4%27.6%
Call IV 25d108.1%87.4%125.5%99.2%93.5%
Put IV 25d127.0%97.4%152.1%111.6%108.8%
Bid-Ask Spread %5.901.9620.185.552.26
Gamma HHI0.080.040.240.060.06
Net GEX-6.3M-12.6M-2.3M-3.8M-3.0M
Net DEX483.1M152.3M754.9M289.2M361.3M
Net VEX-3.5M-4.1M-3.0M-4.0M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.640.982.091.091.15
Total Volume230,482.66761,229592,82261,229155,202
Total OI799,949.81594,170977,219594,170870,396

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$63.76$75.00105.4%33.6%84.9%43.5%115.8%12.4%-1.1%-3.8M289.2M-4.0M1.095.5529,29031,939314,435279,735
2022-11-02$61.52$75.00106.6%34.7%85.5%44.6%119.6%10.8%-1.8%-4.5M346.2M-3.9M0.9810.3137,43736,682321,441286,273
2022-11-03$56.15$65.00113.0%31.8%90.2%50.1%111.2%14.8%-2.3%-5.8M488.4M-3.5M2.0120.1862,478125,390331,239292,175
2022-11-04$58.62$65.0092.4%26.9%85.8%32.2%95.2%10.0%-0.0%-5.2M494.9M-3.6M1.297.52105,602136,312348,929335,893
2022-11-07$57.25$65.00101.1%29.9%85.7%39.8%111.3%11.3%3.5%-5.1M402.4M-3.5M2.087.6162,209129,366323,706287,227
2022-11-08$50.05$65.00137.0%39.3%94.9%71.0%144.5%24.7%-0.0%-6.2M567.3M-3.4M2.0417.49194,773398,049340,691337,600
2022-11-09$46.34$60.00139.3%39.4%96.8%72.9%138.7%29.5%-1.9%-9.2M738.0M-3.2M1.9515.76112,601219,684383,632423,006
2022-11-10$50.60$60.00123.8%35.2%104.2%59.5%123.7%27.4%-1.5%-7.6M561.7M-3.7M1.543.77122,303188,004414,048458,235
2022-11-11$57.77$60.00117.1%33.5%113.2%53.7%127.4%20.3%-0.2%-2.3M152.3M-4.1M2.034.17131,121265,638426,960473,295
2022-11-14$53.27$60.00120.6%34.4%111.2%56.7%127.0%20.9%0.8%-6.0M448.8M-3.8M1.312.8876,20799,558387,988427,673
2022-11-15$55.55$60.00116.3%33.4%112.0%52.9%124.0%22.4%-2.1%-4.4M357.1M-3.9M1.692.8870,708119,605405,480442,756
2022-11-16$48.95$60.00125.8%36.1%118.8%61.2%126.8%23.9%-0.1%-9.2M642.1M-3.6M2.042.7593,493191,163409,789463,332
2022-11-17$48.69$65.00125.3%35.9%118.6%60.8%128.4%22.9%-0.5%-8.4M635.2M-3.6M1.262.61118,494149,504434,700503,822
2022-11-18$45.18$65.00130.6%37.8%118.6%65.4%134.4%22.7%-3.7%-12.6M754.9M-3.4M2.091.9894,524197,260455,305521,914
2022-11-21$40.95$65.00134.5%39.1%121.3%68.8%134.5%22.9%-5.8%-7.2M581.8M-3.0M1.901.96105,467200,215364,881397,457
2022-11-22$43.42$60.00120.2%34.4%113.5%56.4%124.4%18.3%-4.7%-7.4M507.4M-3.3M1.702.8288,427150,197400,849457,439
2022-11-23$45.91$55.00109.0%31.5%117.2%46.6%114.9%18.6%-1.7%-4.5M391.2M-3.4M1.513.6884,326127,413418,384479,563
2022-11-25$44.20$55.00111.7%32.4%117.3%49.0%114.4%17.4%-1.0%-8.7M478.4M-3.4M1.732.6030,73153,080434,598506,800
2022-11-28$42.24$55.00112.7%33.6%117.5%49.9%117.0%16.3%-1.0%-5.8M483.7M-3.1M1.542.4256,09786,472386,210406,333
2022-11-29$43.05$55.00107.3%31.8%117.4%45.2%112.7%14.0%-0.9%-6.1M462.3M-3.2M1.562.7940,30162,814407,700437,057
2022-11-30$45.31$55.00100.8%30.1%119.8%39.5%107.9%15.4%0.1%-3.0M361.3M-3.3M1.152.2672,24182,961419,950450,446