COIN Options History — June 2023

In June 2023, COIN traded between $50.54 and $72.19. ATM implied volatility averaged 84.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 3.2% (HV 20d: 81.1%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2023-06-06: Highest Volume — 521,324 contracts
  • 2023-06-05: Largest IV spike — 13.0% change
  • 2023-06-06: Highest IV Rank — 26.7%
  • 2023-06-06: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.27$50.54$72.19$64.17$71.46
Max Pain$57.29$55.00$60.00$60.00$60.00
ATM IV84.4%77.8%99.6%83.4%79.1%
Expected Move24.2%21.9%28.5%24.5%21.9%
HV 20d81.1%73.9%86.9%83.2%83.7%
HV 60d83.8%74.2%93.5%91.4%77.3%
IV Rank6.2%0.0%26.7%2.3%2.1%
IV Percentile3.4%0.0%17.1%1.2%0.8%
Term Structure1.9%-1.4%6.0%-1.4%6.0%
VWIV87.1%78.4%102.2%89.7%78.7%
Skew 25d5.0%-2.4%13.8%3.3%-0.7%
Skew 10d10.9%-3.4%28.7%5.7%-0.9%
Call IV 25d83.1%79.3%92.9%82.9%79.3%
Put IV 25d88.1%78.6%106.6%86.2%78.6%
Bid-Ask Spread %3.592.517.193.233.59
Gamma HHI0.110.050.240.050.05
Net GEX604.9K-17.4M16.0M5.2M9.9M
Net DEX-98.9M-903.5M544.8M-283.9M-818.4M
Net VEX-4.6M-5.4M-4.1M-4.5M-5.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.421.720.990.81
Total Volume217,625.714114,384521,324154,829310,489
Total OI882,925.81697,1831,064,345806,040905,755

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$64.17$60.0083.4%24.5%83.2%2.3%89.7%3.3%-1.4%5.2M-283.9M-4.5M0.993.2377,93176,898330,330475,710
2023-06-02$64.17$60.0080.7%23.7%83.3%0.0%87.2%3.2%-1.0%6.4M-253.4M-4.5M1.042.8775,47778,824343,760497,555
2023-06-05$57.96$60.0091.2%25.6%73.9%14.8%92.0%6.3%-1.0%-7.8M144.4M-4.3M1.723.67102,013175,131306,794451,537
2023-06-06$51.45$60.0099.6%28.5%85.1%26.7%102.2%13.8%-0.4%-17.4M544.8M-4.1M1.603.36200,284321,040330,503519,620
2023-06-07$52.97$60.0089.8%25.7%85.4%12.8%94.4%10.8%1.2%-11.0M346.2M-4.4M1.263.3990,644114,383398,191613,063
2023-06-08$54.56$60.0084.0%24.7%83.3%4.7%89.9%10.3%1.7%-4.2M202.8M-4.4M1.143.4284,22695,960410,265630,641
2023-06-09$53.23$60.0087.9%25.2%82.7%10.1%92.1%9.9%1.1%-11.6M325.5M-4.3M1.163.46123,569143,351421,485642,860
2023-06-12$50.54$60.0091.2%26.5%83.0%14.8%91.2%9.4%1.4%-12.9M442.3M-4.1M1.472.8075,235110,789363,599528,797
2023-06-13$52.48$55.0088.8%25.8%81.7%11.5%90.7%7.6%1.2%-11.6M314.0M-4.3M0.912.5164,89759,334393,881570,962
2023-06-14$53.84$55.0083.8%24.1%81.5%4.3%87.9%6.6%0.3%-8.0M206.6M-4.4M0.932.9965,55861,270411,472590,927
2023-06-15$54.17$55.0084.1%24.4%79.3%5.6%87.7%6.0%1.1%-5.3M157.9M-4.3M1.142.8053,35261,032421,965593,217
2023-06-16$55.47$55.0081.7%23.7%79.9%1.7%83.6%6.9%1.0%5.6M12.8M-4.3M0.792.93113,67290,032429,163604,181
2023-06-20$57.64$55.0082.7%23.7%78.7%3.2%84.9%5.4%2.2%1.6M-72.3M-4.4M0.543.18109,43658,758286,938410,245
2023-06-21$57.99$55.0084.9%24.3%74.4%6.9%87.0%3.6%2.2%5.6M-131.2M-4.6M0.653.27132,15686,169317,632427,940
2023-06-22$57.01$55.0081.9%23.4%74.0%2.0%82.9%3.0%2.0%2.5M-53.6M-4.7M0.593.4082,26648,877350,780466,143
2023-06-23$61.15$55.0081.2%23.0%78.1%0.8%82.3%0.7%2.4%16.0M-384.6M-4.9M0.422.97230,01796,099361,833474,071
2023-06-26$61.93$55.0078.1%22.0%77.5%0.0%78.4%1.6%5.8%6.5M-280.7M-4.9M0.593.00129,74576,868329,973419,389
2023-06-27$69.55$55.0080.5%22.9%86.9%3.9%81.8%1.3%4.4%12.7M-752.2M-5.2M0.604.35155,75194,175346,875441,000
2023-06-28$70.84$55.0077.8%22.3%84.0%0.0%81.8%-2.3%4.4%14.6M-840.1M-5.4M0.687.19162,662110,479369,128469,528
2023-06-29$72.19$58.0079.3%22.5%83.9%2.3%82.3%-2.4%4.8%15.9M-903.5M-5.4M0.706.99100,87370,418385,895497,839
2023-06-30$71.46$60.0079.1%21.9%83.7%2.1%78.7%-0.7%6.0%9.9M-818.4M-5.3M0.813.59171,914138,575396,237509,518