COIN Options History — April 2024

In April 2024, COIN traded between $204.21 and $260.30. ATM implied volatility averaged 93.8%, placing in the 62.2% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 20.6% (HV 20d: 73.2%). Max pain ranged from $205.00 to $230.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.65.

Notable Days

2024-04-12: Highest Volume — 292,507 contracts
2024-04-09: Largest IV drop — 5.7% change
2024-04-16: Highest IV Rank — 69.4%
2024-04-30: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$234.41	$204.21	$260.30	$253.08	$204.21
Max Pain	$221.36	$205.00	$230.00	$205.00	$220.00
ATM IV	93.8%	89.2%	97.9%	96.2%	93.7%
Expected Move	26.6%	21.5%	29.3%	25.0%	29.3%
HV 20d	73.2%	65.5%	90.3%	90.3%	72.6%
HV 60d	85.5%	82.9%	89.3%	85.4%	89.3%
IV Rank	62.2%	54.3%	69.4%	66.5%	62.1%
IV Percentile	82.6%	70.6%	89.7%	83.3%	84.9%
Term Structure	-1.6%	-3.2%	-0.0%	-2.2%	-1.6%
VWIV	95.5%	77.4%	107.4%	91.7%	107.4%
Skew 25d	-5.0%	-9.9%	-1.6%	-9.9%	-3.9%
Skew 10d	-8.2%	-20.6%	-0.5%	-20.6%	-8.9%
Call IV 25d	98.1%	93.8%	106.1%	106.1%	97.2%
Put IV 25d	93.1%	86.4%	96.9%	96.2%	93.3%
Bid-Ask Spread %	16.13	11.64	24.18	18.98	19.89
Gamma HHI	0.09	0.04	0.52	0.06	0.05
Net GEX	48.6M	-11.9M	254.3M	50.3M	25.7M
Net DEX	-3.72B	-5.97B	-2.04B	-5.00B	-2.04B
Net VEX	-20.2M	-20.9M	-18.8M	-20.9M	-18.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.42	1.09	0.60	0.54
Total Volume	157,842.136	81,405	292,507	138,662	84,986
Total OI	819,971.545	693,870	934,677	793,294	729,328

Daily Data (22 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
2024-04-01	$253.08	$205.00	96.2%	25.0%	90.3%	66.5%	91.7%	-9.9%	-2.2%	50.3M	-5.00B	-20.9M	0.60	18.98	86,474	52,188	439,095	354,199
2024-04-02	$247.69	$205.00	94.3%	23.6%	81.0%	63.3%	85.0%	-6.5%	-1.2%	42.9M	-4.58B	-20.5M	0.42	22.12	107,734	45,274	461,656	369,189
2024-04-03	$251.17	$210.00	94.3%	21.5%	77.3%	63.1%	77.4%	-7.3%	-1.2%	53.8M	-4.95B	-20.6M	0.79	24.18	58,581	46,017	471,008	374,826
2024-04-04	$250.90	$220.00	95.2%	26.4%	72.0%	64.7%	94.3%	-6.2%	-0.6%	50.6M	-4.92B	-20.5M	0.62	12.87	104,025	64,385	477,628	380,002
2024-04-05	$242.06	$220.00	91.1%	25.6%	72.8%	57.6%	93.6%	-4.1%	-2.5%	38.7M	-3.90B	-19.9M	0.54	11.64	147,832	79,924	492,009	392,350
2024-04-08	$255.26	$230.00	94.7%	26.6%	72.4%	63.8%	95.6%	-6.3%	-1.1%	62.9M	-5.08B	-20.5M	0.46	13.47	114,141	52,028	429,082	362,011
2024-04-09	$244.60	$230.00	89.2%	25.4%	73.9%	54.3%	91.3%	-7.4%	-1.0%	44.8M	-4.16B	-20.1M	0.58	13.55	72,550	42,138	453,843	373,396
2024-04-10	$249.44	$230.00	90.7%	26.1%	74.3%	56.8%	93.9%	-5.3%	-0.3%	68.8M	-4.73B	-20.3M	0.64	16.12	68,156	43,796	469,681	382,165
2024-04-11	$260.30	$230.00	91.5%	26.0%	75.5%	58.2%	92.3%	-6.0%	-0.5%	123.9M	-5.97B	-20.9M	0.61	16.30	103,856	63,447	486,639	391,641
2024-04-12	$248.21	$230.00	93.0%	26.2%	71.3%	60.9%	92.9%	-3.8%	-1.8%	11.6M	-4.32B	-20.8M	0.52	12.02	191,846	100,661	503,837	408,395
2024-04-15	$226.76	$230.00	93.5%	26.6%	77.1%	61.8%	95.9%	-5.2%	-0.0%	10.0M	-3.00B	-19.8M	0.81	17.20	92,500	75,100	460,500	372,845
2024-04-16	$219.12	$230.00	97.9%	27.9%	77.8%	69.4%	98.8%	-3.4%	-2.7%	-905.8K	-2.50B	-19.5M	1.03	17.11	115,617	119,395	473,790	385,993
2024-04-17	$213.71	$220.00	96.4%	27.6%	77.5%	66.9%	98.3%	-1.6%	-0.5%	148.0K	-2.17B	-20.0M	0.83	16.39	96,931	80,277	495,072	399,515
2024-04-18	$217.66	$220.00	96.7%	27.8%	68.4%	67.4%	98.7%	-3.2%	-0.9%	9.7M	-2.67B	-20.2M	1.09	15.85	122,537	132,996	509,877	401,729
2024-04-19	$210.83	$220.00	96.8%	27.9%	67.5%	67.6%	98.5%	-1.9%	-1.7%	-11.9M	-2.07B	-19.4M	0.71	18.13	140,688	99,571	522,691	411,986
2024-04-22	$224.40	$220.00	94.7%	27.7%	72.0%	63.8%	98.5%	-5.6%	-2.7%	40.1M	-3.02B	-20.3M	0.63	13.79	75,514	47,486	386,459	307,411
2024-04-23	$235.39	$220.00	94.8%	27.6%	66.9%	64.1%	97.8%	-3.9%	-3.0%	59.7M	-3.78B	-20.8M	0.50	13.70	79,476	39,921	399,868	317,601
2024-04-24	$226.02	$220.00	92.9%	27.4%	67.7%	60.7%	98.3%	-3.9%	-3.2%	51.3M	-3.15B	-20.6M	0.74	13.54	52,723	38,936	423,376	327,183
2024-04-25	$224.21	$220.00	91.0%	27.4%	65.5%	57.5%	99.0%	-5.2%	-3.0%	48.8M	-3.00B	-20.4M	0.76	17.60	46,632	35,438	432,186	332,156
2024-04-26	$234.61	$220.00	90.2%	27.2%	66.8%	55.9%	96.7%	-5.8%	-1.0%	254.3M	-4.00B	-20.6M	0.52	11.86	111,497	57,848	438,853	337,089
2024-04-29	$217.50	$220.00	93.9%	29.2%	70.0%	62.5%	105.8%	-3.6%	-1.4%	33.8M	-2.75B	-19.7M	0.46	18.56	55,936	25,469	399,557	301,657
2024-04-30	$204.21	$220.00	93.7%	29.3%	72.6%	62.1%	107.4%	-3.9%	-1.6%	25.7M	-2.04B	-18.8M	0.54	19.89	55,226	29,760	418,891	310,437