COIN Options History — June 2024

In June 2024, COIN traded between $212.69 and $256.73. ATM implied volatility averaged 67.8%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 0.6% (HV 20d: 67.2%). Max pain ranged from $180.00 to $220.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2024-06-06: Highest Volume — 282,125 contracts
  • 2024-06-25: Largest IV drop — 7.4% change
  • 2024-06-04: Highest IV Rank — 25.8%
  • 2024-06-06: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$236.91$212.69$256.73$229.33$221.57
Max Pain$213.68$180.00$220.00$180.00$220.00
ATM IV67.8%62.9%73.1%70.6%64.6%
Expected Move19.4%17.0%21.2%20.6%17.0%
HV 20d67.2%57.7%75.7%72.2%59.6%
HV 60d71.4%68.3%74.8%73.8%69.3%
IV Rank16.6%7.9%25.8%21.5%10.9%
IV Percentile14.5%4.4%24.6%19.4%7.5%
Term Structure2.5%-1.4%8.6%2.2%6.1%
VWIV69.9%60.8%74.7%74.7%60.8%
Skew 25d-3.7%-6.5%-1.3%-3.2%-3.0%
Skew 10d-6.1%-10.7%-1.3%-8.0%-1.3%
Call IV 25d70.6%64.9%76.2%74.1%64.9%
Put IV 25d66.9%61.8%71.0%71.0%61.8%
Bid-Ask Spread %31.7022.4240.7229.4125.67
Gamma HHI0.080.050.120.110.12
Net GEX72.2M-101.8K118.1M72.0M64.1M
Net DEX-3.90B-6.51B-1.58B-3.85B-2.22B
Net VEX-20.4M-22.0M-18.1M-20.6M-19.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.340.650.350.50
Total Volume151,15386,090282,125101,586177,811
Total OI800,399.421655,256873,137761,376752,299

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$229.33$180.0070.6%20.6%72.2%21.5%74.7%-3.2%2.2%72.0M-3.85B-20.6M0.3529.4175,49026,096439,447321,929
2024-06-04$244.62$180.0073.1%20.8%75.6%25.8%74.1%-4.8%-1.1%105.0M-5.28B-21.4M0.5724.97116,94566,372457,051329,687
2024-06-05$250.75$180.0071.8%20.3%73.4%23.5%72.5%-6.5%1.5%114.9M-5.90B-21.8M0.6522.4281,91853,266475,586343,251
2024-06-06$256.73$220.0070.7%21.2%73.2%21.7%73.5%-5.2%2.1%118.1M-6.51B-22.0M0.3428.98210,32871,797486,345350,580
2024-06-07$246.03$220.0069.2%20.4%75.2%19.0%73.6%-4.7%1.1%90.9M-4.78B-21.7M0.5135.39133,58068,479499,249365,565
2024-06-10$251.97$220.0070.6%20.4%73.4%21.5%74.0%-3.4%-1.4%89.3M-4.97B-21.6M0.4533.4559,18326,907461,598336,746
2024-06-11$243.94$220.0069.1%19.9%74.7%18.8%71.7%-5.4%0.9%71.0M-4.30B-21.0M0.6123.3366,31940,171473,626343,520
2024-06-12$254.92$220.0067.3%19.7%75.7%15.6%70.9%-3.5%1.2%105.8M-5.24B-21.5M0.5639.65100,21756,029481,482352,026
2024-06-13$247.16$220.0067.3%19.5%72.7%15.6%69.8%-3.5%1.7%73.1M-4.49B-21.1M0.3737.67126,55146,704498,362358,397
2024-06-14$242.50$220.0067.3%19.5%64.6%15.7%70.6%-2.7%0.8%61.1M-4.14B-20.8M0.5440.61106,58458,050508,019364,394
2024-06-17$245.72$220.0068.0%19.6%63.9%16.9%70.3%-4.0%0.0%99.8M-4.50B-20.7M0.5935.4075,32944,646472,508338,752
2024-06-18$237.18$220.0067.5%19.4%60.5%15.9%69.8%-4.0%-0.4%69.2M-3.76B-20.2M0.4733.6268,61531,945485,239351,644
2024-06-20$234.16$220.0066.8%19.0%60.7%14.7%70.4%-3.3%1.9%51.0M-3.43B-19.6M0.5932.0390,34252,910497,320359,975
2024-06-21$223.74$220.0066.1%19.0%62.3%13.6%69.0%-3.4%0.6%-101.8K-2.56B-18.9M0.4540.72156,03969,551501,583371,554
2024-06-24$212.69$220.0068.0%19.2%62.5%16.8%70.1%-1.3%7.2%20.7M-1.58B-18.1M0.5527.79122,62867,584392,863262,393
2024-06-25$221.69$220.0062.9%18.0%59.4%7.9%64.8%-3.5%8.6%60.9M-2.37B-19.1M0.5028.1174,37437,334428,725280,051
2024-06-26$213.03$220.0064.3%18.0%57.7%10.3%64.6%-1.5%8.2%29.9M-1.71B-18.5M0.5632.7256,80431,896440,874283,613
2024-06-27$223.52$220.0063.8%17.5%59.7%9.5%62.7%-2.5%6.8%75.1M-2.54B-19.4M0.4630.4584,08839,025451,604289,732
2024-06-28$221.57$220.0064.6%17.0%59.6%10.9%60.8%-3.0%6.1%64.1M-2.22B-19.1M0.5025.67118,23359,578458,586293,713