COIN Options History — July 2024

In July 2024, COIN traded between $215.23 and $265.56. ATM implied volatility averaged 73.6%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 9.8% (HV 20d: 63.7%). Max pain ranged from $210.00 to $220.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.44.

Notable Days

2024-07-19: Highest Volume — 382,477 contracts
2024-07-19: Largest IV spike — 13.0% change
2024-07-19: Highest IV Rank — 61.1%
2024-07-19: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$235.47	$215.23	$265.56	$235.59	$227.67
Max Pain	$215.00	$210.00	$220.00	$220.00	$220.00
ATM IV	73.6%	66.0%	85.3%	66.0%	73.2%
Expected Move	21.1%	16.0%	24.8%	17.0%	22.2%
HV 20d	63.7%	48.9%	74.5%	61.1%	72.6%
HV 60d	68.7%	65.0%	70.6%	70.5%	67.8%
IV Rank	32.0%	13.3%	61.1%	13.4%	33.5%
IV Percentile	37.9%	11.5%	69.8%	11.5%	35.7%
Term Structure	-0.6%	-4.0%	3.1%	2.0%	-1.2%
VWIV	74.9%	57.3%	87.6%	60.3%	79.1%
Skew 25d	-2.4%	-5.3%	1.3%	-4.9%	1.3%
Skew 10d	-3.4%	-9.0%	2.1%	-5.4%	1.0%
Call IV 25d	75.5%	67.1%	89.3%	72.9%	73.4%
Put IV 25d	73.1%	65.8%	86.0%	68.0%	74.6%
Bid-Ask Spread %	31.84	15.86	38.86	15.86	38.60
Gamma HHI	0.11	0.06	0.25	0.16	0.08
Net GEX	84.9M	26.5M	242.3M	108.1M	55.8M
Net DEX	-3.51B	-6.39B	-1.93B	-3.57B	-2.57B
Net VEX	-20.7M	-23.4M	-18.7M	-19.8M	-20.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.21	0.76	0.65	0.37
Total Volume	176,726.545	62,878	382,477	119,691	62,878
Total OI	752,535.182	680,229	853,467	680,229	742,260

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
2024-07-01	$235.59	$220.00	66.0%	17.0%	61.1%	13.4%	60.3%	-4.9%	2.0%	108.1M	-3.57B	-19.8M	0.65	15.86	72,363	47,328	410,796	269,433
2024-07-02	$229.29	$220.00	66.0%	16.3%	61.4%	13.3%	58.9%	-3.4%	2.0%	112.1M	-2.96B	-19.4M	0.42	21.29	76,976	32,047	427,155	276,819
2024-07-03	$225.19	$220.00	66.1%	16.0%	56.7%	13.6%	57.3%	-1.3%	0.2%	96.9M	-2.65B	-19.3M	0.29	28.33	82,725	24,013	444,281	284,251
2024-07-05	$224.70	$210.00	68.7%	20.2%	55.7%	18.0%	71.9%	-2.5%	3.1%	32.3M	-2.56B	-19.2M	0.46	31.60	203,540	94,124	451,034	288,985
2024-07-08	$220.35	$210.00	69.9%	20.2%	54.8%	20.1%	71.5%	-3.0%	-0.1%	60.3M	-2.45B	-19.2M	0.76	36.97	56,959	43,559	430,554	276,499
2024-07-09	$220.39	$210.00	68.6%	20.1%	53.3%	17.9%	71.2%	-4.5%	0.4%	61.1M	-2.40B	-19.1M	0.55	36.43	54,237	30,022	442,286	290,154
2024-07-10	$218.28	$210.00	72.1%	20.4%	52.1%	24.1%	71.7%	-1.8%	-0.7%	49.0M	-2.20B	-18.9M	0.52	33.76	54,311	28,218	451,599	297,798
2024-07-11	$215.23	$210.00	71.5%	20.3%	51.4%	22.9%	71.1%	-2.2%	-1.5%	26.5M	-1.93B	-18.7M	0.52	38.86	85,972	44,620	460,194	303,869
2024-07-12	$219.45	$210.00	67.2%	19.6%	48.9%	15.4%	70.7%	-1.4%	2.1%	31.0M	-2.26B	-18.9M	0.34	37.19	142,457	48,526	471,463	306,545
2024-07-15	$243.41	$210.00	74.1%	21.1%	61.9%	27.5%	75.3%	-5.3%	-1.0%	101.1M	-4.61B	-20.5M	0.40	35.26	215,734	86,233	430,372	277,486
2024-07-16	$249.71	$210.00	74.1%	21.2%	62.2%	35.6%	75.2%	-4.9%	-1.0%	120.9M	-5.35B	-21.3M	0.38	30.13	138,309	53,199	470,990	296,038
2024-07-17	$249.81	$210.00	74.8%	21.4%	62.0%	37.2%	73.9%	-3.5%	-0.0%	125.5M	-5.43B	-21.8M	0.21	35.79	268,776	57,178	492,079	309,348
2024-07-18	$233.72	$210.00	75.5%	21.7%	65.3%	38.7%	77.5%	-2.4%	-1.2%	76.0M	-3.33B	-21.2M	0.54	34.29	120,518	65,477	518,501	314,530
2024-07-19	$258.65	$210.00	85.3%	24.8%	74.5%	61.1%	87.6%	-3.3%	-4.0%	242.3M	-6.39B	-23.4M	0.51	32.41	253,627	128,850	537,661	315,806
2024-07-22	$265.56	$220.00	80.9%	23.8%	72.3%	51.2%	83.8%	-3.6%	-2.7%	133.9M	-5.72B	-23.4M	0.40	25.17	145,868	57,847	442,810	270,185
2024-07-23	$258.01	$220.00	77.1%	22.6%	70.4%	42.6%	80.0%	-3.6%	-0.3%	128.0M	-4.99B	-23.2M	0.48	28.91	123,022	59,403	463,798	288,447
2024-07-24	$246.88	$220.00	78.6%	23.3%	71.8%	45.8%	82.2%	-2.5%	-1.9%	76.3M	-3.76B	-22.4M	0.41	31.93	122,290	50,128	472,090	298,313
2024-07-25	$232.94	$220.00	78.1%	23.0%	73.6%	44.7%	81.6%	0.4%	-1.5%	32.6M	-2.56B	-21.2M	0.35	31.73	152,830	53,452	483,099	303,378
2024-07-26	$243.44	$220.00	79.8%	24.3%	73.3%	48.6%	84.9%	-0.3%	-3.1%	74.5M	-3.78B	-22.3M	0.26	29.87	201,141	52,010	499,114	308,983
2024-07-29	$236.94	$220.00	76.7%	23.1%	74.0%	41.5%	81.9%	-0.4%	-2.7%	72.5M	-3.33B	-21.4M	0.40	30.79	87,739	35,483	433,956	269,606
2024-07-30	$225.05	$220.00	74.6%	22.6%	73.1%	36.9%	79.7%	0.4%	-1.2%	51.6M	-2.44B	-20.3M	0.44	35.39	51,428	22,567	451,166	282,043
2024-07-31	$227.67	$220.00	73.2%	22.2%	72.6%	33.5%	79.1%	1.3%	-1.2%	55.8M	-2.57B	-20.5M	0.37	38.60	45,968	16,910	455,331	286,929