COIN Options History — August 2024

In August 2024, COIN traded between $179.19 and $212.25. ATM implied volatility averaged 68.5%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 9.8% (HV 20d: 78.3%). Max pain ranged from $200.00 to $220.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2024-08-23: Highest Volume — 256,963 contracts
2024-08-05: Largest IV spike — 16.7% change
2024-08-05: Highest IV Rank — 68.5%
2024-08-05: Largest Expected Move — 24.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$197.09	$179.19	$212.25	$212.25	$181.63
Max Pain	$206.82	$200.00	$220.00	$220.00	$200.00
ATM IV	68.5%	60.7%	88.5%	74.5%	61.9%
Expected Move	19.8%	17.5%	24.5%	23.3%	17.7%
HV 20d	78.3%	69.0%	93.5%	76.6%	69.2%
HV 60d	69.9%	66.8%	74.9%	69.3%	66.9%
IV Rank	22.9%	5.1%	68.5%	36.5%	8.0%
IV Percentile	23.4%	2.8%	79.0%	40.5%	5.2%
Term Structure	0.5%	-1.9%	3.2%	-1.3%	1.5%
VWIV	69.4%	61.6%	86.9%	82.5%	62.3%
Skew 25d	2.4%	-1.1%	12.2%	1.3%	1.6%
Skew 10d	6.4%	-0.6%	25.6%	1.8%	4.3%
Call IV 25d	67.7%	60.4%	81.5%	74.4%	61.3%
Put IV 25d	70.1%	61.5%	93.8%	75.7%	62.9%
Bid-Ask Spread %	29.78	14.67	42.55	31.77	14.67
Gamma HHI	0.09	0.03	0.31	0.06	0.06
Net GEX	51.2M	573.4K	239.1M	23.4M	6.9M
Net DEX	-1.70B	-3.27B	-510.8M	-1.53B	-675.3M
Net VEX	-19.9M	-21.8M	-18.3M	-19.1M	-18.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.30	0.83	0.32	0.81
Total Volume	139,922.409	62,615	256,963	209,937	154,635
Total OI	787,707.636	713,280	857,207	750,228	857,207

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
2024-08-01	$212.25	$220.00	74.5%	23.3%	76.6%	36.5%	82.5%	1.3%	-1.3%	23.4M	-1.53B	-19.1M	0.32	31.77	159,157	50,780	460,791	289,437
2024-08-02	$204.58	$220.00	75.9%	22.3%	77.5%	39.6%	77.2%	1.5%	-1.9%	8.7M	-1.14B	-19.1M	0.45	42.55	151,924	68,807	486,656	302,811
2024-08-05	$187.94	$210.00	88.5%	24.5%	82.5%	68.5%	86.9%	12.2%	-0.2%	10.3M	-816.9M	-18.6M	0.83	32.22	89,873	74,266	444,154	280,091
2024-08-06	$194.55	$210.00	78.8%	22.3%	83.8%	46.3%	77.8%	6.8%	1.3%	18.9M	-1.30B	-19.5M	0.58	31.03	69,857	40,459	465,792	288,199
2024-08-07	$179.19	$210.00	80.1%	23.0%	88.1%	49.3%	79.0%	7.2%	3.2%	573.4K	-510.8M	-18.3M	0.40	27.24	114,133	45,147	481,411	301,393
2024-08-08	$193.94	$210.00	73.6%	21.4%	93.5%	34.6%	75.0%	5.9%	0.8%	32.7M	-1.55B	-20.3M	0.38	32.61	114,720	43,528	501,496	307,849
2024-08-09	$196.65	$210.00	70.5%	20.4%	93.3%	27.5%	71.6%	4.4%	0.8%	56.8M	-1.84B	-20.5M	0.59	30.98	66,332	38,975	520,094	313,264
2024-08-12	$191.59	$210.00	69.7%	20.2%	84.1%	25.7%	69.9%	0.9%	0.7%	37.6M	-1.41B	-19.7M	0.66	22.14	37,639	24,976	468,056	292,007
2024-08-13	$198.05	$210.00	67.3%	19.8%	84.6%	20.3%	68.6%	4.6%	1.7%	53.8M	-1.87B	-20.2M	0.41	33.34	54,578	22,529	474,248	298,444
2024-08-14	$195.57	$210.00	65.7%	19.0%	84.5%	16.6%	66.0%	2.7%	-0.2%	55.4M	-1.64B	-19.8M	0.46	34.00	49,066	22,458	487,853	301,028
2024-08-15	$198.09	$210.00	61.8%	17.8%	82.4%	7.7%	63.2%	2.6%	0.4%	78.8M	-1.84B	-19.8M	0.55	29.38	74,215	40,486	496,842	305,595
2024-08-16	$204.16	$210.00	60.7%	17.8%	73.2%	5.1%	62.5%	1.2%	2.1%	103.9M	-2.64B	-20.1M	0.35	38.02	157,179	54,878	506,183	314,146
2024-08-19	$202.46	$210.00	60.8%	17.5%	71.8%	5.3%	61.6%	-0.3%	0.2%	61.2M	-2.11B	-19.9M	0.45	32.49	60,997	27,617	430,886	282,394
2024-08-20	$196.67	$200.00	64.0%	18.4%	71.8%	12.8%	65.3%	0.5%	0.6%	42.8M	-1.73B	-19.7M	0.44	27.51	106,974	47,181	446,111	295,589
2024-08-21	$205.21	$200.00	63.8%	18.3%	73.5%	12.2%	64.0%	-0.0%	0.4%	93.2M	-2.56B	-20.9M	0.30	31.27	126,659	37,377	471,086	314,006
2024-08-22	$198.84	$200.00	64.9%	18.5%	71.7%	14.7%	65.2%	0.4%	2.8%	49.1M	-1.97B	-20.5M	0.33	28.98	103,736	34,141	485,398	318,230
2024-08-23	$211.13	$200.00	64.7%	18.6%	73.5%	14.4%	65.3%	-0.8%	-0.3%	239.1M	-3.27B	-21.8M	0.40	24.99	183,465	73,498	499,346	324,659
2024-08-26	$204.45	$200.00	64.6%	18.4%	73.7%	14.1%	64.9%	-1.1%	-0.5%	64.8M	-2.45B	-21.0M	0.47	27.58	54,402	25,631	467,975	300,645
2024-08-27	$197.69	$200.00	64.4%	18.4%	72.5%	13.7%	65.1%	-0.1%	-1.6%	43.4M	-1.84B	-20.3M	0.38	28.78	68,525	26,311	481,396	309,893
2024-08-28	$192.02	$200.00	67.3%	19.3%	72.6%	20.2%	68.2%	1.5%	-0.1%	26.2M	-1.43B	-19.8M	0.30	28.00	128,426	37,986	494,032	318,643
2024-08-29	$189.25	$200.00	63.6%	18.3%	69.0%	11.8%	64.0%	0.4%	0.4%	19.1M	-1.22B	-19.5M	0.32	25.70	86,836	27,934	516,252	327,980
2024-08-30	$181.63	$200.00	61.9%	17.7%	69.2%	8.0%	62.3%	1.6%	1.5%	6.9M	-675.3M	-18.5M	0.81	14.67	85,376	69,259	528,628	328,579