COIN Options History — September 2024

In September 2024, COIN traded between $147.68 and $190.78. ATM implied volatility averaged 67.7%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 7.9% (HV 20d: 59.8%). Max pain ranged from $155.00 to $200.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.36.

Notable Days

2024-09-27: Highest Volume — 383,107 contracts
2024-09-06: Largest IV spike — 7.9% change
2024-09-06: Highest IV Rank — 40.0%
2024-09-06: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$165.86	$147.68	$190.78	$169.00	$178.99
Max Pain	$169.00	$155.00	$200.00	$200.00	$180.00
ATM IV	67.7%	61.9%	76.0%	69.1%	72.5%
Expected Move	19.3%	17.5%	21.3%	20.1%	19.5%
HV 20d	59.8%	52.0%	67.4%	67.4%	65.5%
HV 60d	68.3%	65.6%	69.8%	68.0%	69.8%
IV Rank	19.1%	2.8%	40.0%	24.3%	28.2%
IV Percentile	20.2%	1.2%	49.2%	28.2%	38.1%
Term Structure	1.4%	-2.9%	6.6%	-2.3%	6.5%
VWIV	68.2%	62.2%	73.8%	70.4%	70.9%
Skew 25d	1.9%	-2.7%	6.3%	3.1%	-1.8%
Skew 10d	4.8%	-4.8%	10.2%	6.4%	-1.7%
Call IV 25d	67.4%	61.7%	74.7%	67.5%	74.7%
Put IV 25d	69.3%	63.7%	79.5%	70.6%	72.9%
Bid-Ask Spread %	21.94	6.23	34.32	7.77	8.29
Gamma HHI	0.10	0.05	0.29	0.05	0.08
Net GEX	59.4M	-7.6M	153.2M	-1.9M	69.0M
Net DEX	-988.7M	-3.94B	619.8M	-176.4M	-1.95B
Net VEX	-16.8M	-20.5M	-14.2M	-16.8M	-19.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.18	0.55	0.27	0.40
Total Volume	165,742.6	61,600	383,107	222,844	159,894
Total OI	870,026	788,520	943,024	788,520	862,370

Daily Data (20 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
2024-09-03	$169.00	$200.00	69.1%	20.1%	67.4%	24.3%	70.4%	3.1%	-2.3%	-1.9M	-176.4M	-16.8M	0.27	7.77	175,286	47,558	480,378	308,142
2024-09-04	$163.13	$200.00	70.2%	21.0%	66.5%	26.8%	73.1%	3.1%	-0.5%	1.6M	81.6M	-15.7M	0.40	17.27	92,696	36,745	504,656	319,134
2024-09-05	$159.01	$180.00	70.4%	20.0%	61.0%	27.2%	70.0%	2.0%	-0.2%	-1.7M	198.8M	-15.6M	0.55	28.70	65,949	36,086	528,781	321,969
2024-09-06	$147.68	$180.00	76.0%	21.3%	56.7%	40.0%	73.8%	6.3%	-2.9%	-7.6M	619.8M	-14.2M	0.37	30.68	209,315	77,935	540,838	320,017
2024-09-09	$154.94	$180.00	70.1%	20.6%	60.1%	26.7%	72.1%	2.7%	0.9%	29.3M	-136.8M	-15.4M	0.39	27.97	78,872	30,944	539,608	310,584
2024-09-10	$158.24	$180.00	70.1%	20.1%	61.0%	26.7%	70.7%	3.4%	0.2%	42.0M	-406.8M	-16.1M	0.24	28.41	102,026	24,935	555,435	315,452
2024-09-11	$157.19	$175.00	68.6%	19.8%	58.9%	23.2%	68.6%	3.1%	0.4%	53.8M	-382.7M	-15.9M	0.43	31.97	69,550	30,163	581,440	318,540
2024-09-12	$162.62	$170.00	66.7%	19.2%	61.1%	18.8%	67.5%	2.3%	-0.0%	97.4M	-1.04B	-16.6M	0.22	28.23	163,967	35,640	591,846	321,269
2024-09-13	$164.29	$155.00	67.4%	19.4%	60.9%	20.5%	68.5%	1.8%	0.2%	49.2M	-1.21B	-17.0M	0.18	27.12	199,693	36,844	606,475	325,989
2024-09-16	$160.89	$155.00	66.5%	19.1%	59.2%	18.3%	66.9%	2.5%	0.3%	46.3M	-696.2M	-16.3M	0.53	32.66	40,301	21,299	569,574	311,256
2024-09-17	$162.38	$155.00	67.9%	19.5%	59.7%	20.9%	68.7%	2.1%	0.1%	48.2M	-795.3M	-16.5M	0.38	27.86	58,931	22,555	568,405	316,672
2024-09-18	$162.18	$155.00	66.3%	19.0%	59.4%	15.8%	66.9%	1.9%	1.0%	48.0M	-702.2M	-16.1M	0.43	33.30	51,907	22,571	578,338	321,594
2024-09-19	$167.69	$155.00	65.0%	18.6%	58.4%	11.8%	65.6%	1.4%	1.1%	82.8M	-1.17B	-16.7M	0.29	34.32	155,366	45,077	582,184	323,274
2024-09-20	$170.60	$160.00	63.6%	18.2%	58.6%	7.0%	64.1%	0.9%	0.5%	138.6M	-1.43B	-17.2M	0.20	21.14	209,288	42,782	613,367	329,657
2024-09-23	$168.88	$160.00	63.2%	18.0%	52.9%	6.1%	63.7%	2.0%	3.2%	66.6M	-1.33B	-17.2M	0.39	6.23	57,467	22,553	507,842	286,749
2024-09-24	$170.30	$160.00	61.9%	17.7%	52.7%	2.8%	62.8%	2.0%	6.6%	77.9M	-1.43B	-17.4M	0.46	7.19	58,512	26,848	527,428	296,086
2024-09-25	$167.11	$160.00	62.0%	17.5%	52.0%	3.1%	62.2%	1.9%	5.9%	59.5M	-1.09B	-17.0M	0.47	8.94	60,720	28,722	540,339	306,513
2024-09-26	$181.27	$160.00	66.1%	18.8%	60.3%	13.0%	66.9%	-0.4%	3.6%	153.2M	-2.80B	-18.7M	0.25	15.51	266,271	66,477	550,674	311,688
2024-09-27	$190.78	$160.00	69.5%	19.5%	63.1%	21.1%	71.0%	-2.7%	3.8%	135.6M	-3.94B	-20.5M	0.26	15.25	303,391	79,716	580,084	325,873
2024-09-30	$178.99	$180.00	72.5%	19.5%	65.5%	28.2%	70.9%	-1.8%	6.5%	69.0M	-1.95B	-19.6M	0.40	8.29	114,190	45,704	555,499	306,871