COIN Options History — October 2024

In October 2024, COIN traded between $163.59 and $219.03. ATM implied volatility averaged 85.2%, placing in the 58.8% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 14.1% (HV 20d: 71.2%). Max pain ranged from $170.00 to $190.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.33.

Notable Days

2024-10-14: Highest Volume — 567,717 contracts
2024-10-07: Largest IV spike — 11.7% change
2024-10-18: Highest IV Rank — 81.0%
2024-10-30: Largest Expected Move — 29.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$191.41	$163.59	$219.03	$164.38	$182.34
Max Pain	$176.96	$170.00	$190.00	$180.00	$190.00
ATM IV	85.2%	74.0%	94.5%	74.1%	83.4%
Expected Move	25.4%	19.9%	29.1%	20.7%	27.2%
HV 20d	71.2%	57.7%	90.9%	67.5%	90.9%
HV 60d	70.1%	67.9%	72.8%	71.7%	72.8%
IV Rank	58.8%	31.9%	81.0%	32.1%	54.5%
IV Percentile	71.6%	40.5%	92.1%	41.3%	67.9%
Term Structure	-0.8%	-5.6%	10.4%	8.1%	-1.2%
VWIV	90.2%	72.8%	103.0%	74.4%	97.1%
Skew 25d	-0.7%	-4.5%	1.9%	0.3%	1.9%
Skew 10d	-1.2%	-8.1%	4.5%	-0.1%	4.5%
Call IV 25d	86.8%	72.3%	99.4%	75.8%	83.5%
Put IV 25d	86.1%	71.3%	95.9%	76.1%	85.4%
Bid-Ask Spread %	16.83	5.90	29.96	6.83	17.77
Gamma HHI	0.08	0.04	0.18	0.04	0.04
Net GEX	99.1M	15.6M	231.1M	20.8M	15.6M
Net DEX	-3.70B	-8.70B	-785.5M	-785.5M	-1.48B
Net VEX	-22.2M	-26.3M	-17.9M	-18.0M	-21.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.14	0.55	0.30	0.32
Total Volume	239,824.13	76,527	567,717	273,725	397,950
Total OI	1,011,379.826	902,866	1,172,904	902,866	1,064,462

Daily Data (23 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
2024-10-01	$164.38	$180.00	74.1%	20.7%	67.5%	32.1%	74.4%	0.3%	8.1%	20.8M	-785.5M	-18.0M	0.30	6.83	210,396	63,329	579,541	323,325
2024-10-02	$164.25	$180.00	74.0%	19.9%	66.3%	31.9%	72.8%	1.9%	8.3%	31.5M	-822.4M	-17.9M	0.19	5.90	161,896	30,708	649,421	342,020
2024-10-03	$163.59	$170.00	76.7%	23.5%	65.7%	38.5%	81.9%	1.4%	7.7%	32.9M	-940.5M	-18.2M	0.24	20.69	125,051	29,498	673,146	347,936
2024-10-04	$170.32	$170.00	74.5%	23.0%	60.6%	33.1%	80.4%	-1.0%	10.4%	101.8M	-1.87B	-19.3M	0.40	20.73	130,787	52,828	695,260	349,333
2024-10-07	$167.88	$170.00	83.2%	24.0%	59.1%	53.9%	84.6%	-0.4%	-1.0%	53.9M	-1.56B	-18.9M	0.36	22.54	91,232	32,435	584,272	323,306
2024-10-08	$167.02	$170.00	82.3%	23.6%	58.8%	51.8%	83.4%	0.4%	-0.9%	53.8M	-1.41B	-18.7M	0.33	19.18	57,643	18,884	610,147	335,195
2024-10-09	$166.80	$170.00	81.9%	23.2%	58.7%	50.9%	82.2%	-0.2%	-1.7%	54.2M	-1.42B	-18.7M	0.37	29.96	68,918	25,275	627,200	340,937
2024-10-10	$164.77	$170.00	82.5%	23.4%	57.7%	52.2%	82.5%	-0.2%	-1.0%	29.4M	-1.18B	-18.4M	0.14	24.09	213,904	30,037	641,470	345,207
2024-10-11	$176.22	$170.00	83.8%	23.6%	62.4%	55.4%	83.7%	-1.9%	-2.2%	231.1M	-3.03B	-20.6M	0.36	21.33	211,967	75,995	699,430	353,390
2024-10-14	$196.75	$170.00	87.6%	24.9%	72.1%	64.4%	88.7%	-2.8%	-1.2%	133.1M	-5.27B	-22.2M	0.18	27.25	480,863	86,854	642,299	329,509
2024-10-15	$195.75	$175.00	92.3%	26.3%	72.3%	75.8%	94.5%	-3.2%	-3.2%	161.7M	-4.97B	-23.6M	0.35	19.15	208,222	72,422	695,653	354,419
2024-10-16	$210.13	$175.00	94.2%	27.0%	75.4%	80.2%	96.6%	-4.5%	-2.9%	188.3M	-7.41B	-25.5M	0.23	16.18	364,182	83,977	719,991	367,590
2024-10-17	$205.15	$175.00	92.0%	26.6%	76.1%	75.2%	93.9%	-2.7%	-3.4%	188.3M	-6.22B	-25.1M	0.50	10.89	118,115	58,592	763,828	391,115
2024-10-18	$219.03	$180.00	94.5%	27.4%	78.6%	81.0%	98.2%	-3.5%	-3.5%	171.4M	-8.70B	-26.3M	0.42	10.82	257,498	108,932	775,103	397,801
2024-10-21	$215.73	$180.00	92.6%	27.4%	78.8%	76.4%	98.1%	-1.2%	-5.6%	120.9M	-5.34B	-25.7M	0.38	8.18	130,693	49,816	612,193	338,662
2024-10-22	$210.67	$180.00	88.8%	26.7%	79.8%	67.4%	94.8%	-0.7%	-3.7%	112.3M	-4.74B	-24.8M	0.55	11.24	76,537	42,031	630,426	351,095
2024-10-23	$198.94	$180.00	86.1%	26.2%	82.8%	60.9%	92.8%	1.0%	-4.0%	65.5M	-3.44B	-23.4M	0.32	12.64	199,794	64,320	638,605	361,877
2024-10-24	$209.39	$180.00	87.8%	26.9%	79.9%	64.9%	94.9%	-0.2%	-5.2%	118.6M	-4.82B	-24.8M	0.25	11.92	211,818	53,418	656,274	374,621
2024-10-25	$205.23	$180.00	85.7%	26.6%	78.7%	60.0%	94.4%	-0.0%	-4.1%	91.9M	-4.46B	-24.3M	0.53	22.05	152,154	81,037	672,884	385,356
2024-10-28	$217.54	$185.00	87.5%	28.1%	76.8%	64.4%	99.6%	0.1%	-3.1%	101.7M	-5.25B	-25.1M	0.41	18.64	91,952	37,874	595,891	347,321
2024-10-29	$218.46	$185.00	88.4%	29.0%	68.2%	66.4%	103.0%	0.1%	-1.6%	104.1M	-5.36B	-25.3M	0.26	16.61	179,183	46,236	610,155	362,111
2024-10-30	$212.17	$185.00	86.6%	29.1%	69.8%	62.2%	101.1%	-0.7%	-2.8%	95.9M	-4.60B	-24.9M	0.29	12.42	179,360	51,342	625,985	375,974
2024-10-31	$182.34	$190.00	83.4%	27.2%	90.9%	54.5%	97.1%	1.9%	-1.2%	15.6M	-1.48B	-21.3M	0.32	17.77	301,199	96,751	666,661	397,801