COIN Options History — November 2024

In November 2024, COIN traded between $180.89 and $327.72. ATM implied volatility averaged 85.0%, placing in the 58.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded below realized volatility by 48.5% (HV 20d: 133.5%). Max pain ranged from $175.00 to $220.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.48.

Notable Days

2024-11-06: Highest Volume — 831,972 contracts
2024-11-11: Largest IV spike — 30.2% change
2024-11-20: Highest IV Rank — 87.3%
2024-11-21: Largest Expected Move — 28.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$282.34	$180.89	$327.72	$180.89	$300.59
Max Pain	$200.50	$175.00	$220.00	$190.00	$220.00
ATM IV	85.0%	69.3%	97.1%	79.7%	77.4%
Expected Move	24.4%	20.1%	28.0%	26.0%	23.0%
HV 20d	133.5%	90.1%	148.3%	90.1%	135.3%
HV 60d	94.4%	71.0%	101.8%	71.0%	101.1%
IV Rank	58.3%	20.6%	87.3%	45.7%	40.1%
IV Percentile	68.6%	25.4%	98.0%	59.5%	46.8%
Term Structure	-1.9%	-4.4%	1.0%	-1.5%	-1.3%
VWIV	88.6%	71.9%	103.4%	91.7%	86.3%
Skew 25d	-7.1%	-13.8%	2.6%	2.5%	-5.9%
Skew 10d	-11.6%	-24.1%	4.2%	4.1%	-5.2%
Call IV 25d	91.4%	71.4%	106.9%	79.8%	83.8%
Put IV 25d	84.3%	69.5%	96.9%	82.3%	77.9%
Bid-Ask Spread %	14.90	8.40	24.81	13.30	24.81
Gamma HHI	0.08	0.04	0.16	0.07	0.07
Net GEX	142.6M	25.6M	248.9M	25.6M	113.0M
Net DEX	-10.25B	-17.41B	-1.60B	-1.60B	-8.73B
Net VEX	-32.4M	-37.7M	-21.1M	-21.1M	-35.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.29	0.81	0.48	0.40
Total Volume	364,494	132,185	831,972	302,853	278,229
Total OI	1,215,443.2	1,024,895	1,422,640	1,133,652	1,252,274

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
2024-11-01	$180.89	$190.00	79.7%	26.0%	90.1%	45.7%	91.7%	2.5%	-1.5%	25.6M	-1.60B	-21.1M	0.48	13.30	204,163	98,690	723,960	409,692
2024-11-04	$185.92	$175.00	82.2%	22.6%	90.2%	51.5%	79.9%	2.3%	-2.2%	58.5M	-2.39B	-21.9M	0.65	23.33	80,049	52,136	650,704	374,191
2024-11-05	$195.22	$175.00	85.6%	23.2%	91.4%	59.7%	82.0%	2.6%	-1.9%	83.3M	-3.49B	-23.4M	0.29	19.72	160,589	46,456	674,100	392,764
2024-11-06	$253.68	$175.00	78.4%	21.9%	128.3%	42.4%	77.6%	-2.9%	-1.5%	134.0M	-11.01B	-27.4M	0.37	13.46	607,219	224,753	702,493	405,654
2024-11-07	$254.35	$180.00	69.3%	20.1%	127.9%	20.6%	71.9%	-1.9%	1.0%	205.7M	-11.55B	-28.9M	0.43	15.98	284,402	123,063	804,949	464,924
2024-11-08	$269.13	$180.00	70.3%	20.2%	127.4%	23.2%	72.8%	-3.2%	-0.1%	248.9M	-12.92B	-29.6M	0.51	12.23	316,366	162,418	804,740	486,230
2024-11-11	$326.31	$185.00	91.6%	25.5%	138.0%	74.0%	91.6%	-11.3%	-2.1%	153.5M	-17.41B	-31.2M	0.32	16.47	608,464	194,758	713,660	414,837
2024-11-12	$319.55	$190.00	88.5%	24.7%	138.6%	66.6%	89.3%	-13.8%	-2.2%	205.3M	-16.30B	-33.5M	0.42	10.53	224,884	95,536	808,902	488,074
2024-11-13	$291.38	$190.00	85.4%	24.0%	143.3%	59.3%	87.5%	-10.5%	-1.9%	146.7M	-11.69B	-33.5M	0.53	12.37	293,243	155,572	808,656	511,185
2024-11-14	$279.85	$200.00	81.4%	23.0%	144.1%	49.7%	85.5%	-8.9%	-1.7%	117.4M	-9.79B	-34.0M	0.43	15.30	302,584	130,524	838,755	554,427
2024-11-15	$303.38	$210.00	86.9%	24.3%	144.9%	62.8%	87.9%	-11.3%	-1.3%	166.9M	-13.65B	-36.2M	0.66	15.86	244,094	160,985	853,983	568,657
2024-11-18	$327.72	$210.00	95.5%	27.2%	145.9%	83.4%	97.6%	-13.4%	-4.4%	164.7M	-12.78B	-36.9M	0.40	11.95	245,800	98,266	664,728	447,505
2024-11-19	$323.04	$210.00	94.7%	27.1%	145.6%	81.5%	98.5%	-11.2%	-3.8%	179.9M	-12.53B	-37.5M	0.43	8.40	136,039	59,014	701,067	479,700
2024-11-20	$320.44	$220.00	97.1%	27.8%	143.1%	87.3%	100.8%	-9.3%	-3.2%	177.6M	-12.08B	-37.7M	0.45	11.04	207,326	92,276	716,688	494,982
2024-11-21	$296.62	$220.00	96.9%	28.0%	147.0%	86.7%	103.4%	-10.1%	-4.4%	108.1M	-8.88B	-36.7M	0.50	9.69	220,193	109,901	731,886	514,223
2024-11-22	$304.63	$220.00	91.5%	26.5%	146.4%	73.8%	99.0%	-10.9%	-2.3%	140.8M	-9.62B	-36.8M	0.38	11.39	312,373	118,461	758,531	539,288
2024-11-25	$310.94	$220.00	85.8%	25.1%	145.7%	60.1%	93.5%	-10.2%	-3.0%	148.5M	-10.32B	-36.8M	0.67	12.97	100,313	67,423	679,604	475,658
2024-11-26	$292.76	$220.00	82.8%	24.3%	148.3%	53.0%	91.3%	-7.2%	-1.2%	101.0M	-8.10B	-35.3M	0.81	18.26	90,500	72,863	691,423	492,106
2024-11-27	$310.33	$220.00	79.5%	23.3%	148.1%	45.1%	83.5%	-7.2%	0.6%	173.3M	-10.22B	-35.3M	0.43	21.05	217,446	92,509	703,591	510,073
2024-11-29	$300.59	$220.00	77.4%	23.0%	135.3%	40.1%	86.3%	-5.9%	-1.3%	113.0M	-8.73B	-35.0M	0.40	24.81	199,449	78,780	725,721	526,553