COST Options History — May 2015

In May 2015, COST traded between $142.42 and $145.88. ATM implied volatility averaged 17.2%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 3.0% (HV 20d: 14.2%). Max pain ranged from $144.00 to $160.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.46.

Notable Days

  • 2015-05-28: Highest Volume — 49,512 contracts
  • 2015-05-28: Largest IV drop — 12.4% change
  • 2015-05-07: Highest IV Rank — 43.3%
  • 2015-05-27: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$144.36$142.42$145.88$145.41$142.79
Max Pain$151.20$144.00$160.00$145.00$144.00
ATM IV17.2%15.3%18.4%17.4%15.3%
Expected Move4.9%4.5%5.4%4.6%4.5%
HV 20d14.2%13.3%15.4%15.4%13.9%
HV 60d14.5%13.9%16.4%16.4%15.1%
IV Rank36.4%25.7%43.3%37.4%25.7%
IV Percentile81.8%56.3%92.9%86.5%56.3%
Term Structure-0.5%-1.3%0.1%-0.4%0.0%
VWIV17.2%15.8%19.1%16.0%15.8%
Skew 25d2.1%1.7%2.8%2.1%2.1%
Skew 10d4.2%3.4%6.2%3.8%5.0%
Call IV 25d16.5%14.7%18.1%16.4%14.8%
Put IV 25d18.6%16.5%19.9%18.5%17.0%
Bid-Ask Spread %11.227.5914.4610.4814.46
Gamma HHI0.120.100.180.120.18
Net GEX-9.9M-44.4M4.6M-8.3M-44.4M
Net DEX10.8M-117.3M153.3M-53.1M118.9M
Net VEX-2.4M-2.7M-2.2M-2.3M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.272.761.411.34
Total Volume20,042.28,40249,51210,68629,789
Total OI143,444.4120,713188,923126,235188,192

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-05-01$145.41$145.0017.4%4.6%15.4%37.4%16.0%2.1%-0.4%-8.3M-53.1M-2.3M1.4110.484,4366,25060,42465,811
2015-05-04$145.75$145.0017.6%4.9%15.3%38.6%17.6%2.2%-0.5%-8.6M-73.7M-2.2M0.278.839,7202,66555,96864,745
2015-05-05$144.58$145.0017.8%4.9%15.4%39.5%18.1%2.3%-0.6%-6.1M-31.1M-2.2M1.007.594,4564,47661,28365,807
2015-05-06$144.56$145.0018.4%5.0%15.4%43.1%18.3%2.2%-0.5%-6.6M-28.4M-2.2M1.5811.943,2615,14162,38966,426
2015-05-07$144.58$145.0018.4%5.1%13.7%43.3%17.4%1.7%-0.4%-11.8M-25.0M-2.3M1.359.9413,41318,13462,92067,238
2015-05-08$145.88$160.0017.1%4.8%14.1%35.9%17.2%2.1%-0.4%3.2M-24.7M-2.4M0.8912.194,6954,19269,84675,873
2015-05-11$144.27$160.0017.5%4.8%14.5%38.2%17.7%2.1%-0.3%-8.8M34.5M-2.3M2.159.793,1246,73160,96769,972
2015-05-12$144.20$160.0017.9%4.9%14.4%40.2%16.6%2.4%-0.7%-12.0M54.2M-2.4M2.7611.264,49612,42762,16874,875
2015-05-13$143.45$160.0017.9%4.9%14.5%40.1%17.2%2.8%-1.3%-17.5M105.5M-2.4M2.509.934,81612,02063,30878,728
2015-05-14$142.42$160.0017.8%5.1%14.0%39.7%17.3%2.2%0.1%-21.5M153.3M-2.4M1.9510.146,79813,24064,25479,670
2015-05-15$144.93$160.0016.8%4.7%14.3%34.4%16.8%2.8%-1.0%4.5M19.1M-2.5M1.478.318,26012,17365,94480,939
2015-05-18$145.06$160.0016.7%4.7%13.6%33.5%16.8%2.0%-0.4%-7.7M-4.4M-2.4M0.6010.835,9903,58957,32974,379
2015-05-19$144.74$150.0016.6%4.7%13.3%33.1%16.6%1.9%-0.3%-5.7M-1.6M-2.5M0.6813.465,9604,04960,92476,023
2015-05-20$143.66$150.0017.0%4.9%13.6%35.5%16.8%1.8%-0.5%-15.4M52.1M-2.5M2.1413.544,84810,36863,42178,286
2015-05-21$144.16$150.0016.5%4.8%13.6%32.5%17.4%1.8%-0.3%-12.6M9.5M-2.5M2.0412.124,5969,36465,18479,617
2015-05-22$143.77$150.0016.7%4.8%13.4%33.5%16.6%2.0%-0.8%-20.7M40.2M-2.5M1.8213.036,99712,73565,71280,109
2015-05-26$143.14$145.0017.8%5.3%13.3%39.7%17.9%1.9%-0.4%-6.4M31.1M-2.4M1.3510.5817,71723,94865,07077,329
2015-05-27$145.41$145.0017.6%5.4%14.6%38.4%19.1%2.4%-0.5%4.6M-117.3M-2.6M0.9811.5623,51422,94476,45392,382
2015-05-28$144.40$145.0015.4%4.6%13.8%26.3%15.9%1.9%0.1%4.3M-42.0M-2.7M0.9914.4324,82024,69286,882102,041
2015-05-29$142.79$144.0015.3%4.5%13.9%25.7%15.8%2.1%0.0%-44.4M118.9M-2.6M1.3414.4612,75317,03687,302100,890