COST Options History — June 2018

In June 2018, COST traded between $197.07 and $211.82. ATM implied volatility averaged 15.9%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 2.0% (HV 20d: 13.9%). Max pain ranged from $190.00 to $200.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2018-06-01: Highest Volume — 56,331 contracts
  • 2018-06-25: Largest IV spike — 10.6% change
  • 2018-06-01: Highest IV Rank — 20.3%
  • 2018-06-28: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$205.56$197.07$211.82$197.07$209.65
Max Pain$191.90$190.00$200.00$190.00$200.00
ATM IV15.9%14.5%17.9%16.2%17.5%
Expected Move4.7%4.1%5.2%4.7%5.0%
HV 20d13.9%12.1%15.1%13.9%12.3%
HV 60d18.0%14.9%19.8%19.5%14.9%
IV Rank13.6%5.5%20.3%20.3%16.9%
IV Percentile11.9%0.4%40.5%9.9%35.7%
Term Structure0.2%-0.4%1.0%-0.4%-0.1%
VWIV16.7%15.3%18.4%17.1%17.7%
Skew 25d2.0%1.5%2.7%1.9%2.5%
Skew 10d3.8%2.9%4.8%3.5%4.4%
Call IV 25d15.2%14.0%17.0%15.8%16.5%
Put IV 25d17.2%15.5%19.5%17.6%19.0%
Bid-Ask Spread %6.164.039.625.324.55
Gamma HHI0.210.120.380.190.12
Net GEX45.2M25.8M90.2M32.5M30.3M
Net DEX-783.3M-1.10B-525.7M-531.0M-679.7M
Net VEX-3.4M-3.8M-3.2M-3.4M-3.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.401.331.031.33
Total Volume21,224.04812,20856,33156,33115,330
Total OI190,776.714150,371233,323233,323186,594

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$197.07$190.0016.2%4.7%13.9%20.3%17.1%1.9%-0.4%32.5M-531.0M-3.4M1.035.3227,77228,559111,607121,716
2018-06-04$198.80$190.0015.5%4.6%13.4%17.0%16.9%1.9%0.7%34.0M-629.7M-3.4M1.135.508,2059,30688,343108,724
2018-06-05$197.66$190.0015.7%4.6%12.2%17.7%16.6%1.8%0.6%26.9M-546.5M-3.5M0.946.6610,0039,38489,359109,407
2018-06-06$197.15$190.0015.5%4.7%12.1%16.7%16.4%1.7%0.4%25.8M-525.7M-3.4M1.075.947,1067,63290,827110,354
2018-06-07$202.65$190.0015.2%4.6%15.1%15.5%16.5%1.5%0.3%51.7M-884.4M-3.4M0.404.6935,84414,18592,225111,507
2018-06-08$203.71$190.0015.1%4.6%15.1%14.7%16.2%1.8%0.6%78.8M-1.00B-3.3M0.656.5017,23111,145102,073116,337
2018-06-11$204.68$190.0015.2%4.7%15.1%15.1%16.4%1.8%1.0%50.1M-952.2M-3.3M0.794.0310,6238,38394,957114,121
2018-06-12$204.39$190.0015.0%4.6%15.1%14.6%15.8%1.8%0.9%52.9M-939.3M-3.3M0.794.629,4737,47496,131114,806
2018-06-13$204.34$190.0015.0%4.6%15.0%14.5%16.0%1.7%1.0%51.5M-930.7M-3.3M0.804.689,1547,35498,203117,273
2018-06-14$205.35$190.0014.6%4.1%14.1%12.3%15.3%1.5%-0.3%57.8M-1.01B-3.3M0.995.006,8216,746100,193119,524
2018-06-15$207.22$190.0014.5%4.1%14.2%7.4%15.7%1.6%-0.1%90.2M-1.10B-3.2M0.785.9314,00310,85299,709120,618
2018-06-18$206.01$190.0015.8%4.5%14.3%7.2%15.5%2.0%0.1%30.1M-610.9M-3.4M0.726.5610,4817,52066,27884,093
2018-06-19$207.07$190.0015.9%4.6%14.3%7.7%16.1%2.1%-0.1%35.3M-673.5M-3.3M0.936.427,7827,27571,11385,917
2018-06-20$208.00$190.0015.9%4.6%14.3%7.8%16.4%2.1%0.0%49.2M-722.9M-3.4M0.877.967,4106,43274,63487,435
2018-06-21$209.57$195.0016.5%4.7%14.0%11.0%16.9%2.4%-0.0%59.1M-804.0M-3.3M0.659.0613,6338,82074,74488,555
2018-06-22$211.28$195.0015.5%4.4%14.1%5.5%16.5%2.4%0.1%39.7M-899.0M-3.2M1.029.627,6957,88678,14791,048
2018-06-25$211.82$195.0017.1%4.9%13.8%14.6%18.1%2.7%0.3%38.8M-819.1M-3.3M1.327.345,2576,95173,40989,867
2018-06-26$210.69$195.0017.0%4.9%13.6%14.2%17.2%2.5%0.0%38.1M-764.0M-3.3M0.675.7112,5418,40473,99691,568
2018-06-27$210.61$195.0017.5%5.1%12.8%16.8%18.2%2.6%0.1%44.3M-769.5M-3.7M0.876.048,0396,97683,57394,992
2018-06-28$208.99$195.0017.9%5.2%12.8%18.8%18.4%2.5%0.1%31.2M-658.5M-3.7M1.037.309,84610,17284,93197,403
2018-06-29$209.65$200.0017.5%5.0%12.3%16.9%17.7%2.5%-0.1%30.3M-679.7M-3.8M1.334.556,5838,74787,25999,335