COST Options History — January 2019

In January 2019, COST traded between $200.58 and $213.32. ATM implied volatility averaged 21.2%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 7.9% (HV 20d: 29.1%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2019-01-23: Highest Volume — 26,171 contracts
  • 2019-01-22: Largest IV spike — 9.2% change
  • 2019-01-03: Highest IV Rank — 68.4%
  • 2019-01-03: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$209.48$200.58$213.32$203.74$211.54
Max Pain$209.52$200.00$210.00$200.00$210.00
ATM IV21.2%18.3%26.7%25.8%18.7%
Expected Move6.2%5.3%7.6%7.5%6.4%
HV 20d29.1%14.1%44.7%43.6%14.1%
HV 60d31.5%30.0%32.2%32.1%30.0%
IV Rank37.7%21.9%68.4%63.2%24.2%
IV Percentile56.0%29.8%94.0%88.9%35.3%
Term Structure0.6%-1.1%4.3%0.0%4.0%
VWIV22.3%18.6%26.9%26.3%22.3%
Skew 25d3.6%2.9%4.2%3.9%3.2%
Skew 10d7.7%6.1%10.8%10.8%6.1%
Call IV 25d19.7%16.8%25.1%23.9%17.0%
Put IV 25d23.3%20.2%29.3%27.7%20.2%
Bid-Ask Spread %4.782.948.038.033.53
Gamma HHI0.080.060.290.060.08
Net GEX4.4M-10.4M28.4M-4.1M1.6M
Net DEX-179.0M-470.6M60.9M-58.6M-90.8M
Net VEX-2.9M-3.1M-2.6M-2.9M-3.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.641.481.101.48
Total Volume11,985.8573,15926,17111,33315,027
Total OI162,960.09591,135201,499189,544116,171

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$203.74$200.0025.8%7.5%43.6%63.2%26.3%3.9%0.0%-4.1M-58.6M-2.9M1.108.035,3995,93487,753101,791
2019-01-03$200.58$210.0026.7%7.6%43.3%68.4%26.9%4.2%0.1%-10.4M60.9M-2.9M1.447.275,8688,42589,472104,571
2019-01-04$205.72$210.0024.3%6.7%44.7%54.9%25.2%3.8%0.4%1.4M-138.7M-3.0M1.046.368,8429,24091,129107,207
2019-01-07$207.86$210.0024.7%6.9%43.2%57.0%25.9%4.0%-0.6%2.9M-199.9M-2.9M1.004.732,5792,57988,247103,782
2019-01-08$208.80$210.0023.7%6.7%43.0%51.8%25.4%4.2%-0.2%7.2M-246.3M-2.9M0.833.795,4084,48489,785104,868
2019-01-09$209.85$210.0023.7%6.8%42.8%51.8%24.5%3.8%0.0%11.3M-297.6M-3.0M0.814.806,6465,40591,406105,803
2019-01-10$210.63$210.0022.7%6.5%42.6%46.1%23.4%4.2%0.1%16.5M-336.3M-2.9M1.114.236,2736,99492,713107,304
2019-01-11$210.73$210.0021.2%6.2%42.3%37.9%21.9%3.5%0.4%10.0M-350.5M-2.9M0.756.835,9384,42793,151108,348
2019-01-14$208.99$210.0020.9%6.0%42.3%36.4%21.7%3.6%-0.9%2.7M-225.2M-2.7M1.023.323,5413,59588,797104,212
2019-01-15$211.06$210.0020.3%5.8%24.7%32.7%20.9%3.8%-1.0%7.5M-330.3M-2.7M1.343.683,5124,69789,338104,525
2019-01-16$210.31$210.0019.7%5.6%22.9%29.6%20.5%3.5%-0.9%7.3M-302.2M-2.6M1.264.143,5784,50090,019105,663
2019-01-17$210.94$210.0019.6%5.6%22.5%28.8%20.1%3.4%-0.9%8.4M-336.6M-2.8M1.044.494,0564,22890,625107,188
2019-01-18$213.32$210.0018.4%5.3%22.1%22.3%18.6%3.4%-1.1%28.4M-470.6M-2.7M0.723.7010,1047,22790,901108,673
2019-01-22$211.80$210.0020.1%6.0%20.2%31.7%22.2%3.3%0.1%4.1M-116.4M-2.7M0.875.169,3848,17339,49851,637
2019-01-23$211.97$210.0019.5%5.8%19.9%28.6%19.3%3.5%0.0%2.8M-114.8M-2.8M0.646.2615,97010,20143,29555,739
2019-01-24$210.27$210.0019.4%5.8%18.1%27.7%20.9%2.9%0.3%812.5K-55.4M-3.0M1.207.157,6509,16352,21159,385
2019-01-25$209.04$210.0018.3%5.5%14.8%21.9%19.8%3.0%-0.1%-4.3M7.9M-3.0M0.972.947,1376,95854,57862,718
2019-01-28$210.17$210.0019.1%5.8%14.6%26.1%20.9%3.2%4.0%-2.0M-33.2M-3.1M1.053.211,5411,61852,11059,241
2019-01-29$210.51$210.0019.4%5.8%14.3%28.0%20.6%3.1%4.1%-728.6K-50.4M-3.1M1.073.062,9833,19653,18360,153
2019-01-30$211.29$210.0018.4%5.6%14.1%22.2%20.2%3.3%4.3%1.2M-74.5M-3.1M0.883.604,9134,31053,99760,975
2019-01-31$211.54$210.0018.7%6.4%14.1%24.2%22.3%3.2%4.0%1.6M-90.8M-3.1M1.483.536,0588,96954,73761,434