COST Options History — June 2019

In June 2019, COST traded between $240.27 and $268.18. ATM implied volatility averaged 16.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.2% (HV 20d: 15.6%). Max pain ranged from $235.00 to $250.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2019-06-07: Highest Volume — 25,192 contracts
  • 2019-06-04: Largest IV drop — 8.6% change
  • 2019-06-03: Highest IV Rank — 30.6%
  • 2019-06-03: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$259.15$240.27$268.18$240.27$263.53
Max Pain$241.75$235.00$250.00$235.00$250.00
ATM IV16.9%15.8%19.7%19.7%16.7%
Expected Move4.9%4.5%5.7%5.7%4.8%
HV 20d15.6%12.1%18.5%17.1%12.7%
HV 60d15.5%15.2%17.9%17.9%15.4%
IV Rank14.5%8.2%30.6%30.6%13.4%
IV Percentile30.1%17.1%49.6%49.6%30.2%
Term Structure0.3%-0.4%0.6%0.3%0.4%
VWIV17.7%16.7%20.6%20.6%17.5%
Skew 25d2.7%2.3%4.1%3.2%2.5%
Skew 10d5.2%1.6%6.7%6.7%5.0%
Call IV 25d15.8%14.8%18.2%18.2%15.5%
Put IV 25d18.5%17.2%21.4%21.4%18.0%
Bid-Ask Spread %3.482.246.455.363.44
Gamma HHI0.170.080.280.080.11
Net GEX42.7M-1.9M69.4M3.3M-1.9M
Net DEX-890.4M-1.36B-260.5M-260.5M-599.7M
Net VEX-3.7M-4.1M-3.4M-4.1M-3.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.571.941.141.22
Total Volume14,329.97,55125,19214,76313,119
Total OI154,063130,597168,667148,891146,710

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$240.27$235.0019.7%5.7%17.1%30.6%20.6%3.2%0.3%3.3M-260.5M-4.1M1.145.366,9137,85066,38682,505
2019-06-04$244.96$235.0018.0%5.2%18.5%20.9%18.3%2.7%0.5%25.2M-479.2M-4.1M0.863.769,1227,88369,13685,263
2019-06-05$248.21$235.0017.8%5.2%17.3%20.1%19.1%2.6%0.4%41.9M-632.5M-3.9M1.236.457,3569,04670,52686,157
2019-06-06$251.44$240.0016.5%5.0%17.4%12.6%18.2%2.7%0.5%57.0M-784.2M-3.8M1.233.778,14210,00771,66087,813
2019-06-07$256.24$240.0016.6%4.9%18.4%12.9%17.3%2.8%0.6%69.4M-1.03B-3.7M0.623.4315,5539,63971,86189,405
2019-06-10$257.30$240.0017.0%5.0%17.7%15.3%17.5%2.8%0.4%55.4M-965.0M-3.7M0.702.829,2556,49068,14785,434
2019-06-11$256.88$240.0017.1%5.1%15.3%15.9%18.4%2.5%0.5%53.9M-928.1M-3.7M0.932.247,1746,68968,89886,313
2019-06-12$256.92$240.0017.1%5.0%15.4%15.8%17.8%2.7%0.5%54.0M-918.3M-3.7M1.022.483,7463,80570,02786,917
2019-06-13$259.07$240.0016.7%4.8%15.4%13.3%17.5%2.7%0.3%61.4M-1.02B-3.7M1.032.644,8604,99870,88088,052
2019-06-14$260.89$240.0016.6%4.7%15.3%13.0%17.7%4.1%-0.4%60.7M-1.11B-3.6M1.075.866,2436,71171,53989,329
2019-06-17$261.04$240.0016.9%4.8%15.3%14.5%17.4%2.5%-0.2%62.2M-1.06B-3.5M0.892.556,7706,00069,20386,990
2019-06-18$262.93$240.0016.0%4.6%15.4%9.7%16.7%2.4%0.3%63.6M-1.15B-3.6M0.572.7210,0885,71372,09689,629
2019-06-19$263.74$240.0015.9%4.6%15.4%9.0%16.7%2.3%0.5%69.3M-1.22B-3.4M0.963.387,6397,33074,15290,976
2019-06-20$267.30$245.0016.1%4.6%15.8%10.2%16.7%2.4%-0.3%65.2M-1.30B-3.5M0.913.148,0997,37072,88793,578
2019-06-21$268.18$245.0015.8%4.5%15.3%8.2%16.7%2.4%0.3%45.9M-1.36B-3.5M0.903.248,4427,62673,65895,009
2019-06-24$266.94$245.0016.3%4.7%15.3%11.0%16.9%2.6%0.3%21.5M-802.4M-3.5M1.033.055,3725,52953,91176,686
2019-06-25$266.12$245.0017.1%4.9%15.4%15.7%17.5%2.3%0.2%17.8M-753.4M-3.6M1.173.514,5575,33957,33079,433
2019-06-26$264.70$250.0016.9%4.9%12.2%14.6%17.7%2.6%0.3%12.2M-685.6M-3.8M1.613.084,6597,48958,92280,956
2019-06-27$266.28$250.0016.5%4.7%12.1%12.6%17.3%2.6%0.3%15.2M-750.1M-3.8M1.942.664,7569,21960,41182,475
2019-06-28$263.53$250.0016.7%4.8%12.7%13.4%17.5%2.5%0.4%-1.9M-599.7M-3.9M1.223.445,9187,20161,45985,251