COST Options History — April 2021

In April 2021, COST traded between $355.34 and $374.38. ATM implied volatility averaged 17.9%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 0.6% (HV 20d: 17.3%). Max pain ranged from $335.00 to $360.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2021-04-08: Highest Volume — 33,045 contracts
  • 2021-04-26: Largest IV spike — 10.1% change
  • 2021-04-30: Highest IV Rank — 19.5%
  • 2021-04-05: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$367.19$355.34$374.38$355.34$372.92
Max Pain$349.76$335.00$360.00$335.00$360.00
ATM IV17.9%15.6%20.1%18.7%20.1%
Expected Move4.9%4.6%5.5%5.0%4.7%
HV 20d17.3%12.1%22.3%22.3%12.2%
HV 60d19.2%18.2%20.1%20.1%18.2%
IV Rank7.2%0.0%19.5%4.7%19.5%
IV Percentile5.1%0.0%20.6%2.0%20.6%
Term Structure0.6%-1.5%3.0%0.4%-0.1%
VWIV17.7%16.5%20.2%18.1%16.7%
Skew 25d0.6%0.1%1.4%0.7%1.1%
Skew 10d1.6%-0.7%3.3%3.3%2.4%
Call IV 25d18.1%14.6%20.2%19.0%20.0%
Put IV 25d18.7%15.9%21.1%19.7%21.1%
Bid-Ask Spread %47.7929.7958.7358.7357.63
Gamma HHI0.090.060.180.060.08
Net GEX110.9M75.7M173.7M75.7M112.4M
Net DEX-1.85B-2.59B-1.35B-1.77B-1.50B
Net VEX-10.9M-12.0M-10.3M-12.0M-10.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.291.040.430.69
Total Volume19,465.33311,72033,04527,58814,842
Total OI265,599.095225,917305,130305,130239,503

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$355.34$335.0018.7%5.0%22.3%4.7%18.1%0.7%0.4%75.7M-1.77B-12.0M0.4358.7319,3138,275162,856142,274
2021-04-05$361.01$340.0018.7%5.5%22.1%5.8%20.2%0.9%0.4%94.5M-1.96B-11.8M0.5342.9510,5105,590152,865133,321
2021-04-06$360.37$340.0019.0%5.4%20.6%7.2%19.8%0.7%-0.6%96.3M-1.86B-11.9M0.7945.9510,7718,465154,729133,844
2021-04-07$359.24$345.0018.3%5.3%20.0%3.8%19.1%0.7%0.1%92.6M-1.82B-11.3M0.4747.0111,1185,234156,952136,193
2021-04-08$361.03$345.0017.5%5.2%19.3%0.1%18.6%0.2%0.4%119.6M-2.00B-11.0M0.4055.6023,6499,396158,991137,524
2021-04-09$363.03$345.0017.1%4.9%19.1%0.0%18.2%0.1%-1.5%173.7M-2.18B-11.1M0.4250.9114,0775,958162,278139,518
2021-04-12$364.93$345.0016.9%4.8%19.1%0.0%17.5%0.2%0.0%117.6M-2.13B-11.0M0.5146.3112,9786,601154,889128,945
2021-04-13$365.19$350.0016.7%4.8%18.7%0.0%17.7%0.8%-0.0%129.7M-2.15B-11.2M0.8436.3314,69912,368158,288130,473
2021-04-14$362.95$350.0016.1%4.7%18.7%0.0%17.2%0.5%0.3%121.6M-1.99B-10.9M0.5336.819,0324,792159,568131,776
2021-04-15$369.23$350.0016.2%4.7%19.2%0.2%16.9%0.3%0.4%153.6M-2.48B-10.7M0.3129.7918,2175,737160,431133,275
2021-04-16$371.29$350.0015.6%4.6%16.9%0.0%16.5%1.4%0.3%146.7M-2.59B-10.7M0.4356.1621,1278,985160,039134,146
2021-04-19$369.61$350.0016.9%4.9%17.1%5.6%17.7%0.7%2.9%95.7M-1.57B-10.8M0.8554.559,0887,735128,65897,259
2021-04-20$371.61$350.0018.0%5.1%16.7%10.4%18.6%0.6%2.8%97.4M-1.70B-10.7M0.5740.8013,2517,542131,089101,127
2021-04-21$374.03$355.0017.1%4.9%15.8%6.6%17.6%0.6%3.0%112.5M-1.84B-10.7M1.0443.646,3906,658133,005103,390
2021-04-22$371.78$355.0017.6%4.9%16.0%8.6%17.4%1.0%2.8%100.2M-1.67B-10.6M0.7555.628,8216,621134,505104,640
2021-04-23$374.38$355.0017.5%4.7%14.4%8.3%17.1%0.8%2.8%97.8M-1.87B-10.5M0.4745.9810,8325,109136,190106,659
2021-04-26$368.99$355.0019.3%4.8%15.8%16.0%17.0%0.8%-0.1%76.7M-1.35B-10.4M0.6554.3311,2287,282127,704100,772
2021-04-27$370.61$355.0019.5%4.7%14.4%16.9%17.1%0.5%-0.6%100.2M-1.46B-10.5M0.8741.346,2685,452131,573104,048
2021-04-28$369.69$355.0019.9%4.6%12.1%18.8%16.5%0.2%-0.5%91.9M-1.39B-10.3M0.2954.4212,3933,558132,101105,798
2021-04-29$373.71$360.0019.8%4.6%12.1%18.6%16.6%0.7%-1.0%122.5M-1.56B-10.5M0.6248.7311,6437,167129,344107,041
2021-04-30$372.92$360.0020.1%4.7%12.2%19.5%16.7%1.1%-0.1%112.4M-1.50B-10.3M0.6957.638,7956,047130,406109,097