COST Options History — June 2021

In June 2021, COST traded between $377.65 and $399.05. ATM implied volatility averaged 15.9%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.6% (HV 20d: 15.2%). Max pain ranged from $360.00 to $370.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.66.

Notable Days

2021-06-22: Highest Volume — 40,953 contracts
2021-06-21: Largest IV drop — 8.0% change
2021-06-18: Highest IV Rank — 9.2%
2021-06-18: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$386.13	$377.65	$399.05	$377.65	$396.05
Max Pain	$367.50	$360.00	$370.00	$360.00	$370.00
ATM IV	15.9%	14.8%	17.2%	17.0%	15.8%
Expected Move	4.5%	4.1%	4.9%	4.7%	4.3%
HV 20d	15.2%	13.1%	18.1%	18.1%	13.6%
HV 60d	16.4%	14.6%	18.2%	18.2%	14.7%
IV Rank	3.1%	0.0%	9.2%	6.2%	3.9%
IV Percentile	1.9%	0.0%	8.7%	2.8%	4.4%
Term Structure	0.3%	-0.8%	0.9%	-0.1%	0.4%
VWIV	16.4%	15.2%	17.7%	16.8%	15.4%
Skew 25d	1.1%	0.6%	1.5%	1.4%	1.0%
Skew 10d	2.3%	0.4%	4.3%	3.8%	0.8%
Call IV 25d	15.8%	14.5%	17.1%	16.5%	15.5%
Put IV 25d	16.8%	15.4%	18.5%	17.9%	16.6%
Bid-Ask Spread %	38.31	11.24	56.46	50.93	29.39
Gamma HHI	0.11	0.08	0.13	0.08	0.12
Net GEX	117.3M	61.5M	177.2M	62.7M	136.9M
Net DEX	-1.60B	-2.05B	-1.18B	-1.18B	-1.83B
Net VEX	-9.3M	-10.0M	-8.7M	-9.5M	-8.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.37	1.19	0.77	1.19
Total Volume	22,880.455	10,672	40,953	24,549	24,462
Total OI	234,310.182	194,341	260,461	231,148	208,465

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-06-01	$377.65	$360.00	17.0%	4.7%	18.1%	6.2%	16.8%	1.4%	-0.1%	62.7M	-1.18B	-9.5M	0.77	50.93	13,897	10,652	123,480	107,668
2021-06-02	$380.04	$360.00	16.4%	4.5%	17.6%	3.7%	16.2%	1.5%	0.0%	87.1M	-1.33B	-9.7M	0.43	25.03	18,913	8,059	127,082	112,005
2021-06-03	$383.89	$360.00	16.5%	4.8%	17.9%	4.1%	17.7%	1.5%	0.3%	133.6M	-1.68B	-9.8M	0.53	11.24	16,396	8,617	130,228	113,424
2021-06-04	$386.98	$360.00	15.4%	4.7%	16.4%	0.0%	16.9%	1.3%	-0.8%	150.2M	-1.97B	-9.6M	0.59	40.74	16,071	9,404	132,514	114,485
2021-06-07	$379.76	$360.00	16.5%	4.8%	17.5%	5.1%	17.3%	0.8%	0.2%	78.3M	-1.34B	-9.4M	0.89	28.37	20,047	17,773	125,934	108,110
2021-06-08	$379.77	$370.00	16.3%	4.8%	17.5%	3.9%	17.2%	1.0%	0.4%	72.9M	-1.30B	-10.0M	0.40	36.35	13,720	5,462	133,874	118,761
2021-06-09	$379.85	$370.00	16.1%	4.7%	16.5%	3.3%	17.1%	0.6%	0.4%	77.1M	-1.25B	-10.0M	0.56	41.62	6,841	3,831	136,967	120,671
2021-06-10	$382.46	$370.00	15.5%	4.5%	15.9%	0.7%	16.3%	0.9%	0.3%	113.7M	-1.54B	-9.6M	0.69	48.59	10,190	6,996	137,167	121,478
2021-06-11	$381.98	$370.00	15.0%	4.4%	14.1%	0.0%	16.0%	0.9%	0.5%	82.0M	-1.47B	-9.6M	0.56	33.41	12,258	6,857	137,107	121,928
2021-06-14	$383.32	$370.00	15.4%	4.4%	13.8%	1.5%	16.3%	0.9%	0.3%	97.4M	-1.57B	-9.3M	0.65	41.09	12,399	8,105	129,023	116,257
2021-06-15	$383.71	$370.00	15.4%	4.4%	13.8%	1.8%	16.2%	1.1%	0.5%	107.3M	-1.66B	-9.4M	0.53	38.68	10,163	5,366	134,153	119,263
2021-06-16	$379.59	$370.00	16.5%	4.7%	14.3%	6.1%	16.9%	1.0%	0.3%	61.5M	-1.28B	-9.3M	0.69	55.23	11,609	7,988	136,348	121,257
2021-06-17	$385.61	$370.00	16.2%	4.6%	14.4%	4.8%	16.9%	1.2%	-0.0%	159.4M	-1.85B	-9.4M	0.92	56.46	11,842	10,917	138,965	121,496
2021-06-18	$382.80	$370.00	17.2%	4.9%	14.0%	9.2%	17.7%	1.4%	0.4%	105.1M	-1.55B	-9.3M	0.70	51.78	11,970	8,432	138,574	119,647
2021-06-21	$386.36	$365.00	15.8%	4.5%	14.2%	3.3%	16.9%	1.1%	0.6%	111.2M	-1.35B	-9.1M	0.86	36.20	13,073	11,229	107,780	86,561
2021-06-22	$391.95	$370.00	15.8%	4.5%	14.8%	3.2%	16.1%	1.0%	0.3%	140.1M	-1.77B	-9.0M	0.37	37.95	29,931	11,022	112,524	89,986
2021-06-23	$392.78	$370.00	15.5%	4.4%	14.7%	1.9%	15.6%	0.8%	0.2%	177.2M	-1.87B	-9.1M	0.78	31.41	15,956	12,451	118,182	92,588
2021-06-24	$392.22	$370.00	15.3%	4.3%	14.8%	1.1%	15.7%	0.9%	0.3%	174.4M	-1.80B	-9.2M	0.55	34.71	15,722	8,587	119,939	95,446
2021-06-25	$392.91	$370.00	14.8%	4.1%	14.8%	0.0%	15.2%	0.9%	0.2%	167.3M	-1.82B	-9.0M	0.49	28.36	10,194	4,998	119,254	98,024
2021-06-28	$396.04	$370.00	15.3%	4.2%	13.1%	2.2%	15.7%	1.3%	0.1%	142.5M	-1.83B	-8.7M	0.72	46.78	11,100	7,972	110,731	91,285
2021-06-29	$399.05	$370.00	15.3%	4.2%	13.2%	2.1%	15.4%	1.0%	0.9%	142.2M	-2.05B	-8.8M	0.62	38.54	13,478	8,420	112,656	93,537
2021-06-30	$396.05	$370.00	15.8%	4.3%	13.6%	3.9%	15.4%	1.0%	0.4%	136.9M	-1.83B	-8.9M	1.19	29.39	11,157	13,305	113,821	94,644