COST Options History — August 2021 In August 2021, COST traded between $429.22 and $460.24. ATM implied volatility averaged 17.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 5.1% (HV 20d: 12.0%). Max pain ranged from $405.00 to $435.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2021-08-19 : Highest Volume — 43,408 contracts2021-08-19 : Largest IV spike — 7.1% change2021-08-26 : Highest IV Rank — 18.0%2021-08-19 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $447.21 $429.22 $460.24 $429.22 $454.55 Max Pain $425.23 $405.00 $435.00 $405.00 $435.00 ATM IV 17.1% 15.7% 19.1% 16.0% 18.7% Expected Move 4.6% 4.2% 5.2% 4.4% 4.2% HV 20d 12.0% 10.8% 13.6% 11.2% 13.1% HV 60d 13.0% 12.0% 14.0% 13.9% 12.0% IV Rank 9.8% 3.8% 18.0% 4.8% 16.3% IV Percentile 19.9% 7.1% 31.3% 9.9% 31.0% Term Structure 0.5% -0.7% 2.8% -0.2% -0.1% VWIV 16.5% 15.0% 18.8% 16.0% 15.1% Skew 25d 1.5% 0.5% 2.1% 1.9% 1.3% Skew 10d 3.1% -0.4% 5.0% 3.8% 2.9% Call IV 25d 16.8% 15.3% 18.9% 15.6% 18.6% Put IV 25d 18.3% 16.3% 20.6% 17.5% 19.9% Bid-Ask Spread % 36.38 15.59 50.84 29.81 46.54 Gamma HHI 0.13 0.07 0.35 0.08 0.09 Net GEX 81.2M 28.8M 142.7M 59.7M 74.4M Net DEX -2.26B -2.98B -1.77B -1.77B -2.23B Net VEX -8.5M -9.2M -7.9M -8.0M -9.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.47 1.16 0.72 0.84 Total Volume 26,527.136 13,296 43,408 18,988 13,296 Total OI 198,308.636 167,126 220,148 167,126 204,033
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 2021-08-02 $429.22 $405.00 16.0% 4.4% 11.2% 4.8% 16.0% 1.9% -0.2% 59.7M -1.77B -8.0M 0.72 29.81 11,056 7,932 79,724 87,402 2021-08-03 $434.85 $410.00 16.0% 4.3% 11.6% 4.8% 15.8% 0.5% 0.0% 71.9M -1.99B -8.4M 0.72 44.38 13,932 10,027 84,944 90,747 2021-08-04 $435.43 $410.00 16.0% 4.3% 11.1% 5.1% 15.5% 1.5% -0.0% 80.8M -2.06B -8.3M 1.09 36.24 10,742 11,660 86,636 93,405 2021-08-05 $443.04 $420.00 16.3% 4.8% 12.1% 6.3% 17.2% 1.5% 0.1% 91.7M -2.45B -7.9M 0.60 38.80 23,849 14,292 91,276 96,083 2021-08-06 $439.59 $420.00 16.1% 4.7% 12.3% 5.3% 16.6% 1.1% -0.3% 114.2M -2.34B -8.0M 0.47 39.09 25,452 12,057 95,284 99,381 2021-08-09 $440.12 $420.00 16.2% 4.7% 11.3% 5.6% 16.8% 1.3% -0.2% 65.5M -2.05B -8.5M 0.50 33.88 14,032 6,962 90,167 95,591 2021-08-10 $442.04 $420.00 16.1% 4.7% 11.1% 5.2% 17.2% 1.4% 0.2% 91.5M -2.17B -8.6M 0.98 29.52 9,608 9,378 94,856 98,445 2021-08-11 $443.40 $420.00 16.0% 4.7% 11.0% 5.0% 16.7% 1.2% 0.3% 116.5M -2.32B -8.4M 0.67 39.85 21,030 14,135 98,851 101,171 2021-08-12 $445.69 $420.00 15.9% 4.6% 11.0% 4.4% 16.8% 1.2% 0.2% 142.7M -2.45B -8.6M 0.68 32.55 10,964 7,503 101,262 104,719 2021-08-13 $447.38 $420.00 15.7% 4.6% 10.8% 3.8% 16.4% 1.4% 0.4% 138.3M -2.52B -8.4M 0.66 33.31 15,544 10,302 103,454 108,554 2021-08-16 $452.72 $420.00 16.0% 4.6% 11.1% 5.0% 16.9% 1.4% 2.5% 82.5M -2.57B -8.0M 0.95 30.43 14,766 13,960 94,375 100,315 2021-08-17 $451.69 $425.00 17.0% 4.9% 11.2% 9.0% 17.3% 1.7% 2.1% 82.6M -2.49B -8.5M 1.16 39.33 12,803 14,889 96,666 103,247 2021-08-18 $447.65 $430.00 17.2% 4.9% 11.7% 10.1% 17.8% 1.8% 2.3% 54.2M -2.23B -8.8M 0.95 41.45 18,200 17,289 100,414 110,256 2021-08-19 $454.20 $435.00 18.4% 5.2% 12.2% 15.4% 18.8% 2.1% 2.5% 81.3M -2.58B -9.0M 0.99 32.56 21,771 21,637 100,996 114,239 2021-08-20 $460.24 $435.00 17.7% 4.8% 12.0% 12.0% 17.8% 1.9% 2.8% 121.5M -2.98B -8.6M 0.95 33.15 21,377 20,314 103,375 116,773 2021-08-23 $456.09 $435.00 18.4% 4.6% 12.8% 15.1% 16.7% 1.4% -0.2% 58.4M -2.31B -8.2M 0.81 46.33 13,346 10,861 90,115 99,231 2021-08-24 $452.40 $435.00 18.7% 4.5% 13.5% 16.2% 16.1% 1.4% -0.2% 28.8M -2.03B -8.9M 0.76 48.04 12,602 9,552 93,738 104,711 2021-08-25 $452.49 $435.00 18.8% 4.4% 13.2% 16.7% 15.9% 1.6% -0.7% 38.4M -2.04B -9.2M 0.65 31.38 13,239 8,584 97,457 106,883 2021-08-26 $449.63 $435.00 19.1% 4.5% 13.6% 18.0% 16.1% 1.7% -0.4% 31.0M -1.93B -8.8M 0.51 27.35 12,261 6,307 100,578 108,763 2021-08-27 $450.49 $435.00 18.2% 4.2% 13.2% 14.5% 15.0% 1.4% -0.3% 94.1M -2.03B -8.9M 0.49 50.84 14,243 6,935 104,026 111,383 2021-08-30 $455.82 $435.00 18.7% 4.2% 13.5% 16.2% 15.4% 1.4% -0.5% 65.6M -2.28B -8.6M 0.77 15.59 14,107 10,801 95,469 103,795 2021-08-31 $454.55 $435.00 18.7% 4.2% 13.1% 16.3% 15.1% 1.3% -0.1% 74.4M -2.23B -9.0M 0.84 46.54 7,207 6,089 98,189 105,844
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