COST Options History — October 2021 In October 2021, COST traded between $440.48 and $491.87. ATM implied volatility averaged 17.3%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 4.1% (HV 20d: 21.4%). Max pain ranged from $430.00 to $460.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-10-25 : Highest Volume — 56,320 contracts2021-10-04 : Largest IV spike — 13.0% change2021-10-04 : Highest IV Rank — 46.0%2021-10-04 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $463.60 $440.48 $491.87 $448.82 $491.87 Max Pain $454.17 $430.00 $460.00 $430.00 $460.00 ATM IV 17.3% 14.5% 21.5% 19.0% 17.1% Expected Move 5.0% 4.2% 6.0% 5.5% 5.0% HV 20d 21.4% 16.5% 23.4% 21.6% 16.5% HV 60d 17.0% 16.1% 17.7% 16.1% 17.3% IV Rank 18.1% 0.0% 46.0% 28.9% 17.4% IV Percentile 24.0% 0.0% 59.5% 34.5% 28.6% Term Structure 0.1% -0.8% 1.0% 0.0% 0.5% VWIV 18.2% 15.2% 21.3% 20.1% 18.7% Skew 25d 2.3% 1.5% 3.2% 2.9% 2.2% Skew 10d 4.7% 2.1% 6.6% 5.4% 3.6% Call IV 25d 16.7% 14.1% 20.3% 18.6% 16.2% Put IV 25d 18.9% 16.1% 23.4% 21.6% 18.3% Bid-Ask Spread % 44.54 32.08 61.65 61.65 33.57 Gamma HHI 0.10 0.06 0.35 0.07 0.16 Net GEX 52.3M -35.9M 124.5M -35.9M 104.9M Net DEX -1.74B -2.62B -796.9M -1.13B -2.38B Net VEX -9.3M -10.1M -8.6M -10.1M -9.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.34 0.88 0.88 0.50 Total Volume 27,568.476 9,380 56,320 29,478 35,537 Total OI 211,458.667 167,811 240,266 240,266 202,921
Daily Data (21 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 2021-10-01 $448.82 $430.00 19.0% 5.5% 21.6% 28.9% 20.1% 2.9% 0.0% -35.9M -1.13B -10.1M 0.88 61.65 15,691 13,787 113,795 126,471 2021-10-04 $440.48 $455.00 21.5% 6.0% 22.3% 46.0% 21.3% 3.2% -0.4% -19.2M -796.9M -10.1M 0.74 46.18 11,981 8,922 103,248 116,799 2021-10-05 $447.32 $455.00 19.6% 5.6% 23.2% 33.3% 20.0% 2.5% 0.0% -10.2M -1.15B -9.9M 0.66 46.49 8,492 5,570 105,773 119,267 2021-10-06 $447.98 $455.00 19.6% 5.6% 22.6% 33.2% 21.0% 3.0% -0.8% -3.1M -1.23B -9.7M 0.72 43.71 5,466 3,914 108,008 120,985 2021-10-07 $452.93 $455.00 18.6% 5.3% 23.0% 25.7% 19.4% 2.3% -0.0% 28.1M -1.61B -9.5M 0.78 44.56 14,796 11,482 109,714 122,231 2021-10-08 $452.26 $455.00 18.0% 5.3% 23.0% 22.1% 18.8% 2.4% -0.1% 59.1M -1.52B -9.8M 0.66 43.18 9,783 6,503 111,715 123,016 2021-10-11 $450.78 $455.00 18.1% 5.2% 22.5% 22.9% 18.2% 2.4% -0.0% 11.1M -1.40B -9.3M 0.62 41.44 10,256 6,331 104,354 117,640 2021-10-12 $446.53 $455.00 18.3% 5.2% 22.7% 23.9% 18.2% 2.7% 0.1% -9.6M -1.14B -9.4M 0.57 42.28 9,611 5,504 105,934 118,741 2021-10-13 $445.35 $455.00 17.3% 5.0% 22.5% 16.7% 17.8% 2.4% 0.1% -20.9M -1.11B -8.9M 0.70 52.06 7,914 5,535 109,220 120,188 2021-10-14 $449.54 $455.00 15.6% 4.6% 22.8% 5.3% 16.5% 2.1% 0.4% 26.8M -1.41B -9.1M 0.83 47.81 9,064 7,558 111,761 122,425 2021-10-15 $450.46 $450.00 14.5% 4.2% 22.4% 0.0% 15.2% 1.9% 0.3% 124.5M -1.55B -8.8M 0.88 38.93 9,768 8,559 113,219 123,451 2021-10-18 $462.12 $450.00 15.4% 4.4% 23.0% 6.6% 16.3% 2.1% 0.1% 52.7M -1.52B -8.7M 0.58 34.69 20,705 12,012 79,741 88,070 2021-10-19 $466.23 $450.00 15.2% 4.4% 22.9% 5.3% 16.3% 2.2% -0.2% 65.7M -1.74B -8.6M 0.63 32.08 14,047 8,847 81,278 90,367 2021-10-20 $469.50 $455.00 15.7% 4.5% 23.0% 8.1% 16.7% 1.9% 1.0% 96.0M -1.97B -9.2M 0.60 46.35 23,844 14,224 89,977 97,217 2021-10-21 $476.60 $455.00 15.9% 4.6% 23.4% 9.6% 17.3% 1.8% -0.6% 113.2M -2.37B -9.0M 0.72 49.85 23,887 17,280 93,179 99,698 2021-10-22 $482.26 $455.00 16.5% 4.7% 20.6% 13.9% 18.0% 2.0% -0.0% 117.1M -2.62B -9.3M 0.57 49.26 30,636 17,412 96,709 104,399 2021-10-25 $490.04 $457.50 16.8% 4.9% 20.4% 16.1% 18.0% 1.5% 0.4% 93.2M -2.60B -8.9M 0.37 48.99 41,078 15,242 90,666 98,128 2021-10-26 $485.90 $460.00 16.6% 4.9% 17.1% 14.1% 17.8% 1.7% 0.6% 90.9M -2.41B -9.3M 0.45 51.04 25,153 11,355 96,828 100,919 2021-10-27 $489.65 $460.00 16.8% 4.9% 17.0% 16.0% 18.3% 2.0% 0.2% 112.5M -2.59B -9.4M 0.34 44.78 31,639 10,598 98,728 103,001 2021-10-28 $489.04 $460.00 16.8% 4.9% 16.8% 15.5% 18.5% 2.2% 0.6% 100.0M -2.27B -9.4M 0.47 36.42 19,728 9,227 95,692 105,159 2021-10-29 $491.87 $460.00 17.1% 5.0% 16.5% 17.4% 18.7% 2.2% 0.5% 104.9M -2.38B -9.4M 0.50 33.57 23,721 11,816 95,902 107,019
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