COST Options History — April 2022

In April 2022, COST traded between $535.40 and $609.38. ATM implied volatility averaged 25.7%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.3% (HV 20d: 26.0%). Max pain ranged from $555.00 to $580.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.85.

Notable Days

  • 2022-04-07: Highest Volume — 135,084 contracts
  • 2022-04-22: Largest IV spike — 14.8% change
  • 2022-04-29: Highest IV Rank — 87.5%
  • 2022-04-29: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$579.49$535.40$609.38$572.90$535.40
Max Pain$572.25$555.00$580.00$555.00$575.00
ATM IV25.7%20.7%34.0%21.1%34.0%
Expected Move7.2%6.0%9.3%6.2%9.3%
HV 20d26.0%19.4%34.2%19.9%34.2%
HV 60d23.3%21.7%25.6%23.6%25.6%
IV Rank50.3%27.8%87.5%29.8%87.5%
IV Percentile78.2%57.5%99.2%60.3%99.2%
Term Structure0.4%-2.1%3.1%0.4%-2.1%
VWIV25.9%22.6%32.1%22.6%31.2%
Skew 25d4.0%2.8%6.4%3.1%6.4%
Skew 10d8.5%6.2%12.9%6.7%12.9%
Call IV 25d24.3%19.9%31.8%20.0%31.8%
Put IV 25d28.3%22.9%38.2%23.1%38.2%
Bid-Ask Spread %34.7825.0244.1234.4028.40
Gamma HHI0.070.040.140.090.05
Net GEX49.0M-68.2M138.0M86.0M-68.2M
Net DEX-1.87B-4.23B644.2M-2.36B644.2M
Net VEX-12.6M-14.0M-10.6M-11.6M-12.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.571.490.661.04
Total Volume44,536.620,745135,08442,41842,305
Total OI219,075.55194,692251,090219,248217,690

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$572.90$555.0021.1%6.2%19.9%29.8%22.6%3.1%0.4%86.0M-2.36B-11.6M0.6634.4025,53216,886100,986118,262
2022-04-04$573.71$560.0020.7%6.0%19.9%27.8%22.7%3.0%-0.2%84.1M-2.31B-11.3M0.8135.6716,05513,07695,754110,861
2022-04-05$575.65$560.0021.8%6.4%19.4%32.7%22.7%3.4%0.2%98.7M-2.43B-11.4M0.5833.3521,09012,23999,301114,232
2022-04-06$585.28$560.0023.1%6.6%19.8%38.9%24.1%3.4%-0.2%138.0M-2.98B-11.3M0.6936.6228,77219,866101,295116,885
2022-04-07$609.38$560.0024.0%6.9%23.4%42.7%25.0%2.8%0.1%136.2M-4.23B-10.6M0.5730.2886,01649,068102,989121,569
2022-04-08$601.78$575.0023.6%6.8%24.0%41.1%24.5%2.9%-0.2%120.2M-3.56B-12.2M0.7526.2837,86928,547112,140133,664
2022-04-11$584.82$575.0025.1%7.2%26.7%47.9%26.3%3.7%-0.1%44.4M-2.26B-13.1M0.5825.0232,37718,886102,876126,893
2022-04-12$580.40$575.0024.6%7.0%25.5%45.2%25.5%3.7%-0.2%34.5M-2.01B-13.0M0.9426.8120,23419,004108,628130,460
2022-04-13$592.45$575.0022.5%6.5%26.2%36.2%23.3%3.2%0.3%79.3M-2.77B-12.4M0.5835.7628,54916,527109,684134,280
2022-04-14$591.98$575.0022.4%6.5%25.4%35.6%23.2%3.1%0.2%121.5M-2.85B-12.8M0.6438.3328,87918,560114,649136,441
2022-04-18$580.64$575.0024.4%7.0%26.1%44.4%24.5%3.5%2.5%37.6M-1.45B-12.8M0.6935.4819,11913,10292,371102,321
2022-04-19$592.81$575.0023.1%6.6%26.0%38.5%23.9%3.5%2.4%67.7M-2.06B-12.7M0.7829.7416,20112,59892,488107,720
2022-04-20$604.07$575.0022.6%6.5%26.4%36.5%23.5%3.4%3.1%116.2M-2.70B-12.4M0.6339.4325,33515,86694,963110,415
2022-04-21$592.06$580.0024.8%7.0%27.5%46.1%24.5%4.0%2.4%55.5M-1.90B-13.4M0.7144.1225,55418,17296,686113,529
2022-04-22$574.91$580.0028.4%7.9%29.9%62.5%27.7%5.2%2.9%-38.3M-856.9M-14.0M1.1741.8619,71223,096100,972116,250
2022-04-25$567.37$580.0031.1%8.4%30.1%74.5%29.7%5.6%-0.5%-21.5M-628.8M-13.4M1.4937.3417,06725,38493,106110,307
2022-04-26$555.61$580.0033.2%8.9%30.2%83.9%32.1%5.6%-1.4%-40.1M-136.0M-13.7M1.4133.9610,66415,06896,854113,894
2022-04-27$556.11$577.5032.4%8.7%29.9%80.3%31.0%5.8%-0.6%-43.5M-154.1M-13.7M0.9740.1610,55610,18997,787115,783
2022-04-28$562.39$577.5031.0%8.2%29.9%73.9%29.5%5.3%-1.0%-27.7M-395.1M-13.3M1.2942.5814,27618,43698,182118,344
2022-04-29$535.40$575.0034.0%9.3%34.2%87.5%31.2%6.4%-2.1%-68.2M644.2M-12.8M1.0428.4020,77421,53199,039118,651