COST Options History — June 2022

In June 2022, COST traded between $447.84 and $486.92. ATM implied volatility averaged 32.0%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 18.2% (HV 20d: 50.2%). Max pain ranged from $475.00 to $500.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.09.

Notable Days

2022-06-02: Highest Volume — 67,926 contracts
2022-06-13: Largest IV spike — 15.4% change
2022-06-13: Highest IV Rank — 65.0%
2022-06-13: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$467.66	$447.84	$486.92	$460.07	$479.98
Max Pain	$483.10	$475.00	$500.00	$500.00	$475.00
ATM IV	32.0%	28.8%	38.0%	31.2%	31.6%
Expected Move	9.1%	8.1%	10.8%	9.2%	9.0%
HV 20d	50.2%	34.2%	64.1%	61.8%	35.6%
HV 60d	44.3%	42.3%	45.3%	42.3%	45.3%
IV Rank	48.5%	39.7%	65.0%	46.2%	47.3%
IV Percentile	84.6%	71.4%	96.4%	84.9%	82.9%
Term Structure	-0.2%	-1.2%	0.5%	-0.7%	-0.4%
VWIV	32.9%	28.5%	38.3%	33.3%	33.9%
Skew 25d	5.7%	4.6%	6.9%	5.5%	6.0%
Skew 10d	12.0%	10.0%	15.0%	11.7%	13.0%
Call IV 25d	29.6%	26.1%	34.9%	29.1%	29.3%
Put IV 25d	35.3%	31.6%	41.8%	34.6%	35.3%
Bid-Ask Spread %	30.14	9.31	44.04	18.42	17.54
Gamma HHI	0.05	0.03	0.08	0.03	0.04
Net GEX	-23.7M	-59.0M	49.4M	-17.9M	14.3M
Net DEX	328.9M	-615.5M	1.18B	705.3M	-380.3M
Net VEX	-11.4M	-12.5M	-10.8M	-11.4M	-11.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.74	1.59	1.42	1.00
Total Volume	35,168.429	21,434	67,926	41,808	41,501
Total OI	239,254.19	181,619	294,128	273,524	200,925

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
2022-06-01	$460.07	$500.00	31.2%	9.2%	61.8%	46.2%	33.3%	5.5%	-0.7%	-17.9M	705.3M	-11.4M	1.42	18.42	17,293	24,515	126,198	147,326
2022-06-02	$486.92	$490.00	30.9%	8.8%	64.1%	45.4%	32.6%	5.3%	-0.6%	49.4M	-615.5M	-12.2M	1.12	36.86	31,987	35,939	126,535	153,008
2022-06-03	$476.51	$490.00	31.1%	8.8%	61.9%	46.1%	32.6%	5.1%	0.2%	-11.7M	79.2M	-12.5M	1.22	40.26	22,258	27,102	127,343	166,785
2022-06-06	$470.42	$490.00	30.5%	8.7%	61.4%	44.3%	31.1%	4.9%	-0.4%	-32.0M	499.1M	-11.9M	1.07	44.04	13,181	14,042	110,757	146,290
2022-06-07	$473.01	$490.00	29.8%	8.5%	61.5%	42.5%	30.4%	4.6%	-0.3%	-28.6M	406.6M	-11.7M	0.89	35.69	16,129	14,427	112,979	149,557
2022-06-08	$467.87	$490.00	29.5%	8.5%	61.5%	41.6%	32.6%	4.7%	0.2%	-37.2M	605.6M	-11.8M	1.11	42.21	11,335	12,620	116,192	151,787
2022-06-09	$473.69	$490.00	30.8%	8.9%	61.4%	45.2%	32.0%	5.4%	0.0%	-21.7M	305.2M	-12.1M	0.84	42.47	26,770	22,466	117,353	153,203
2022-06-10	$464.89	$490.00	32.9%	9.4%	61.6%	51.0%	33.2%	5.9%	-0.4%	-50.3M	754.0M	-11.9M	1.32	39.47	17,537	23,226	120,454	156,707
2022-06-13	$450.97	$485.00	38.0%	10.8%	61.3%	65.0%	38.3%	6.9%	-1.2%	-53.7M	1.18B	-11.6M	1.59	43.08	13,666	21,740	109,562	145,025
2022-06-14	$455.38	$485.00	35.9%	10.3%	61.4%	59.3%	37.0%	6.5%	-0.3%	-48.1M	941.2M	-11.6M	1.22	34.51	12,424	15,197	111,149	144,829
2022-06-15	$459.78	$485.00	33.1%	9.5%	61.6%	51.5%	33.0%	5.7%	-0.1%	-43.0M	721.6M	-11.4M	0.93	42.74	13,811	12,905	113,262	148,085
2022-06-16	$450.83	$480.00	35.9%	10.3%	39.1%	59.2%	36.0%	6.9%	-0.2%	-59.0M	1.06B	-11.2M	1.16	26.31	18,091	20,896	115,551	149,218
2022-06-17	$447.84	$480.00	33.7%	9.7%	39.0%	53.1%	34.3%	6.5%	0.1%	-54.4M	1.12B	-10.8M	1.16	23.67	18,587	21,627	117,793	149,253
2022-06-21	$463.69	$475.00	31.7%	9.2%	39.3%	47.6%	33.5%	5.9%	0.2%	-22.7M	220.2M	-10.8M	1.03	23.46	16,357	16,773	80,265	101,354
2022-06-22	$460.08	$475.00	32.2%	9.3%	38.6%	49.0%	33.4%	6.0%	0.3%	-27.0M	360.4M	-10.8M	1.00	26.27	10,953	10,926	84,047	106,230
2022-06-23	$474.63	$475.00	31.5%	8.9%	39.1%	47.1%	32.6%	6.0%	0.3%	-1.3M	-239.3M	-11.2M	0.74	19.98	20,737	15,418	85,834	107,983
2022-06-24	$482.00	$475.00	28.8%	8.1%	39.3%	39.7%	28.5%	5.5%	0.5%	-2.7M	-596.1M	-11.1M	0.88	33.51	19,352	17,066	88,822	110,161
2022-06-27	$482.29	$475.00	30.0%	8.5%	34.2%	42.9%	30.3%	5.5%	-0.1%	186.5K	-393.9M	-11.0M	1.26	18.29	10,213	12,855	83,640	101,699
2022-06-28	$469.59	$475.00	31.4%	8.9%	35.6%	46.8%	31.8%	5.6%	-0.4%	-27.5M	111.5M	-10.9M	0.99	9.31	12,640	12,541	85,476	105,628
2022-06-29	$470.38	$475.00	31.3%	8.8%	35.5%	46.5%	31.4%	5.2%	-0.5%	-22.8M	56.1M	-11.0M	0.83	14.82	11,708	9,726	88,346	107,727
2022-06-30	$479.98	$475.00	31.6%	9.0%	35.6%	47.3%	33.9%	6.0%	-0.4%	14.3M	-380.3M	-11.3M	1.00	17.54	20,716	20,785	91,280	109,645