COST Options History — October 2022

In October 2022, COST traded between $455.50 and $511.23. ATM implied volatility averaged 31.6%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 0.3% (HV 20d: 31.3%). Max pain ranged from $490.00 to $510.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2022-10-13: Highest Volume — 63,681 contracts
  • 2022-10-07: Largest IV spike — 7.1% change
  • 2022-10-12: Highest IV Rank — 56.4%
  • 2022-10-14: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$480.29$455.50$511.23$478.21$502.90
Max Pain$500.83$490.00$510.00$510.00$495.00
ATM IV31.6%27.7%34.9%31.7%28.0%
Expected Move9.2%8.3%9.9%9.1%8.5%
HV 20d31.3%27.2%35.3%34.9%29.0%
HV 60d27.1%26.3%28.4%27.1%28.4%
IV Rank46.0%32.3%56.4%47.7%32.5%
IV Percentile72.9%42.9%92.5%79.0%43.7%
Term Structure-0.0%-0.9%2.8%0.2%2.8%
VWIV32.8%29.0%35.8%34.4%30.6%
Skew 25d5.9%4.5%6.8%6.3%4.5%
Skew 10d12.3%9.4%14.2%13.6%10.2%
Call IV 25d29.0%25.4%32.3%29.1%26.2%
Put IV 25d34.9%29.9%39.0%35.4%30.7%
Bid-Ask Spread %5.883.967.663.984.63
Gamma HHI0.060.030.200.050.03
Net GEX-25.5M-88.4M93.5M-45.3M22.2M
Net DEX507.6M-1.34B1.97B839.4M-744.2M
Net VEX-12.6M-13.0M-12.0M-12.6M-13.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.621.851.211.26
Total Volume43,130.57125,31963,68135,29931,786
Total OI253,752.333208,669287,772238,795225,212

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$478.21$510.0031.7%9.1%34.9%47.7%34.4%6.3%0.2%-45.3M839.4M-12.6M1.213.9815,99819,301108,004130,791
2022-10-04$485.38$505.0030.9%9.0%35.3%45.6%32.3%6.0%0.8%-25.7M447.6M-12.9M1.103.9618,59920,487111,507133,569
2022-10-05$481.57$500.0031.2%9.0%34.3%46.2%30.9%6.1%0.3%-34.6M660.8M-12.8M1.524.3615,16323,069115,308136,863
2022-10-06$482.71$510.0031.4%8.9%34.4%46.7%32.7%6.1%0.1%-26.4M538.4M-12.9M1.026.9827,81728,456118,264140,895
2022-10-07$467.42$510.0033.6%9.5%34.7%52.9%34.9%6.7%-0.2%-87.2M1.48B-12.2M1.386.5224,80634,216121,512147,367
2022-10-10$467.26$510.0033.9%9.6%34.5%53.8%33.9%6.8%-0.2%-64.8M1.34B-12.1M1.257.0415,46319,284114,369140,789
2022-10-11$471.81$510.0034.5%9.8%29.2%55.5%35.8%6.7%-0.3%-51.8M1.05B-12.5M1.856.5718,64534,512117,357143,491
2022-10-12$468.02$510.0034.9%9.8%29.3%56.4%35.5%6.7%-0.7%-58.5M1.32B-12.8M1.276.8119,17724,319121,596150,945
2022-10-13$468.21$505.0034.3%9.7%29.3%54.7%35.0%6.2%-0.5%-61.6M1.29B-12.9M1.036.7831,36432,317127,383154,797
2022-10-14$455.50$505.0034.8%9.9%30.3%56.1%35.0%6.7%-0.1%-88.4M1.97B-12.1M1.127.2322,95425,788131,693156,079
2022-10-17$465.75$500.0032.9%9.4%31.8%51.1%34.1%6.1%-0.8%-53.7M1.17B-12.2M1.165.7416,36318,946119,447141,581
2022-10-18$472.56$500.0031.8%9.1%32.3%46.9%32.7%6.1%-0.5%-43.2M803.3M-12.7M1.137.1017,56619,803122,557146,082
2022-10-19$470.11$500.0032.1%9.2%32.1%47.7%32.2%6.1%-0.9%-52.1M982.1M-12.4M1.235.1311,33413,985124,380149,318
2022-10-20$464.23$495.0031.8%9.1%32.3%46.1%33.2%6.3%-0.9%-68.5M1.34B-12.0M1.177.6618,72221,827126,501150,403
2022-10-21$477.44$495.0030.7%8.9%29.1%42.6%31.1%5.7%-0.9%-620.6K401.1M-12.5M1.116.4920,56722,871127,559151,421
2022-10-24$497.00$490.0030.5%9.0%30.6%40.9%32.8%5.3%0.4%22.8M-674.7M-12.8M1.055.6222,95324,11993,766114,903
2022-10-25$499.72$490.0029.5%8.8%30.4%38.1%31.5%5.1%0.1%32.9M-816.2M-13.0M0.915.7918,55416,88398,922121,544
2022-10-26$500.53$490.0029.1%8.8%28.9%36.9%31.4%4.9%0.2%34.4M-829.8M-13.0M0.624.9830,43218,759100,692125,308
2022-10-27$498.55$492.5028.9%8.7%27.2%35.7%29.0%5.1%0.3%21.9M-574.7M-13.0M0.825.4219,29415,805100,499128,826
2022-10-28$511.23$495.0027.7%8.3%28.2%32.3%29.6%4.5%0.3%93.5M-1.34B-13.0M0.894.6828,31425,124106,078131,221
2022-10-31$502.90$495.0028.0%8.5%29.0%32.5%30.6%4.5%2.8%22.2M-744.2M-13.0M1.264.6314,04717,739102,617122,595