COST Options History — December 2022

In December 2022, COST traded between $453.25 and $504.34. ATM implied volatility averaged 27.3%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 3.4% (HV 20d: 30.7%). Max pain ranged from $480.00 to $500.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-12-09: Highest Volume — 106,436 contracts
  • 2022-12-09: Largest IV drop — 16.1% change
  • 2022-12-07: Highest IV Rank — 43.8%
  • 2022-12-02: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$472.31$453.25$504.34$504.34$455.03
Max Pain$492.14$480.00$500.00$500.00$480.00
ATM IV27.3%24.1%32.7%30.1%26.2%
Expected Move7.9%6.9%10.5%10.4%7.4%
HV 20d30.7%19.2%34.2%32.7%19.2%
HV 60d30.1%28.1%32.6%32.4%28.1%
IV Rank26.8%16.7%43.8%35.7%23.3%
IV Percentile37.1%18.3%82.1%56.0%27.4%
Term Structure0.0%-0.6%0.8%-0.5%0.8%
VWIV27.3%22.0%36.9%36.9%26.4%
Skew 25d4.0%3.3%4.9%4.7%4.3%
Skew 10d8.2%6.9%10.0%9.9%8.3%
Call IV 25d25.6%22.3%30.5%28.2%23.9%
Put IV 25d29.5%26.0%35.0%32.9%28.2%
Bid-Ask Spread %5.173.227.095.513.35
Gamma HHI0.070.040.180.040.10
Net GEX-55.9M-101.7M-873.2K-61.1M-76.1M
Net DEX822.6M120.6M1.55B173.3M916.9M
Net VEX-11.7M-13.0M-10.4M-12.9M-10.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.622.810.981.34
Total Volume43,570.47619,542106,43699,19227,956
Total OI261,775.905231,586312,461247,227249,420

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$504.34$500.0030.1%10.4%32.7%35.7%36.9%4.7%-0.5%-61.1M173.3M-12.9M0.985.5150,13349,059110,079137,148
2022-12-02$494.87$500.0030.0%10.5%33.5%35.5%36.7%4.4%-0.4%-99.3M643.6M-12.9M0.885.1535,28030,976124,344150,050
2022-12-05$486.60$500.0031.5%8.6%34.0%40.1%30.1%4.9%-0.6%-46.8M744.7M-12.9M1.156.2918,94121,794116,795142,764
2022-12-06$480.93$500.0031.5%8.7%34.2%40.1%31.1%4.7%-0.1%-54.8M994.7M-12.8M0.995.9718,88918,780123,399149,246
2022-12-07$481.25$500.0032.7%8.9%34.0%43.8%30.8%4.5%-0.6%-46.6M866.0M-13.0M0.937.0218,39617,032126,047151,312
2022-12-08$479.75$500.0031.2%8.7%34.0%39.0%31.2%3.9%-0.4%-47.9M926.2M-12.9M1.106.6132,31035,656132,321156,236
2022-12-09$484.62$500.0026.1%7.5%30.5%23.2%27.2%3.5%0.8%-49.5M693.1M-12.3M1.124.3850,15456,282143,707168,754
2022-12-12$486.68$500.0027.0%7.7%30.3%25.9%26.5%3.9%-0.5%-16.9M277.1M-12.3M0.796.6017,14513,544124,544144,104
2022-12-13$488.75$500.0025.8%7.3%30.4%22.3%26.1%3.6%-0.5%-873.2K120.6M-12.4M0.845.9920,18417,026127,847146,848
2022-12-14$483.31$500.0025.1%7.1%28.3%19.9%25.4%3.5%-0.3%-19.1M440.1M-12.1M1.225.7714,28817,468130,461146,789
2022-12-15$464.00$495.0026.7%7.5%31.1%24.8%26.3%3.7%-0.5%-101.7M1.55B-11.3M0.855.1427,25723,067132,818149,463
2022-12-16$462.77$490.0025.8%7.3%31.1%22.0%25.8%3.3%-0.4%-93.0M1.45B-11.2M0.865.3524,94721,479139,605149,891
2022-12-19$458.16$490.0025.8%7.4%30.7%22.3%25.6%3.5%0.1%-62.2M1.15B-11.0M0.624.1216,64310,390110,698124,271
2022-12-20$458.37$490.0025.1%7.2%30.8%19.9%25.3%3.8%0.2%-55.1M1.02B-10.8M1.133.6314,03815,854116,322123,956
2022-12-21$461.55$485.0024.1%6.9%29.9%16.7%22.0%3.7%0.4%-43.2M806.3M-10.7M1.063.2215,24016,090118,434124,132
2022-12-22$457.22$485.0025.9%7.4%29.7%22.4%24.6%3.7%0.3%-56.5M936.5M-10.7M1.055.7715,79716,569121,406124,716
2022-12-23$461.63$480.0024.3%6.9%30.2%17.4%24.5%3.4%0.4%-48.9M731.1M-11.0M0.777.0912,4649,607123,796128,061
2022-12-27$458.92$480.0025.5%7.3%30.2%21.3%25.7%3.7%0.8%-54.8M862.5M-10.6M0.814.0410,7958,747109,455122,131
2022-12-28$453.25$480.0026.6%7.7%30.2%24.5%22.0%4.2%0.7%-78.2M1.08B-10.5M2.813.9911,22031,473112,105124,190
2022-12-29$456.60$480.0026.0%7.3%29.2%22.7%24.1%4.2%0.8%-61.0M875.8M-10.5M1.243.4814,26617,744114,662124,967
2022-12-30$455.03$480.0026.2%7.4%19.2%23.3%26.4%4.3%0.8%-76.1M916.9M-10.4M1.343.3511,94016,016119,447129,973