COST Options History — April 2024 In April 2024, COST traded between $705.53 and $732.26. ATM implied volatility averaged 19.4%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 0.9% (HV 20d: 18.5%). Max pain ranged from $705.00 to $725.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2024-04-03 : Highest Volume — 58,682 contracts2024-04-29 : Largest IV spike — 14.2% change2024-04-30 : Highest IV Rank — 55.5%2024-04-15 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $718.47 $705.53 $732.26 $721.57 $721.93 Max Pain $722.27 $705.00 $725.00 $705.00 $725.00 ATM IV 19.4% 17.0% 24.1% 17.0% 24.1% Expected Move 5.4% 4.7% 6.0% 4.7% 5.7% HV 20d 18.5% 12.6% 33.5% 33.5% 13.3% HV 60d 22.2% 21.9% 22.4% 21.9% 22.0% IV Rank 30.8% 17.7% 55.5% 17.7% 55.5% IV Percentile 60.3% 28.6% 97.2% 28.6% 97.2% Term Structure 1.1% -0.9% 4.7% 0.3% -0.9% VWIV 19.4% 16.4% 21.2% 16.4% 20.5% Skew 25d 1.7% 1.3% 2.4% 1.3% 2.4% Skew 10d 3.9% 2.9% 5.0% 2.9% 5.0% Call IV 25d 18.8% 16.7% 23.7% 16.7% 23.7% Put IV 25d 20.5% 18.0% 26.1% 18.0% 26.1% Bid-Ask Spread % 48.64 31.89 58.16 53.61 57.79 Gamma HHI 0.07 0.03 0.49 0.04 0.04 Net GEX 25.4M -154.8M 585.7M -40.4M 44.5M Net DEX -1.78B -3.32B -576.6M -1.82B -1.82B Net VEX -20.4M -21.2M -19.7M -20.1M -19.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.43 1.24 0.93 0.79 Total Volume 31,360.864 13,301 58,682 32,818 13,301 Total OI 292,538.591 244,892 320,331 291,491 259,539
Daily Data (22 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 2024-04-01 $721.57 $705.00 17.0% 4.7% 33.5% 17.7% 16.4% 1.3% 0.3% -40.4M -1.82B -20.1M 0.93 53.61 16,981 15,837 143,198 148,293 2024-04-02 $711.25 $705.00 17.4% 4.9% 33.5% 20.1% 17.5% 1.3% 0.4% -119.7M -936.3M -20.1M 1.04 53.37 17,864 18,659 148,391 152,944 2024-04-03 $706.08 $705.00 17.8% 4.9% 33.5% 22.0% 17.7% 1.5% -0.0% -154.8M -576.6M -20.9M 0.88 45.16 31,176 27,506 152,782 156,282 2024-04-04 $705.53 $725.00 19.2% 5.6% 32.5% 29.3% 19.8% 1.7% 0.1% -87.6M -876.9M -21.2M 0.84 45.09 23,849 19,997 159,710 158,004 2024-04-05 $712.48 $725.00 18.2% 5.4% 31.9% 24.3% 19.2% 1.4% -0.3% -64.7M -1.53B -21.1M 0.76 38.16 18,683 14,138 160,094 160,237 2024-04-08 $711.98 $725.00 18.3% 5.3% 17.8% 24.8% 18.8% 1.5% 0.2% -47.3M -1.41B -20.7M 0.92 35.24 10,364 9,543 147,978 153,319 2024-04-09 $717.12 $725.00 18.1% 5.2% 16.7% 23.5% 18.7% 1.7% 0.2% 8.3M -1.93B -20.3M 0.90 47.22 11,013 9,956 151,569 155,257 2024-04-10 $721.90 $725.00 18.7% 5.4% 12.6% 26.8% 19.2% 1.5% 0.0% 61.8M -2.40B -20.8M 0.82 53.61 12,594 10,287 153,569 156,845 2024-04-11 $732.26 $725.00 18.2% 5.3% 13.5% 24.3% 19.2% 1.3% 0.4% 173.0M -3.32B -20.6M 0.69 49.49 28,002 19,194 155,190 159,048 2024-04-12 $732.10 $725.00 19.5% 5.7% 13.5% 31.2% 20.8% 1.5% 0.2% 170.3M -3.27B -20.9M 0.65 48.33 23,102 15,113 157,434 162,117 2024-04-15 $720.14 $725.00 20.9% 6.0% 14.5% 38.7% 21.2% 1.7% 0.2% 11.1M -2.03B -20.2M 0.77 50.46 21,378 16,378 147,817 150,108 2024-04-16 $716.92 $725.00 20.2% 5.8% 14.2% 34.9% 20.3% 1.9% 1.3% -27.1M -1.73B -20.2M 1.03 52.92 11,712 12,069 152,519 152,828 2024-04-17 $714.44 $725.00 20.4% 5.9% 14.2% 35.9% 20.4% 1.8% 0.0% -56.9M -1.48B -20.6M 0.95 53.23 11,674 11,055 156,881 156,881 2024-04-18 $713.05 $725.00 19.6% 5.6% 13.8% 31.8% 19.7% 1.8% 0.3% -91.7M -1.36B -20.6M 0.90 37.32 13,325 11,937 158,564 157,717 2024-04-19 $707.45 $725.00 20.2% 5.8% 13.4% 35.0% 20.3% 2.0% 0.2% -150.4M -907.5M -20.2M 1.24 49.63 18,982 23,529 159,990 159,939 2024-04-22 $716.45 $725.00 19.4% 5.6% 13.9% 30.5% 20.0% 2.0% 4.3% 16.9M -1.36B -20.1M 0.87 54.82 11,937 10,392 122,396 122,496 2024-04-23 $722.86 $725.00 18.9% 5.4% 14.1% 28.0% 20.1% 1.7% 4.3% 83.7M -1.87B -20.1M 0.53 31.89 14,764 7,765 126,350 124,976 2024-04-24 $724.83 $725.00 18.6% 5.3% 14.1% 26.6% 19.0% 1.7% 4.4% 100.0M -2.08B -19.7M 0.43 41.82 20,692 8,803 128,949 126,405 2024-04-25 $720.83 $725.00 19.8% 5.4% 14.2% 32.8% 19.4% 1.9% 4.7% 86.3M -1.74B -20.1M 0.43 55.30 27,655 11,946 131,415 129,270 2024-04-26 $730.23 $725.00 20.1% 5.3% 15.0% 34.3% 18.8% 1.7% 4.7% 585.7M -2.70B -20.0M 0.94 58.16 17,538 16,470 135,868 131,486 2024-04-29 $724.84 $725.00 23.0% 5.5% 14.2% 49.4% 19.7% 2.4% -0.6% 58.1M -1.99B -20.0M 0.78 57.44 12,798 9,981 125,371 125,823 2024-04-30 $721.93 $725.00 24.1% 5.7% 13.3% 55.5% 20.5% 2.4% -0.9% 44.5M -1.82B -19.8M 0.79 57.79 7,438 5,863 129,566 129,973
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