COST Options History — June 2024

In June 2024, COST traded between $814.56 and $869.61. ATM implied volatility averaged 17.2%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 4.0% (HV 20d: 13.2%). Max pain ranged from $730.00 to $805.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.93.

Notable Days

2024-06-06: Highest Volume — 58,893 contracts
2024-06-17: Largest IV spike — 6.6% change
2024-06-03: Highest IV Rank — 25.4%
2024-06-03: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$847.85	$814.56	$869.61	$814.56	$851.40
Max Pain	$782.11	$730.00	$805.00	$730.00	$805.00
ATM IV	17.2%	16.4%	18.4%	18.4%	16.9%
Expected Move	5.0%	4.7%	5.4%	5.4%	4.7%
HV 20d	13.2%	11.3%	14.9%	14.9%	13.9%
HV 60d	14.9%	13.8%	22.5%	22.5%	13.8%
IV Rank	19.2%	14.8%	25.4%	25.4%	17.6%
IV Percentile	31.0%	21.8%	47.6%	47.6%	25.0%
Term Structure	0.3%	-0.7%	0.9%	0.3%	0.2%
VWIV	18.1%	16.9%	19.9%	19.9%	16.9%
Skew 25d	1.0%	0.4%	1.8%	0.4%	1.3%
Skew 10d	1.8%	0.7%	2.8%	0.9%	2.8%
Call IV 25d	17.0%	16.3%	18.7%	18.7%	16.6%
Put IV 25d	18.0%	17.2%	19.1%	19.1%	17.8%
Bid-Ask Spread %	59.00	51.65	67.93	51.65	67.93
Gamma HHI	0.06	0.03	0.22	0.03	0.04
Net GEX	137.6M	4.4M	264.0M	124.7M	84.6M
Net DEX	-5.49B	-6.95B	-3.76B	-4.74B	-4.13B
Net VEX	-18.5M	-19.3M	-17.4M	-18.7M	-18.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.67	1.18	1.18	0.95
Total Volume	33,319.684	17,295	58,893	42,378	30,933
Total OI	271,944.105	224,601	306,134	257,745	247,617

Daily Data (19 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
2024-06-03	$814.56	$730.00	18.4%	5.4%	14.9%	25.4%	19.9%	0.4%	0.3%	124.7M	-4.74B	-18.7M	1.18	51.65	19,419	22,959	117,700	140,045
2024-06-04	$822.75	$735.00	18.2%	5.4%	14.9%	24.2%	19.8%	1.0%	0.6%	155.0M	-5.24B	-18.0M	1.01	56.64	18,912	19,060	122,128	145,786
2024-06-05	$828.83	$740.00	17.6%	5.2%	13.6%	21.2%	18.9%	1.0%	0.5%	167.6M	-5.51B	-18.3M	1.09	59.97	12,543	13,729	124,941	152,011
2024-06-06	$843.02	$770.00	17.8%	5.1%	13.9%	21.8%	18.8%	0.5%	-0.5%	233.2M	-6.33B	-17.4M	1.11	53.91	27,854	31,039	126,965	155,255
2024-06-07	$845.61	$780.00	17.1%	5.0%	12.8%	18.5%	18.4%	0.8%	0.5%	255.5M	-6.31B	-17.9M	0.70	55.23	33,056	23,171	130,317	162,256
2024-06-10	$848.79	$780.00	17.1%	5.0%	12.7%	18.5%	17.9%	0.9%	0.2%	150.7M	-5.93B	-18.1M	1.17	53.79	11,688	13,640	122,383	150,886
2024-06-11	$848.23	$780.00	17.1%	5.0%	11.4%	18.3%	18.8%	0.7%	0.3%	144.1M	-5.90B	-18.3M	0.67	55.32	15,066	10,102	125,292	156,142
2024-06-12	$848.44	$780.00	16.4%	4.8%	11.4%	14.8%	17.8%	1.8%	0.3%	177.1M	-6.01B	-18.0M	0.67	59.21	20,369	13,573	128,113	157,842
2024-06-13	$844.60	$785.00	16.6%	4.9%	11.3%	16.0%	17.3%	1.1%	0.5%	128.9M	-5.78B	-18.4M	0.89	60.51	13,488	11,986	130,284	160,294
2024-06-14	$853.05	$785.00	16.9%	4.9%	11.3%	17.2%	18.0%	0.8%	0.6%	264.0M	-6.40B	-18.2M	0.89	60.12	19,354	17,265	132,118	162,860
2024-06-17	$869.61	$790.00	18.0%	5.2%	12.6%	23.0%	18.8%	1.1%	-0.7%	200.8M	-6.95B	-18.1M	0.95	57.75	25,430	24,153	125,519	153,076
2024-06-18	$868.74	$790.00	17.3%	5.0%	12.5%	19.8%	17.8%	0.9%	0.9%	183.1M	-6.89B	-18.2M	0.90	60.49	18,109	16,242	129,125	162,645
2024-06-20	$861.75	$800.00	17.6%	5.0%	13.3%	21.1%	18.0%	1.2%	0.1%	127.6M	-6.33B	-18.6M	1.03	61.35	14,666	15,098	132,020	167,103
2024-06-21	$851.55	$800.00	17.1%	4.9%	14.4%	18.2%	17.6%	1.5%	0.4%	4.4M	-5.53B	-18.9M	0.98	60.23	18,732	18,393	134,896	171,238
2024-06-24	$848.04	$800.00	16.9%	4.8%	14.5%	17.2%	17.6%	1.2%	0.4%	17.3M	-3.76B	-19.3M	0.99	62.05	12,576	12,465	104,479	120,122
2024-06-25	$852.84	$800.00	16.5%	4.7%	13.8%	15.3%	17.1%	1.2%	0.6%	61.4M	-4.15B	-19.1M	0.78	59.25	12,013	9,312	108,366	125,127
2024-06-26	$857.12	$805.00	16.9%	4.8%	13.8%	17.6%	17.2%	1.2%	0.4%	105.6M	-4.39B	-19.2M	0.87	63.42	9,271	8,024	111,211	127,977
2024-06-27	$850.20	$805.00	17.2%	4.8%	14.1%	18.7%	17.4%	1.3%	0.6%	28.4M	-3.96B	-19.2M	0.81	62.27	10,704	8,680	112,931	129,868
2024-06-28	$851.40	$805.00	16.9%	4.7%	13.9%	17.6%	16.9%	1.3%	0.2%	84.6M	-4.13B	-18.7M	0.95	67.93	15,903	15,030	115,578	132,039