COST Options History — July 2024 In July 2024, COST traded between $808.82 and $885.70. ATM implied volatility averaged 19.8%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 0.4% (HV 20d: 19.4%). Max pain ranged from $810.00 to $850.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2024-07-11 : Highest Volume — 147,455 contracts2024-07-11 : Largest IV spike — 8.8% change2024-07-25 : Highest IV Rank — 41.9%2024-07-25 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $846.93 $808.82 $885.70 $845.14 $823.07 Max Pain $842.50 $810.00 $850.00 $810.00 $840.00 ATM IV 19.8% 17.0% 22.2% 17.5% 20.8% Expected Move 5.7% 4.7% 6.4% 4.9% 6.2% HV 20d 19.4% 13.4% 22.8% 13.4% 22.8% HV 60d 16.3% 14.0% 17.8% 14.0% 17.8% IV Rank 28.9% 14.4% 41.9% 20.5% 34.2% IV Percentile 63.8% 24.6% 83.3% 33.3% 75.4% Term Structure 0.1% -1.0% 0.7% 0.3% -0.0% VWIV 20.3% 16.7% 22.5% 17.5% 21.5% Skew 25d 1.1% 0.2% 2.0% 1.5% 1.5% Skew 10d 1.9% -0.3% 4.1% 3.2% 3.2% Call IV 25d 19.5% 17.0% 21.7% 17.1% 20.5% Put IV 25d 20.6% 17.6% 23.4% 18.5% 21.9% Bid-Ask Spread % 56.35 45.36 63.37 59.19 62.51 Gamma HHI 0.05 0.03 0.15 0.04 0.03 Net GEX -3.6M -239.1M 218.4M 3.5M -30.6M Net DEX -3.11B -6.17B -780.1M -3.57B -1.81B Net VEX -21.2M -23.1M -17.7M -19.3M -21.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.47 1.54 1.15 0.58 Total Volume 43,338.545 14,066 147,455 23,296 22,798 Total OI 268,105.182 231,236 316,648 231,236 254,929
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 2024-07-01 $845.14 $810.00 17.5% 4.9% 13.4% 20.5% 17.5% 1.5% 0.3% 3.5M -3.57B -19.3M 1.15 59.19 10,848 12,448 107,560 123,676 2024-07-02 $856.89 $810.00 17.2% 4.7% 13.7% 18.7% 17.0% 0.2% 0.1% 116.7M -4.40B -18.7M 1.06 63.37 14,390 15,317 109,981 128,885 2024-07-03 $862.13 $810.00 17.0% 4.7% 13.5% 14.4% 16.7% 0.6% 0.3% 194.0M -4.73B -18.3M 0.91 61.89 7,377 6,689 112,562 131,502 2024-07-05 $884.51 $840.00 17.6% 5.3% 15.8% 16.3% 19.0% 0.6% 0.2% 218.4M -6.17B -17.7M 0.81 59.27 43,750 35,279 113,991 133,461 2024-07-08 $880.40 $845.00 18.2% 5.3% 15.1% 19.5% 19.1% 0.8% 0.5% 135.4M -5.20B -18.8M 1.54 63.36 18,194 28,041 108,542 128,385 2024-07-09 $885.70 $850.00 18.4% 5.5% 15.2% 20.5% 19.7% 0.3% 0.7% 121.7M -5.44B -18.8M 0.92 61.81 25,843 23,854 114,231 146,292 2024-07-10 $885.53 $850.00 19.0% 5.6% 15.2% 24.2% 20.7% 1.0% 0.6% 105.9M -5.28B -19.4M 0.75 55.78 17,289 12,999 116,463 145,595 2024-07-11 $849.54 $850.00 20.7% 5.9% 21.7% 33.6% 21.4% 0.5% -0.1% -239.1M -2.41B -21.7M 0.58 51.45 93,537 53,918 119,820 151,908 2024-07-12 $845.12 $850.00 19.9% 5.7% 21.8% 29.1% 20.5% 0.7% 0.0% -229.9M -2.30B -22.7M 0.69 54.45 48,019 33,149 152,997 162,119 2024-07-15 $849.89 $850.00 19.7% 5.6% 21.8% 28.0% 20.1% 0.8% 0.3% 65.9M -3.61B -22.5M 0.47 58.35 34,936 16,420 141,368 147,785 2024-07-16 $849.08 $850.00 19.9% 5.7% 21.5% 28.8% 20.4% 1.0% 0.1% 44.0M -3.48B -22.8M 0.51 54.81 21,294 10,911 149,811 154,998 2024-07-17 $848.88 $850.00 20.3% 5.8% 20.3% 31.6% 21.1% 1.1% -0.1% 61.2M -3.57B -23.1M 1.03 53.70 13,998 14,486 153,418 157,314 2024-07-18 $838.46 $850.00 20.3% 5.8% 20.7% 31.3% 20.8% 1.3% 0.1% -115.8M -2.48B -22.3M 0.69 46.97 43,460 29,822 155,046 160,501 2024-07-19 $836.75 $850.00 20.6% 5.9% 20.5% 33.3% 21.0% 1.8% 0.0% -123.4M -2.36B -22.6M 0.71 50.18 25,312 18,005 156,811 159,837 2024-07-22 $847.04 $850.00 20.2% 5.8% 20.7% 30.9% 20.6% 1.0% -0.1% 34.4M -2.86B -22.1M 0.72 45.36 20,830 15,050 121,197 125,704 2024-07-23 $850.40 $850.00 20.0% 5.7% 20.7% 29.7% 20.5% 0.4% -0.9% 69.6M -3.19B -22.0M 0.55 52.64 14,628 8,083 125,953 128,806 2024-07-24 $832.10 $850.00 21.6% 6.3% 22.0% 38.4% 22.5% 2.0% 0.2% -61.0M -1.75B -22.6M 0.79 53.66 17,715 14,066 127,802 130,511 2024-07-25 $819.12 $845.00 22.2% 6.4% 22.4% 41.9% 22.5% 1.6% -0.3% -145.1M -897.0M -22.2M 1.18 57.45 17,410 20,463 130,464 134,813 2024-07-26 $816.68 $845.00 21.2% 6.1% 22.3% 36.2% 21.2% 1.6% 0.1% -143.7M -780.1M -22.5M 1.33 55.66 14,561 19,304 133,301 139,520 2024-07-29 $817.27 $845.00 21.2% 6.2% 22.3% 36.2% 21.6% 2.0% 0.1% -68.1M -1.32B -21.8M 0.86 58.87 9,635 8,307 119,349 128,945 2024-07-30 $808.82 $845.00 21.4% 6.3% 22.4% 37.8% 21.9% 2.0% -1.0% -94.1M -832.4M -22.0M 1.05 58.88 10,247 10,766 121,173 130,988 2024-07-31 $823.07 $840.00 20.8% 6.2% 22.8% 34.2% 21.5% 1.5% -0.0% -30.6M -1.81B -21.9M 0.58 62.51 14,447 8,351 122,772 132,157
« Jun 2024 | All History | Aug 2024 » Home COST History July 2024