COST Options History — August 2024 In August 2024, COST traded between $797.32 and $905.46. ATM implied volatility averaged 22.8%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.1% (HV 20d: 23.9%). Max pain ranged from $795.00 to $840.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2024-08-27 : Highest Volume — 89,656 contracts2024-08-05 : Largest IV spike — 24.3% change2024-08-05 : Highest IV Rank — 90.9%2024-08-05 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $860.99 $797.32 $905.46 $816.13 $890.71 Max Pain $806.36 $795.00 $840.00 $840.00 $815.00 ATM IV 22.8% 17.9% 30.9% 22.4% 24.7% Expected Move 6.1% 5.1% 8.5% 6.7% 5.3% HV 20d 23.9% 20.3% 25.6% 22.7% 23.3% HV 60d 19.8% 17.4% 20.6% 17.9% 20.5% IV Rank 45.1% 17.8% 90.9% 43.1% 56.0% IV Percentile 76.5% 28.2% 99.2% 84.1% 93.3% Term Structure 0.9% -1.6% 5.5% -0.7% -0.1% VWIV 22.0% 18.8% 30.3% 23.5% 18.9% Skew 25d 2.6% 1.4% 5.8% 2.3% 1.5% Skew 10d 5.3% 2.5% 11.3% 2.9% 4.1% Call IV 25d 21.7% 16.9% 28.0% 21.8% 24.8% Put IV 25d 24.3% 19.3% 33.8% 24.2% 26.3% Bid-Ask Spread % 50.85 11.16 62.16 58.26 62.16 Gamma HHI 0.05 0.03 0.17 0.03 0.04 Net GEX 117.7M -81.4M 278.9M -50.1M 165.6M Net DEX -3.74B -5.85B -270.0M -1.37B -4.82B Net VEX -21.8M -24.6M -19.9M -22.2M -21.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.52 1.32 1.28 0.56 Total Volume 36,710.364 16,170 89,656 29,120 38,290 Total OI 260,917.727 239,810 279,705 259,066 279,705
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 2024-08-01 $816.13 $840.00 22.4% 6.7% 22.7% 43.1% 23.5% 2.3% -0.7% -50.1M -1.37B -22.2M 1.28 58.26 12,778 16,342 125,274 133,792 2024-08-02 $820.26 $840.00 24.9% 7.5% 20.3% 57.0% 27.0% 1.7% -0.3% -6.4M -1.65B -23.7M 1.06 56.67 21,145 22,476 128,539 136,176 2024-08-05 $797.32 $800.00 30.9% 8.5% 22.1% 90.9% 30.3% 5.8% -0.9% -81.4M -270.0M -24.6M 1.21 36.94 14,558 17,633 119,440 131,426 2024-08-06 $823.53 $795.00 25.5% 7.1% 25.6% 60.4% 25.6% 3.5% -0.2% -16.7M -1.88B -23.5M 0.87 41.07 14,487 12,634 122,602 134,132 2024-08-07 $814.88 $795.00 26.6% 7.5% 25.6% 66.7% 26.1% 2.3% -1.6% -46.9M -1.38B -23.3M 0.92 39.88 11,217 10,315 124,355 137,381 2024-08-08 $838.48 $795.00 24.6% 7.0% 24.1% 55.4% 25.4% 4.2% 0.5% 71.4M -2.89B -23.7M 1.32 45.04 19,239 25,343 126,836 138,932 2024-08-09 $852.92 $800.00 23.1% 6.6% 24.9% 47.2% 23.5% 2.7% -0.2% 187.9M -3.97B -22.7M 0.70 45.13 33,733 23,534 129,400 143,471 2024-08-12 $859.80 $800.00 23.5% 6.7% 24.9% 49.3% 24.2% 3.3% -0.3% 115.1M -3.96B -22.6M 0.81 48.90 23,882 19,363 122,500 131,894 2024-08-13 $860.92 $800.00 22.2% 6.3% 24.9% 42.0% 23.0% 2.6% -0.0% 119.1M -4.03B -21.8M 0.90 50.98 11,886 10,669 127,140 135,060 2024-08-14 $863.21 $800.00 21.7% 6.0% 24.9% 39.4% 21.9% 3.2% -0.2% 138.5M -4.17B -21.4M 1.21 53.10 9,095 10,988 128,573 137,891 2024-08-15 $878.73 $800.00 19.0% 5.5% 25.1% 24.1% 20.1% 2.3% 0.1% 278.9M -5.27B -21.2M 0.57 57.10 34,512 19,577 130,582 140,356 2024-08-16 $871.00 $800.00 18.7% 5.4% 25.4% 22.6% 19.4% 2.1% 0.2% 214.1M -4.62B -21.3M 0.73 57.13 20,538 15,022 134,789 143,113 2024-08-19 $869.55 $800.00 17.9% 5.1% 25.1% 17.8% 18.8% 2.4% 5.5% 118.1M -4.11B -20.1M 0.96 59.99 10,899 10,515 115,104 124,706 2024-08-20 $875.77 $800.00 18.2% 5.2% 25.2% 19.6% 19.2% 2.3% 5.1% 141.4M -4.39B -20.8M 1.04 56.16 7,938 8,232 117,791 128,902 2024-08-21 $877.97 $805.00 18.5% 5.3% 23.7% 21.5% 19.4% 2.3% 5.2% 163.9M -4.52B -20.8M 0.60 55.95 29,059 17,507 118,774 130,188 2024-08-22 $876.95 $805.00 20.5% 5.6% 22.7% 32.3% 20.3% 2.4% 5.0% 132.6M -4.39B -20.6M 0.85 55.99 13,853 11,718 123,606 133,999 2024-08-23 $879.19 $805.00 20.3% 5.3% 22.6% 31.4% 18.8% 2.4% 5.3% 250.8M -4.58B -20.1M 0.82 59.19 15,782 12,988 125,840 139,062 2024-08-26 $891.99 $805.00 23.0% 5.3% 22.9% 46.6% 19.1% 2.1% -0.9% 184.7M -5.05B -19.9M 0.69 54.62 21,094 14,587 115,079 128,585 2024-08-27 $905.46 $810.00 24.1% 5.5% 22.5% 52.8% 19.8% 1.4% -0.7% 235.3M -5.85B -19.9M 0.52 11.16 58,927 30,729 119,631 132,775 2024-08-28 $888.14 $815.00 25.4% 5.7% 23.7% 59.9% 20.4% 1.8% -0.5% 129.7M -4.57B -21.7M 0.79 54.74 24,494 19,234 130,977 137,431 2024-08-29 $888.88 $815.00 24.9% 5.4% 23.2% 57.1% 19.2% 1.6% -1.0% 144.7M -4.65B -21.6M 0.54 58.50 19,948 10,868 133,837 140,544 2024-08-30 $890.71 $815.00 24.7% 5.3% 23.3% 56.0% 18.9% 1.5% -0.1% 165.6M -4.82B -21.5M 0.56 62.16 24,505 13,785 137,433 142,272
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