COST Options History — September 2024

In September 2024, COST traded between $876.37 and $917.74. ATM implied volatility averaged 27.1%, placing in the 69.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 8.3% (HV 20d: 18.8%). Max pain ranged from $820.00 to $860.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2024-09-27: Highest Volume — 175,887 contracts
  • 2024-09-27: Largest IV drop — 23.3% change
  • 2024-09-11: Highest IV Rank — 79.7%
  • 2024-09-26: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$897.68$876.37$917.74$876.37$887.06
Max Pain$845.75$820.00$860.00$820.00$860.00
ATM IV27.1%21.3%28.9%27.1%21.3%
Expected Move7.7%6.3%8.8%6.5%6.3%
HV 20d18.8%17.0%21.3%21.3%20.2%
HV 60d21.3%20.5%22.2%20.5%21.6%
IV Rank69.5%37.0%79.7%69.3%37.0%
IV Percentile93.2%66.7%98.4%98.0%66.7%
Term Structure-0.7%-2.1%2.1%-0.2%2.1%
VWIV27.5%22.9%31.3%23.3%22.9%
Skew 25d2.0%0.5%3.2%1.3%1.1%
Skew 10d4.4%2.0%6.9%5.8%3.7%
Call IV 25d26.4%21.2%28.3%27.1%21.2%
Put IV 25d28.4%22.3%30.6%28.4%22.3%
Bid-Ask Spread %48.3741.9863.0163.0160.47
Gamma HHI0.060.030.300.030.03
Net GEX94.0M-100.8M333.0M58.9M11.8M
Net DEX-4.35B-6.17B-2.47B-3.74B-2.94B
Net VEX-21.4M-22.6M-20.1M-22.0M-22.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.461.481.230.99
Total Volume49,624.9525,138175,88727,29054,279
Total OI282,148.55236,409329,415260,788286,421

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$876.37$820.0027.1%6.5%21.3%69.3%23.3%1.3%-0.2%58.9M-3.74B-22.0M1.2363.0112,25015,040126,520134,268
2024-09-04$890.23$825.0027.0%6.5%19.2%69.1%23.9%2.5%-0.5%128.6M-4.62B-21.2M0.5058.0520,67910,358129,654140,642
2024-09-05$883.45$840.0027.8%7.7%18.9%73.2%27.6%2.4%-0.8%88.9M-4.14B-22.2M0.9944.2914,72514,580134,712144,872
2024-09-06$876.64$840.0028.7%7.9%17.0%78.2%28.2%2.5%-0.5%33.5M-3.62B-22.5M1.0146.1322,07922,376136,887148,785
2024-09-09$895.48$840.0028.5%7.9%17.5%77.4%28.0%3.2%-1.0%135.2M-4.81B-21.4M0.7542.3918,63014,043125,438138,708
2024-09-10$894.67$840.0028.1%7.9%17.4%75.1%28.0%2.7%-0.6%137.4M-4.73B-21.6M1.4845.2410,11815,020130,311144,257
2024-09-11$898.02$840.0028.9%7.9%17.4%79.7%28.0%2.9%-2.1%133.3M-4.92B-21.4M0.6645.3818,79012,458132,582151,710
2024-09-12$914.54$840.0028.3%7.7%18.3%76.0%28.4%0.5%-1.0%295.6M-6.17B-20.1M0.8047.3130,84324,589134,778153,205
2024-09-13$917.74$850.0027.4%7.7%17.5%71.2%27.7%2.0%-1.3%333.0M-6.13B-20.7M0.4649.1345,84521,031134,915156,714
2024-09-16$909.80$850.0028.0%8.0%17.5%74.7%28.5%2.5%-1.7%133.1M-5.27B-20.4M1.0941.9819,92921,779127,341143,156
2024-09-17$897.38$850.0028.4%8.1%18.3%76.5%29.5%2.6%-0.7%-14.9M-4.33B-21.3M1.1745.7115,27517,855134,349157,014
2024-09-18$892.16$850.0028.2%8.1%18.4%75.6%29.3%3.0%-0.6%-100.8M-3.84B-21.6M1.1545.4716,12618,482137,973165,296
2024-09-19$902.67$850.0027.6%8.0%18.8%72.2%28.6%2.2%-0.8%76.6M-4.82B-21.3M0.7245.8131,86123,032140,546171,249
2024-09-20$901.61$850.0026.9%7.8%18.8%68.0%27.8%1.8%-0.9%258.8M-4.95B-20.6M0.6045.7329,49717,678144,196172,061
2024-09-23$917.25$850.0026.4%7.8%19.6%65.6%28.2%1.5%-0.4%90.3M-4.36B-20.1M1.0346.4920,28820,938112,063124,346
2024-09-24$899.91$850.0027.1%8.1%20.4%69.2%29.0%1.8%-0.9%28.2M-3.34B-21.5M0.8546.5920,77917,679117,449132,707
2024-09-25$909.44$855.0026.6%8.0%20.0%66.7%28.4%1.7%-0.5%73.1M-4.03B-22.0M0.9147.6818,35616,794127,619141,474
2024-09-26$903.56$855.0028.3%8.8%18.9%76.2%31.3%1.4%-1.1%48.0M-3.69B-22.5M0.8546.3850,11242,419132,744146,594
2024-09-27$885.69$860.0021.7%6.5%20.3%39.2%22.9%1.1%0.1%-68.9M-2.47B-21.5M1.1454.1982,20293,685161,791167,624
2024-09-30$887.06$860.0021.3%6.3%20.2%37.0%22.9%1.1%2.1%11.8M-2.94B-22.6M0.9960.4727,26727,012139,715146,706