COST Options History — October 2024

In October 2024, COST traded between $873.83 and $908.13. ATM implied volatility averaged 22.0%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.2% (HV 20d: 17.8%). Max pain ranged from $860.00 to $890.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.58.

Notable Days

2024-10-23: Highest Volume — 94,538 contracts
2024-10-07: Largest IV spike — 13.7% change
2024-10-07: Highest IV Rank — 50.8%
2024-10-31: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$887.40	$873.83	$908.13	$877.28	$875.14
Max Pain	$884.46	$860.00	$890.00	$860.00	$887.50
ATM IV	22.0%	20.9%	23.8%	21.5%	23.3%
Expected Move	6.4%	6.0%	7.2%	6.3%	7.2%
HV 20d	17.8%	14.1%	20.3%	19.8%	14.7%
HV 60d	20.2%	17.6%	21.7%	21.7%	17.6%
IV Rank	40.9%	34.7%	50.8%	38.2%	48.1%
IV Percentile	68.5%	59.9%	79.8%	67.9%	77.0%
Term Structure	0.1%	-1.9%	2.1%	1.9%	-0.1%
VWIV	23.1%	21.9%	25.4%	22.2%	25.4%
Skew 25d	2.0%	1.5%	2.8%	2.1%	1.9%
Skew 10d	4.3%	3.4%	5.9%	4.1%	4.2%
Call IV 25d	21.3%	19.6%	23.1%	20.9%	22.7%
Put IV 25d	23.3%	21.5%	25.8%	23.0%	24.5%
Bid-Ask Spread %	37.60	21.68	57.42	57.42	45.16
Gamma HHI	0.08	0.03	0.19	0.04	0.17
Net GEX	-211.1M	-979.3M	201.2M	-85.3M	-979.3M
Net DEX	-2.53B	-4.64B	-543.7M	-2.19B	-543.7M
Net VEX	-23.5M	-24.1M	-22.8M	-23.2M	-24.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.58	0.78	3.39	0.96	3.02
Total Volume	49,814.348	23,445	94,538	44,633	61,433
Total OI	321,305.13	288,550	358,087	300,513	320,261

Daily Data (23 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
2024-10-01	$877.28	$860.00	21.5%	6.3%	19.8%	38.2%	22.2%	2.1%	1.9%	-85.3M	-2.19B	-23.2M	0.96	57.42	22,777	21,856	145,963	154,550
2024-10-02	$877.75	$860.00	21.6%	6.2%	18.9%	38.6%	22.3%	2.1%	1.5%	-77.1M	-2.24B	-23.9M	0.78	54.91	19,627	15,358	151,332	162,453
2024-10-03	$873.93	$885.00	22.2%	6.6%	18.8%	41.8%	23.4%	2.0%	1.5%	-138.0M	-2.03B	-23.9M	1.50	21.68	18,104	27,085	155,183	165,699
2024-10-04	$883.41	$885.00	20.9%	6.4%	19.0%	34.7%	22.6%	1.9%	2.1%	36.7M	-2.95B	-23.2M	1.43	22.74	27,104	38,756	157,090	170,552
2024-10-07	$873.83	$885.00	23.8%	6.9%	17.7%	50.8%	24.4%	2.8%	-0.1%	-198.5M	-1.85B	-23.9M	1.08	23.67	14,997	16,265	133,959	165,352
2024-10-08	$888.62	$885.00	22.6%	6.4%	18.8%	44.1%	23.7%	2.7%	-0.4%	-5.2M	-3.11B	-23.6M	1.59	22.57	16,899	26,811	137,922	171,719
2024-10-09	$908.13	$885.00	22.4%	6.4%	20.3%	43.3%	23.5%	1.8%	0.1%	201.2M	-4.64B	-22.9M	1.34	23.25	27,356	36,661	140,643	174,848
2024-10-10	$893.53	$885.00	22.6%	6.5%	20.0%	44.5%	23.4%	1.6%	0.2%	49.5M	-3.37B	-23.4M	1.29	32.99	25,556	33,053	144,104	173,365
2024-10-11	$889.21	$885.00	21.9%	6.3%	20.0%	40.1%	22.5%	2.4%	0.2%	-81.7M	-2.97B	-24.0M	1.52	30.77	23,943	36,479	150,421	184,825
2024-10-14	$890.36	$885.00	21.7%	6.2%	19.9%	39.0%	22.2%	2.2%	0.4%	-150.7M	-2.85B	-23.6M	1.59	35.52	13,766	21,855	135,816	174,696
2024-10-15	$892.32	$890.00	22.1%	6.3%	19.3%	41.5%	22.6%	1.8%	0.0%	-106.2M	-3.15B	-23.3M	1.27	38.36	13,785	17,454	139,606	181,043
2024-10-16	$888.42	$890.00	21.6%	6.2%	19.3%	38.7%	22.4%	1.9%	-0.3%	-183.5M	-2.83B	-23.2M	0.81	39.43	19,253	15,577	141,729	181,674
2024-10-17	$884.62	$885.00	21.6%	6.2%	18.8%	38.5%	22.2%	2.3%	-0.0%	-307.7M	-2.54B	-23.1M	1.05	40.83	13,625	14,248	144,643	187,298
2024-10-18	$888.03	$885.00	21.0%	6.0%	18.8%	35.4%	21.9%	2.1%	0.1%	49.9M	-3.14B	-22.8M	3.39	41.60	19,038	64,520	147,205	190,868
2024-10-21	$886.94	$885.00	21.7%	6.3%	17.6%	39.4%	22.6%	1.9%	-1.9%	-525.4M	-1.78B	-23.6M	2.67	37.52	17,243	46,052	116,603	186,796
2024-10-22	$892.66	$885.00	21.4%	6.2%	16.6%	37.8%	22.5%	2.0%	-0.4%	-475.4M	-2.35B	-23.7M	2.02	38.69	17,588	35,530	123,681	215,792
2024-10-23	$898.81	$885.00	22.5%	6.5%	16.3%	43.6%	23.5%	1.7%	-0.6%	-146.6M	-3.12B	-23.6M	2.19	39.59	29,610	64,928	128,360	217,758
2024-10-24	$893.94	$890.00	22.1%	6.4%	16.3%	41.4%	23.4%	1.7%	-0.7%	-329.1M	-2.44B	-23.9M	2.18	41.86	21,750	47,463	129,866	218,821
2024-10-25	$891.18	$890.00	22.1%	6.5%	14.6%	41.7%	23.7%	1.7%	-0.7%	-233.9M	-2.25B	-23.7M	0.95	43.89	26,397	25,125	133,566	224,521
2024-10-28	$893.38	$890.00	21.5%	6.5%	14.6%	38.3%	24.0%	1.5%	0.1%	-160.7M	-2.59B	-23.1M	1.91	44.05	12,375	23,650	121,787	166,763
2024-10-29	$889.01	$890.00	21.7%	6.7%	14.1%	39.4%	23.8%	1.6%	0.3%	-315.5M	-2.15B	-23.3M	0.88	41.12	16,668	14,665	127,133	179,448
2024-10-30	$879.71	$890.00	22.1%	6.8%	14.7%	41.7%	24.0%	1.6%	-0.1%	-691.8M	-1.12B	-23.5M	0.83	47.14	12,823	10,622	129,588	184,716
2024-10-31	$875.14	$887.50	23.3%	7.2%	14.7%	48.1%	25.4%	1.9%	-0.1%	-979.3M	-543.7M	-24.1M	3.02	45.16	15,283	46,150	132,196	188,065