COST Options History — November 2024

In November 2024, COST traded between $877.64 and $971.36. ATM implied volatility averaged 24.2%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 6.9% (HV 20d: 17.4%). Max pain ranged from $865.00 to $900.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.19.

Notable Days

  • 2024-11-08: Highest Volume — 161,582 contracts
  • 2024-11-06: Largest IV drop — 10.3% change
  • 2024-11-21: Highest IV Rank — 69.0%
  • 2024-11-04: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$929.58$877.64$971.36$877.64$971.36
Max Pain$881.75$865.00$900.00$885.00$900.00
ATM IV24.2%20.8%27.0%23.0%22.8%
Expected Move7.3%7.0%7.8%7.1%7.1%
HV 20d17.4%10.5%22.1%14.2%21.8%
HV 60d17.9%16.3%19.0%16.6%18.8%
IV Rank53.4%34.4%69.0%46.3%45.3%
IV Percentile79.5%54.4%92.1%74.2%67.1%
Term Structure0.4%-1.8%4.6%-0.2%-0.8%
VWIV26.2%24.7%27.9%25.9%25.5%
Skew 25d0.4%-0.6%1.8%1.8%-0.3%
Skew 10d1.1%-1.0%3.9%3.8%-0.7%
Call IV 25d24.3%19.8%27.3%22.4%23.5%
Put IV 25d24.7%20.8%27.6%24.2%23.2%
Bid-Ask Spread %45.1832.3751.7644.7751.76
Gamma HHI0.050.030.100.080.07
Net GEX75.9M-302.3M300.8M-302.3M222.6M
Net DEX-4.52B-6.65B-1.29B-1.29B-6.33B
Net VEX-21.9M-24.4M-20.1M-24.4M-20.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.505.561.490.88
Total Volume51,745.522,573161,58241,24732,340
Total OI299,159.15268,707329,988327,168299,741

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$877.64$885.0023.0%7.1%14.2%46.3%25.9%1.8%-0.2%-302.3M-1.29B-24.4M1.4944.7716,54224,705133,665193,503
2024-11-04$885.84$865.0023.8%7.8%14.0%51.2%27.9%1.7%3.5%-130.3M-2.12B-24.4M2.0532.3712,36125,361120,655167,034
2024-11-05$889.57$865.0023.3%7.7%12.8%48.0%27.6%1.8%3.8%-113.5M-2.50B-23.7M1.4134.549,49013,391125,803180,732
2024-11-06$897.56$865.0020.9%7.2%10.5%34.7%26.1%1.4%4.3%18.8M-3.33B-23.2M5.5639.9613,21273,447128,475184,282
2024-11-07$914.50$865.0020.8%7.1%10.9%34.4%25.4%1.0%4.6%210.1M-4.81B-21.6M0.9442.3841,72339,326130,432198,340
2024-11-08$944.23$875.0022.8%7.3%15.2%45.6%25.8%0.2%4.2%246.3M-6.65B-20.6M0.7645.9891,83969,743131,282198,706
2024-11-11$934.44$880.0024.0%7.1%15.9%51.9%25.3%0.3%-0.4%127.6M-4.96B-21.3M1.7045.6818,69631,773127,286164,262
2024-11-12$933.04$880.0024.8%7.1%16.0%56.3%25.8%0.1%-0.4%108.4M-4.85B-21.6M0.5946.0422,17812,996130,922169,527
2024-11-13$936.74$880.0025.0%7.0%15.8%57.8%25.1%0.1%-0.5%154.7M-5.20B-21.4M0.5343.6023,44212,406136,527173,559
2024-11-14$923.12$880.0024.6%7.0%16.8%55.3%24.7%0.1%-0.4%-13.7M-4.07B-22.1M0.5044.7927,72013,856140,713176,388
2024-11-15$906.56$880.0025.5%7.3%18.2%60.4%25.5%0.6%-0.3%-217.8M-2.66B-22.7M1.2147.6624,53029,680142,990179,582
2024-11-18$918.50$880.0025.9%7.4%18.7%62.8%26.5%0.3%-1.4%-21.4M-3.56B-22.5M0.8644.6617,66715,235118,253150,454
2024-11-19$929.02$880.0026.1%7.5%19.0%64.1%26.4%0.4%-1.4%100.4M-4.33B-22.3M0.6249.0116,29510,102124,200153,018
2024-11-20$926.73$885.0026.8%7.7%18.9%68.0%26.9%0.2%-1.8%88.9M-4.17B-22.3M0.9949.4411,34911,224125,706154,322
2024-11-21$955.17$885.0027.0%7.8%21.3%69.0%27.6%0.3%-1.5%269.2M-6.06B-21.3M0.5148.5046,29123,635127,841158,378
2024-11-22$963.25$895.0025.9%7.6%21.2%63.0%27.2%-0.1%-1.6%300.8M-6.54B-20.7M0.5848.1262,51635,993130,861160,806
2024-11-25$953.69$895.0024.2%7.3%21.8%53.3%25.8%-0.2%-0.5%127.5M-5.20B-20.5M1.1750.7914,55017,079121,640150,821
2024-11-26$970.06$895.0024.2%7.4%22.1%53.1%26.1%-0.3%-0.9%197.0M-6.15B-20.1M0.7742.9023,20117,767124,656155,757
2024-11-27$960.54$900.0023.3%7.3%22.0%48.4%25.8%-0.6%-0.6%145.7M-5.55B-21.1M0.6950.7018,48112,768130,416161,648
2024-11-29$971.36$900.0022.8%7.1%21.8%45.3%25.5%-0.3%-0.8%222.6M-6.33B-20.1M0.8851.7617,17515,165134,254165,487