Cencora, Inc. (COR) Options History
Historical options analytics archive for COR with monthly max pain, implied volatility, gamma exposure, and put/call data.
165 months of complete options data available.
COR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 19 | 26.2% | 25.7% | $270.00 | $3.3M | -$30.6M | 2.11 |
| 2026-05 | 17 | 31.1% | 44.8% | $260.00 | $1.4M | $14.1M | 1.62 |
| 2026-04 | 15 | 32.8% | 54.0% | $320.00 | $2.0M | $8.9M | 0.70 |
| 2026-03 | 22 | 29.2% | 38.4% | $320.00 | $1.5M | $6.8M | 2.63 |
| 2026-02 | 19 | 26.5% | 29.3% | $320.00 | $6.3M | -$192.0M | 0.70 |
| 2026-01 | 20 | 28.8% | 38.9% | $320.00 | $5.4M | -$158.3M | 0.31 |
This archive aggregates COR's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how COR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 26.2%, a month-end max-pain strike around $270.00, an average put/call ratio of 2.11.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jul | Aug | Sep | Oct | Nov | Dec
2007
Frequently asked COR history questions
- How much options history is available for COR?
- This archive holds 165 months of COR options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of COR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the COR archive.
- What data does each monthly COR aggregate contain?
- Every monthly row summarizes that month of COR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 26.2%, an average IV rank of 25.7%, a month-end max-pain strike around $270.00, an average put/call ratio of 2.11.
- How is the COR options-history archive built and how often does it update?
- The archive is derived from COR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how COR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.