COR Options History — April 2007

In April 2007, COR traded between $0.10 and $0.14. ATM implied volatility averaged 99.0%. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 36.8% (HV 20d: 62.2%). Max pain ranged from $0.13 to $0.13. Net GEX was positive for 20 of 20 trading days. Put/call ratio averaged 0.02.

Notable Days

  • 2007-04-09: Highest Volume — 3,400 contracts
  • 2007-04-18: Largest IV spike — 22.7% change
  • 2007-04-26: Largest Expected Move — 33.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.12$0.10$0.14$0.11$0.13
Max Pain$0.13$0.13$0.13$0.13$0.13
ATM IV99.0%83.1%116.3%111.6%97.9%
Expected Move28.4%23.8%33.3%32.0%28.1%
HV 20d62.2%45.7%81.1%81.1%68.8%
HV 60d99.2%93.6%104.6%103.7%98.8%
VWIV100.2%82.3%116.1%111.6%97.9%
Bid-Ask Spread %53.4022.2387.1774.2233.00
Gamma HHI0.920.751.000.751.00
Net GEX2.8K1.7K5.0K2.0K4.5K
Net DEX-125.7K-313.9K-44.7K-123.3K-184.8K
Net VEX-863-1.1K-725-1.1K-725
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.220.000.00
Total Volume1,10103,4001,100200
Total OI74,64172,98076,70074,92076,660

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-04-02$0.11$0.13111.6%32.0%81.1%0.0%111.6%0.0%0.0%2.0K-123.3K-1.1K0.0074.22N/AN/A1,100052,50022,420
2007-04-03$0.12$0.13104.2%29.9%81.0%0.0%0.0%0.0%0.0%2.1K-109.7K-1.0K0.0080.23N/AN/A0052,50022,420
2007-04-04$0.12$0.13106.1%30.4%80.9%0.0%106.1%0.0%0.0%2.2K-124.3K-1.1K0.0080.38N/AN/A1,100052,50022,420
2007-04-05$0.12$0.13103.4%29.6%80.6%0.0%0.0%0.0%0.0%2.2K-118.2K-1.0K0.0078.07N/AN/A0053,36022,420
2007-04-09$0.11$0.1393.1%26.7%74.8%0.0%93.5%0.0%0.0%2.4K-73.1K-9420.0079.41N/AN/A3,400053,36022,420
2007-04-10$0.11$0.1387.8%25.2%47.5%0.0%87.9%0.0%0.0%2.4K-74.4K-9350.0079.96N/AN/A500052,36022,420
2007-04-11$0.11$0.1388.9%25.5%46.8%0.0%0.0%0.0%0.0%2.4K-75.1K-9230.0080.63N/AN/A0052,32022,420
2007-04-12$0.10$0.13106.7%30.6%52.1%0.0%116.1%0.0%0.0%1.9K-76.8K-8710.0075.27N/AN/A2,900052,32022,420
2007-04-13$0.10$0.1399.5%28.5%48.1%0.0%103.1%0.0%0.0%1.7K-44.7K-7950.0087.17N/AN/A820050,56022,420
2007-04-16$0.11$0.1394.8%27.2%54.7%0.0%0.0%0.0%0.0%2.2K-67.0K-8380.0043.57N/AN/A0050,62022,420
2007-04-17$0.11$0.1388.7%25.4%45.7%0.0%0.0%0.0%0.0%2.0K-69.1K-7970.0033.97N/AN/A0050,62022,420
2007-04-18$0.12$0.13108.8%31.2%53.3%0.0%108.6%0.0%0.0%2.1K-95.8K-8350.0027.82N/AN/A2,800050,62022,420
2007-04-19$0.12$0.1389.4%25.6%53.3%0.0%88.7%0.0%0.0%2.6K-57.4K-8060.0026.80N/AN/A320051,44022,420
2007-04-20$0.12$0.1393.2%26.7%53.1%0.0%0.0%0.0%0.0%2.6K-76.2K-8130.0022.23N/AN/A0051,44022,420
2007-04-23$0.12$0.1383.1%23.8%53.7%0.0%82.3%0.0%0.0%3.3K-70.7K-7680.0031.95N/AN/A100051,44022,420
2007-04-24$0.13$0.1399.3%28.5%66.3%0.0%99.7%0.0%0.0%5.0K-252.6K-7610.0030.53N/AN/A1,900051,54022,420
2007-04-25$0.14$0.13103.9%29.8%65.8%0.0%90.8%0.0%0.0%4.0K-313.9K-7510.0030.84N/AN/A1,900052,38022,420
2007-04-26$0.13$0.13116.3%33.3%68.4%0.0%115.9%0.0%0.0%3.9K-292.6K-7360.2231.67N/AN/A1,78040054,28022,420
2007-04-27$0.13$0.13104.0%29.8%67.9%0.0%100.4%0.0%0.0%4.5K-213.4K-7660.0040.30N/AN/A2,800054,02022,420
2007-04-30$0.13$0.1397.9%28.1%68.8%0.0%97.9%0.0%0.0%4.5K-184.8K-7250.0033.00N/AN/A200054,24022,420