COR Options History — May 2007

In May 2007, COR traded between $0.13 and $0.15. ATM implied volatility averaged 93.1%. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 18.4% (HV 20d: 74.7%). Max pain ranged from $0.13 to $0.13. Net GEX was positive for 12 of 14 trading days. Put/call ratio averaged 0.10.

Notable Days

  • 2007-05-18: Highest Volume — 5,020 contracts
  • 2007-05-14: Largest IV spike — 120.6% change
  • 2007-05-18: Largest Expected Move — 44.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.14$0.13$0.15$0.13$0.14
Max Pain$0.13$0.13$0.13$0.13$0.13
ATM IV93.1%54.2%155.2%111.8%155.2%
Expected Move26.7%15.5%44.5%32.1%44.5%
HV 20d74.7%68.8%82.1%68.8%71.0%
HV 60d99.1%74.0%102.3%98.8%74.0%
VWIV71.8%37.2%116.3%111.9%53.6%
Bid-Ask Spread %33.118.7457.7631.6322.56
Gamma HHI1.001.001.001.001.00
Net GEX3.0K010.9K4.1K0
Net DEX-431.9K-561.2K-185.1K-185.1K-428.1K
Net VEX-205-7070-7070
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.001.001.000.00
Total Volume2,194.28605,0204005,020
Total OI72,447.14365,24076,86076,66065,240

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-05-01$0.13$0.13111.8%32.1%68.8%0.0%111.9%0.0%0.0%4.1K-185.1K-7071.0031.63N/AN/A20020054,24022,420
2007-05-02$0.14$0.13116.3%33.3%71.1%0.0%116.3%0.0%0.0%4.7K-290.3K-6700.0048.15N/AN/A3,240054,44022,420
2007-05-03$0.15$0.1370.1%20.1%76.7%0.0%42.5%0.0%0.0%2.2K-542.0K-1740.0049.72N/AN/A300052,14022,420
2007-05-04$0.15$0.1363.3%18.1%76.0%0.0%37.2%0.0%0.0%1.4K-561.2K-970.0046.52N/AN/A4,380051,94022,420
2007-05-07$0.15$0.1391.5%26.2%75.5%0.0%78.8%0.0%0.0%1.8K-552.7K-1290.0049.68N/AN/A4,220051,64022,420
2007-05-08$0.15$0.13114.4%32.8%77.2%0.0%0.0%0.0%0.0%10-556.1K00.1535.88N/AN/A1,30020050,84022,420
2007-05-09$0.14$0.1366.5%19.1%82.1%0.0%59.6%0.0%0.0%5.3K-438.6K-2520.0020.01N/AN/A1,800051,22022,420
2007-05-10$0.13$0.1360.9%17.4%78.5%0.0%74.9%0.0%0.0%8.3K-270.2K-4050.0042.30N/AN/A500049,72022,420
2007-05-11$0.13$0.1354.2%15.5%78.7%0.0%0.0%0.0%0.0%10.9K-286.0K-3570.0015.93N/AN/A0049,72022,420
2007-05-14$0.14$0.13119.6%34.3%75.6%0.0%0.0%0.0%0.0%1.6K-489.1K-270.0057.76N/AN/A0049,72022,420
2007-05-15$0.14$0.1374.1%21.3%73.9%0.0%53.6%0.0%0.0%2.1K-492.3K-480.0022.66N/AN/A3,720049,72022,420
2007-05-16$0.14$0.1387.3%25.0%70.3%0.0%0.0%0.0%0.0%2-484.5K00.0011.99N/AN/A2,580047,00022,420
2007-05-17$0.15$0.13118.0%33.8%70.3%0.0%0.0%0.0%0.0%0-470.5K00.008.74N/AN/A3,060045,22022,420
2007-05-18$0.14$0.13155.2%44.5%71.0%0.0%0.0%0.0%0.0%0-428.1K00.0022.56N/AN/A5,020042,82022,420