COR Options History — December 2013

In December 2013, COR traded between $2.83 and $3.22. ATM implied volatility averaged 32.1%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 5.0% (HV 20d: 37.0%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.16.

Notable Days

2013-12-12: Highest Volume — 310 contracts
2013-12-30: Largest IV spike — 23.7% change
2013-12-10: Highest IV Rank — 29.9%
2013-12-02: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.03	$2.83	$3.22	$2.99	$3.22
Max Pain	$3.40	$3.00	$3.50	$3.00	$3.50
ATM IV	32.1%	25.4%	35.5%	34.3%	30.4%
Expected Move	9.1%	7.3%	9.8%	9.8%	8.7%
HV 20d	37.0%	23.1%	40.1%	36.7%	23.1%
HV 60d	29.1%	28.2%	29.6%	28.8%	28.9%
IV Rank	24.8%	14.9%	29.9%	28.2%	22.3%
IV Percentile	88.7%	42.9%	99.2%	98.8%	79.0%
Term Structure	1.3%	-1.8%	11.5%	-1.6%	2.6%
VWIV	32.5%	31.6%	33.5%	33.5%	32.3%
Skew 25d	5.2%	-1.8%	10.3%	2.2%	-1.8%
Skew 10d	8.5%	-1.6%	17.1%	3.4%	2.2%
Call IV 25d	27.5%	19.9%	34.2%	29.5%	31.3%
Put IV 25d	32.7%	27.7%	37.6%	31.7%	29.4%
Bid-Ask Spread %	80.43	13.07	106.49	13.07	89.05
Gamma HHI	0.44	0.34	0.56	0.48	0.52
Net GEX	469	-2.4K	2.6K	-1.9K	2.4K
Net DEX	66.5K	-1.7K	131.0K	114.1K	15.9K
Net VEX	-488	-570	-326	-326	-541
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.16	0.00	7.50	0.17	0.00
Total Volume	71.905	0	310	50	0
Total OI	1,811.905	1,290	2,060	1,290	1,910

Daily Data (21 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-12-02	$2.99	$3.00	34.3%	9.8%	36.7%	28.2%	0.0%	2.2%	-1.6%	-1.9K	114.1K	-326	0.00	13.07	N/A	N/A	0	50	630	660
2013-12-03	$2.90	$3.00	33.4%	9.6%	37.2%	26.8%	33.5%	-1.5%	-1.2%	-2.4K	131.0K	-327	0.17	97.99	N/A	N/A	120	20	630	710
2013-12-04	$2.92	$3.00	32.5%	9.3%	37.4%	25.4%	32.8%	-0.4%	-0.3%	-1.4K	109.2K	-400	1.00	99.31	N/A	N/A	100	100	750	710
2013-12-05	$2.95	$3.00	34.2%	9.8%	36.5%	28.0%	0.0%	0.0%	-1.8%	-576	94.0K	-437	0.00	97.62	N/A	N/A	0	0	850	810
2013-12-06	$2.96	$3.50	33.5%	9.4%	36.1%	27.0%	0.0%	2.2%	0.2%	-456	90.9K	-443	0.00	67.64	N/A	N/A	50	0	850	810
2013-12-09	$2.97	$3.50	34.2%	9.6%	36.2%	28.0%	0.0%	10.3%	-0.2%	-160	84.0K	-438	0.00	75.07	N/A	N/A	0	30	900	810
2013-12-10	$2.94	$3.50	35.5%	9.3%	36.2%	29.9%	32.6%	9.9%	0.4%	-922	95.9K	-427	0.00	44.12	N/A	N/A	160	0	900	840
2013-12-11	$2.88	$3.50	35.3%	9.3%	36.8%	29.7%	0.0%	5.7%	0.8%	-372	107.1K	-435	0.00	74.52	N/A	N/A	0	0	1,010	840
2013-12-12	$2.83	$3.50	33.0%	9.4%	36.8%	26.1%	0.0%	6.1%	1.0%	-476	118.2K	-410	0.63	81.02	N/A	N/A	190	120	1,010	840
2013-12-13	$2.90	$3.50	32.1%	9.2%	38.4%	24.9%	0.0%	6.5%	0.7%	-192	98.3K	-549	0.00	74.81	N/A	N/A	90	0	1,100	960
2013-12-16	$2.94	$3.50	31.9%	9.2%	38.8%	24.6%	0.0%	8.0%	1.2%	-93	89.4K	-537	0.00	79.17	N/A	N/A	0	0	1,100	960
2013-12-17	$3.00	$3.50	31.6%	9.1%	39.5%	24.1%	31.6%	0.8%	1.6%	287	58.4K	-556	7.50	90.23	N/A	N/A	20	150	1,100	960
2013-12-18	$3.05	$3.50	31.2%	9.0%	40.1%	23.5%	0.0%	3.9%	1.5%	2.0K	34.5K	-565	0.00	89.65	N/A	N/A	0	0	1,100	960
2013-12-19	$3.06	$3.50	30.6%	8.8%	40.1%	22.6%	0.0%	4.3%	2.1%	1.9K	25.5K	-553	0.00	41.37	N/A	N/A	0	0	1,100	960
2013-12-20	$3.13	$3.50	29.9%	8.6%	38.9%	21.6%	0.0%	7.4%	3.3%	1.4K	-1.7K	-545	0.00	90.14	N/A	N/A	140	0	1,100	960
2013-12-23	$3.16	$3.50	31.2%	8.9%	38.8%	23.5%	0.0%	8.0%	0.3%	1.8K	34.2K	-570	0.00	106.49	N/A	N/A	0	0	990	850
2013-12-24	$3.17	$3.50	30.9%	8.9%	38.3%	23.0%	0.0%	9.1%	1.5%	2.0K	30.9K	-564	0.00	91.77	N/A	N/A	0	0	990	850
2013-12-26	$3.19	$3.50	31.0%	8.9%	37.9%	23.2%	0.0%	9.0%	1.3%	2.2K	25.8K	-543	0.00	94.70	N/A	N/A	0	0	990	850
2013-12-27	$3.18	$3.50	25.4%	7.3%	37.0%	14.9%	0.0%	10.3%	11.5%	2.2K	23.4K	-531	0.00	99.08	N/A	N/A	0	120	990	850
2013-12-30	$3.20	$3.50	31.4%	9.0%	37.1%	23.8%	32.3%	9.5%	2.1%	2.6K	18.2K	-541	0.00	92.19	N/A	N/A	0	50	990	870
2013-12-31	$3.22	$3.50	30.4%	8.7%	23.1%	22.3%	0.0%	-1.8%	2.6%	2.4K	15.9K	-541	0.00	89.05	N/A	N/A	0	0	990	920