COR Options History — January 2014

In January 2014, COR traded between $3.06 and $3.34. ATM implied volatility averaged 30.1%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 6.9% (HV 20d: 23.2%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.91.

Notable Days

2014-01-08: Highest Volume — 350 contracts
2014-01-14: Largest IV spike — 40.1% change
2014-01-29: Highest IV Rank — 82.6%
2014-01-09: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.20	$3.06	$3.34	$3.17	$3.07
Max Pain	$3.33	$3.00	$3.50	$3.50	$3.00
ATM IV	30.1%	23.2%	36.5%	30.2%	32.4%
Expected Move	9.0%	7.6%	9.5%	8.7%	9.3%
HV 20d	23.2%	20.7%	27.4%	20.7%	26.8%
HV 60d	29.3%	28.0%	30.0%	29.0%	29.2%
IV Rank	34.7%	11.6%	82.6%	22.1%	80.4%
IV Percentile	73.7%	27.4%	99.6%	77.8%	93.7%
Term Structure	1.0%	-1.9%	9.8%	3.6%	1.1%
VWIV	32.2%	32.2%	32.2%	32.2%	32.2%
Skew 25d	1.8%	-7.3%	7.1%	6.8%	5.3%
Skew 10d	5.2%	-3.5%	15.9%	13.0%	7.4%
Call IV 25d	28.4%	23.1%	31.4%	24.4%	26.9%
Put IV 25d	30.3%	22.6%	33.7%	31.2%	32.3%
Bid-Ask Spread %	95.67	84.68	102.15	94.85	97.30
Gamma HHI	0.45	0.34	0.55	0.45	0.44
Net GEX	659	-3.8K	2.9K	1.3K	998
Net DEX	2.1K	-72.2K	81.2K	27.0K	-21.1K
Net VEX	-708	-905	-516	-517	-905
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.00	6.00	0.00	0.50
Total Volume	72.857	0	350	30	0
Total OI	2,063.333	1,530	2,500	1,910	1,970

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
2014-01-02	$3.17	$3.50	30.2%	8.7%	20.7%	22.1%	0.0%	6.8%	3.6%	1.3K	27.0K	-517	0.00	94.85	N/A	N/A	30	0	990	920
2014-01-03	$3.16	$3.50	26.5%	7.6%	20.9%	16.5%	0.0%	6.7%	9.8%	934	28.0K	-516	0.00	100.86	N/A	N/A	0	100	1,000	920
2014-01-06	$3.17	$0.00	29.0%	9.5%	20.8%	20.3%	0.0%	1.1%	-0.3%	145	35.6K	-548	0.00	90.30	N/A	N/A	0	100	1,000	1,020
2014-01-07	$3.20	$0.00	29.7%	9.3%	21.0%	21.2%	0.0%	3.2%	0.7%	1.2K	28.0K	-598	0.00	84.68	N/A	N/A	0	100	1,000	1,120
2014-01-08	$3.15	$0.00	29.0%	9.4%	22.2%	20.3%	0.0%	1.9%	0.8%	-1.1K	50.8K	-637	6.00	92.56	N/A	N/A	50	300	1,000	1,220
2014-01-09	$3.18	$0.00	23.2%	9.5%	22.0%	11.6%	0.0%	2.1%	1.4%	-1.7K	55.8K	-736	0.00	92.12	N/A	N/A	0	10	950	1,520
2014-01-10	$3.08	$0.00	25.3%	9.2%	23.4%	14.7%	0.0%	-1.6%	1.0%	-3.8K	81.2K	-744	0.00	93.90	N/A	N/A	0	0	950	1,520
2014-01-13	$3.14	$0.00	26.1%	9.3%	22.5%	15.8%	0.0%	2.3%	1.0%	-2.6K	57.4K	-709	0.00	94.92	N/A	N/A	0	0	950	1,510
2014-01-14	$3.25	$0.00	36.5%	8.7%	23.5%	31.4%	0.0%	3.0%	-0.9%	91	32.3K	-673	0.00	91.31	N/A	N/A	0	0	950	1,510
2014-01-15	$3.30	$0.00	35.2%	9.1%	23.7%	29.4%	0.0%	1.5%	-1.9%	2.3K	19.7K	-646	0.00	94.93	N/A	N/A	20	0	950	1,510
2014-01-16	$3.30	$0.00	30.8%	8.8%	23.2%	22.9%	0.0%	0.8%	0.4%	2.3K	17.7K	-631	0.00	95.85	N/A	N/A	40	0	950	1,510
2014-01-17	$3.31	$0.00	31.6%	9.0%	22.8%	24.1%	0.0%	1.3%	-1.2%	322	16.8K	-648	0.31	96.20	N/A	N/A	160	50	990	1,510
2014-01-21	$3.34	$0.00	28.8%	8.3%	22.9%	20.0%	0.0%	-5.3%	2.4%	1.1K	-58.5K	-688	0.00	95.56	N/A	N/A	110	0	550	980
2014-01-22	$3.33	$0.00	31.4%	9.0%	21.9%	23.8%	0.0%	-5.9%	0.1%	1.9K	-69.2K	-755	0.00	97.98	N/A	N/A	0	0	660	980
2014-01-23	$3.29	$0.00	31.0%	8.9%	22.5%	23.2%	0.0%	-7.3%	-0.1%	1.7K	-61.7K	-758	0.00	99.24	N/A	N/A	130	0	660	980
2014-01-24	$3.30	$0.00	28.0%	8.0%	22.5%	18.7%	0.0%	4.2%	2.2%	2.9K	-72.2K	-814	0.00	102.15	N/A	N/A	0	30	790	980
2014-01-27	$3.23	$0.00	32.0%	9.2%	24.0%	78.7%	0.0%	-0.7%	-0.3%	2.4K	-58.3K	-837	0.00	99.92	N/A	N/A	0	0	790	1,010
2014-01-28	$3.17	$0.00	30.5%	8.8%	25.1%	71.6%	0.0%	7.1%	1.4%	1.8K	-41.3K	-814	0.00	98.85	N/A	N/A	0	0	790	1,010
2014-01-29	$3.06	$0.00	32.8%	9.4%	27.4%	82.6%	0.0%	5.5%	-0.4%	278	-555	-817	1.40	97.77	N/A	N/A	100	140	790	1,010
2014-01-30	$3.08	$0.00	32.1%	9.2%	27.2%	79.3%	32.2%	6.3%	0.7%	1.3K	-24.2K	-881	0.50	97.82	N/A	N/A	40	20	890	1,020
2014-01-31	$3.07	$3.00	32.4%	9.3%	26.8%	80.4%	0.0%	5.3%	1.1%	998	-21.1K	-905	0.00	97.30	N/A	N/A	0	0	930	1,040