COR Options History — November 2014

In November 2014, COR traded between $37.32 and $38.44. ATM implied volatility averaged 20.1%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 3.5% (HV 20d: 16.6%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.21.

Notable Days

2014-11-04: Highest Volume — 47 contracts
2014-11-11: Largest IV spike — 18.9% change
2014-11-20: Highest IV Rank — 37.6%
2014-11-20: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.83	$37.32	$38.44	$37.64	$38.06
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	20.1%	16.7%	24.0%	17.1%	21.5%
Expected Move	7.2%	7.0%	7.6%	7.1%	7.0%
HV 20d	16.6%	12.7%	23.3%	23.3%	12.7%
HV 60d	19.2%	18.7%	20.2%	20.2%	18.8%
IV Rank	18.0%	1.2%	37.6%	3.1%	25.0%
IV Percentile	9.8%	0.4%	25.0%	0.8%	16.7%
Term Structure	2.4%	-1.0%	7.9%	3.0%	-1.0%
VWIV	25.0%	24.2%	25.8%	25.4%	24.2%
Skew 25d	3.6%	-7.1%	12.9%	9.4%	-7.1%
Skew 10d	6.1%	-9.8%	33.0%	33.0%	-9.8%
Call IV 25d	21.2%	16.0%	25.1%	20.8%	25.1%
Put IV 25d	24.8%	17.9%	31.6%	30.1%	17.9%
Bid-Ask Spread %	76.72	48.14	92.11	82.25	59.91
Gamma HHI	0.59	0.52	0.68	0.68	0.52
Net GEX	13.0K	11.3K	14.5K	12.4K	12.2K
Net DEX	-370.0K	-425.9K	-293.5K	-296.0K	-336.8K
Net VEX	-628	-722	-523	-626	-533
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	0.33	0.33	0.00
Total Volume	27.632	0	47	28	0
Total OI	161.316	141	172	141	146

Daily Data (19 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
2014-11-03	$37.64	$35.00	17.1%	7.1%	23.3%	3.1%	25.4%	9.4%	3.0%	12.4K	-296.0K	-626	0.33	82.25	N/A	N/A	21	7	120	21
2014-11-04	$38.00	$35.00	17.3%	7.2%	20.1%	3.9%	25.4%	12.9%	4.6%	11.9K	-316.9K	-655	0.17	84.43	N/A	N/A	40	7	126	21
2014-11-05	$37.89	$35.00	16.7%	7.1%	18.4%	1.2%	24.9%	12.0%	7.9%	14.0K	-386.3K	-721	0.18	73.26	N/A	N/A	38	7	146	21
2014-11-06	$37.76	$35.00	19.1%	7.3%	18.1%	13.3%	24.2%	1.1%	4.7%	13.5K	-392.4K	-722	0.18	84.18	N/A	N/A	38	7	149	21
2014-11-07	$37.72	$35.00	17.3%	7.2%	17.9%	4.4%	24.9%	0.7%	1.5%	13.5K	-389.1K	-711	0.17	76.79	N/A	N/A	40	7	149	21
2014-11-10	$37.86	$35.00	17.9%	7.3%	17.9%	7.2%	24.8%	4.3%	1.0%	13.1K	-400.4K	-699	0.17	48.14	N/A	N/A	40	7	151	21
2014-11-11	$37.78	$35.00	21.3%	7.3%	16.4%	24.1%	25.8%	3.5%	0.9%	11.3K	-325.5K	-584	0.17	80.89	N/A	N/A	40	7	125	18
2014-11-12	$38.23	$35.00	20.8%	7.2%	16.6%	21.8%	25.1%	5.3%	0.5%	13.0K	-410.9K	-653	0.33	76.74	N/A	N/A	21	7	151	21
2014-11-13	$38.44	$35.00	23.0%	7.1%	15.7%	32.7%	24.7%	7.2%	0.9%	11.8K	-425.9K	-644	0.29	74.54	N/A	N/A	24	7	151	21
2014-11-14	$37.93	$35.00	20.3%	7.2%	16.8%	19.4%	0.0%	0.6%	-0.5%	13.0K	-409.3K	-649	0.00	71.46	N/A	N/A	0	0	151	21
2014-11-17	$37.98	$35.00	20.5%	7.2%	15.9%	20.4%	25.0%	5.2%	3.1%	12.9K	-415.6K	-622	0.29	79.81	N/A	N/A	24	7	151	21
2014-11-18	$37.89	$35.00	18.8%	7.1%	15.9%	11.9%	24.7%	3.4%	1.3%	13.2K	-407.6K	-621	0.29	73.10	N/A	N/A	24	7	151	21
2014-11-19	$37.36	$35.00	22.3%	7.5%	16.0%	29.1%	0.0%	6.8%	6.1%	14.1K	-392.0K	-612	0.00	79.48	N/A	N/A	0	0	151	21
2014-11-20	$37.32	$35.00	24.0%	7.6%	15.8%	37.6%	25.6%	1.9%	4.6%	14.3K	-390.2K	-609	0.29	80.48	N/A	N/A	24	7	151	21
2014-11-21	$37.33	$35.00	20.9%	7.5%	15.5%	22.1%	25.3%	-0.3%	2.5%	14.5K	-387.4K	-603	0.23	85.50	N/A	N/A	30	7	151	21
2014-11-24	$37.49	$35.00	21.5%	7.4%	15.5%	25.2%	0.0%	1.4%	4.3%	13.0K	-293.5K	-585	0.00	92.11	N/A	N/A	2	0	124	19
2014-11-25	$37.91	$35.00	19.6%	7.2%	13.5%	15.5%	25.4%	4.1%	-0.4%	12.7K	-316.7K	-568	0.23	81.35	N/A	N/A	22	5	126	19
2014-11-26	$38.27	$35.00	21.4%	7.0%	13.4%	24.8%	24.2%	-3.6%	1.5%	11.9K	-336.9K	-523	0.00	73.34	N/A	N/A	1	0	126	19
2014-11-28	$38.06	$35.00	21.5%	7.0%	12.7%	25.0%	0.0%	-7.1%	-1.0%	12.2K	-336.8K	-533	0.00	59.91	N/A	N/A	0	0	127	19