COR Options History — April 2015

In April 2015, COR traded between $47.94 and $50.68. ATM implied volatility averaged 41.7%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 19.3% (HV 20d: 22.5%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2015-04-13: Highest Volume — 79 contracts
2015-04-06: Largest IV spike — 273.0% change
2015-04-01: Highest IV Rank — 100.0%
2015-04-01: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.54	$47.94	$50.68	$49.64	$47.94
Max Pain	$45.24	$35.00	$50.00	$35.00	$45.00
ATM IV	41.7%	21.4%	80.4%	67.5%	21.4%
Expected Move	11.7%	6.1%	19.4%	19.4%	6.1%
HV 20d	22.5%	20.0%	25.2%	24.2%	23.9%
HV 60d	26.8%	26.1%	27.6%	27.0%	27.2%
IV Rank	41.3%	8.9%	100.0%	100.0%	8.9%
IV Percentile	83.1%	22.6%	100.0%	100.0%	22.6%
Term Structure	-10.5%	-33.4%	9.5%	-23.6%	0.4%
VWIV	41.5%	20.6%	71.0%	71.0%	20.6%
Skew 25d	8.7%	-23.1%	47.7%	47.7%	-3.2%
Skew 10d	6.7%	-34.5%	62.0%	9.3%	-5.8%
Call IV 25d	49.6%	21.2%	90.1%	39.2%	23.4%
Put IV 25d	58.3%	20.1%	102.2%	87.0%	20.1%
Bid-Ask Spread %	122.62	105.56	132.62	121.26	105.56
Gamma HHI	0.36	0.26	0.44	0.41	0.32
Net GEX	4.8K	2.6K	7.2K	6.0K	3.6K
Net DEX	-295.0K	-463.3K	-118.5K	-397.6K	-118.6K
Net VEX	-529	-694	-421	-598	-509
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	0.72	0.72	0.61
Total Volume	62.857	5	79	67	58
Total OI	117.095	78	152	143	84

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
2015-04-01	$49.64	$35.00	67.5%	19.4%	24.2%	100.0%	71.0%	47.7%	-23.6%	6.0K	-397.6K	-598	0.72	121.26	N/A	N/A	39	28	105	38
2015-04-02	$50.35	$50.00	21.6%	8.8%	24.2%	11.3%	33.3%	29.0%	-9.6%	5.6K	-440.9K	-478	0.64	118.53	N/A	N/A	44	28	105	38
2015-04-06	$50.19	$50.00	80.4%	13.9%	20.1%	100.0%	44.7%	33.0%	-29.1%	5.6K	-416.1K	-535	0.64	118.08	N/A	N/A	44	28	105	39
2015-04-07	$49.08	$50.00	26.6%	9.2%	22.2%	16.8%	37.3%	-20.3%	1.9%	4.8K	-421.1K	-487	0.67	116.99	N/A	N/A	42	28	105	39
2015-04-08	$50.34	$45.00	29.6%	8.5%	23.5%	21.4%	0.0%	-1.9%	-11.2%	4.2K	-217.4K	-587	0.00	123.20	N/A	N/A	5	0	67	39
2015-04-09	$50.32	$45.00	41.8%	12.0%	23.5%	40.3%	46.8%	6.7%	-4.7%	6.3K	-420.7K	-694	0.62	118.78	N/A	N/A	45	28	113	39
2015-04-10	$50.47	$45.00	36.2%	10.4%	23.0%	31.7%	38.3%	13.5%	-12.3%	5.7K	-463.3K	-536	0.62	123.52	N/A	N/A	45	28	113	39
2015-04-13	$50.68	$45.00	50.3%	14.4%	22.7%	53.5%	50.3%	9.5%	-13.9%	6.9K	-443.3K	-545	0.55	123.62	N/A	N/A	51	28	113	39
2015-04-14	$50.09	$45.00	44.8%	12.8%	22.2%	45.0%	48.0%	7.6%	-16.8%	7.2K	-421.8K	-441	0.55	128.71	N/A	N/A	51	28	108	39
2015-04-15	$49.75	$45.00	44.9%	12.9%	22.1%	45.1%	46.1%	36.6%	-11.7%	5.6K	-393.1K	-601	0.55	127.12	N/A	N/A	51	28	108	39
2015-04-16	$49.44	$45.00	26.9%	7.7%	22.0%	17.3%	31.1%	-16.6%	1.0%	6.2K	-410.3K	-515	0.55	122.40	N/A	N/A	51	28	108	39
2015-04-17	$48.49	$45.00	31.2%	8.9%	23.1%	23.9%	38.5%	16.3%	-4.2%	4.4K	-395.2K	-483	0.55	121.78	N/A	N/A	51	28	108	39
2015-04-20	$49.14	$45.00	28.6%	8.2%	21.3%	20.0%	32.2%	0.7%	9.5%	2.6K	-140.4K	-575	0.49	115.53	N/A	N/A	35	17	52	26
2015-04-21	$49.43	$45.00	26.9%	7.7%	21.3%	17.2%	31.9%	32.3%	-2.3%	3.6K	-152.7K	-504	0.47	122.26	N/A	N/A	36	17	52	27
2015-04-22	$48.86	$45.00	38.1%	10.9%	20.0%	34.5%	39.8%	13.0%	-11.5%	3.3K	-141.3K	-534	0.47	123.86	N/A	N/A	36	17	53	27
2015-04-23	$49.78	$45.00	60.1%	17.2%	20.3%	68.6%	51.8%	0.8%	-27.3%	4.2K	-170.6K	-528	0.47	125.72	N/A	N/A	36	17	56	27
2015-04-24	$50.36	$45.00	54.7%	15.7%	20.6%	60.3%	47.0%	-0.2%	-15.8%	6.2K	-196.3K	-421	0.47	128.17	N/A	N/A	36	17	56	27
2015-04-27	$49.99	$45.00	39.3%	11.3%	20.8%	36.5%	41.5%	-10.9%	-6.5%	3.5K	-163.8K	-474	0.58	127.84	N/A	N/A	36	21	53	27
2015-04-28	$48.08	$45.00	43.0%	12.3%	25.2%	42.1%	29.3%	-23.1%	-0.2%	3.8K	-151.6K	-494	0.58	129.48	N/A	N/A	36	21	53	31
2015-04-29	$48.01	$45.00	62.8%	18.0%	25.1%	72.8%	50.6%	12.1%	-33.4%	2.6K	-118.5K	-580	0.58	132.62	N/A	N/A	36	21	53	31
2015-04-30	$47.94	$45.00	21.4%	6.1%	23.9%	8.9%	20.6%	-3.2%	0.4%	3.6K	-118.6K	-509	0.61	105.56	N/A	N/A	36	22	53	31