COR Options History — May 2015

In May 2015, COR traded between $45.95 and $48.07. ATM implied volatility averaged 54.4%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 30.8% (HV 20d: 23.6%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.07.

Notable Days

2015-05-06: Highest Volume — 72 contracts
2015-05-08: Largest IV spike — 252.5% change
2015-05-06: Highest IV Rank — 100.0%
2015-05-29: Largest Expected Move — 17.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.12	$45.95	$48.07	$48.00	$47.24
Max Pain	$47.63	$45.00	$50.00	$45.00	$45.00
ATM IV	54.4%	17.9%	149.0%	20.5%	60.2%
Expected Move	12.5%	5.9%	17.3%	5.9%	17.3%
HV 20d	23.6%	18.8%	26.6%	23.2%	18.9%
HV 60d	23.9%	22.2%	27.8%	27.2%	22.2%
IV Rank	35.2%	3.3%	100.0%	7.4%	33.4%
IV Percentile	84.0%	5.2%	100.0%	15.9%	96.8%
Term Structure	-11.9%	-45.0%	13.4%	0.9%	-1.4%
VWIV	39.2%	19.3%	65.3%	19.3%	48.1%
Skew 25d	10.8%	-10.9%	28.5%	-1.5%	11.8%
Skew 10d	4.4%	-28.5%	28.4%	-4.5%	7.8%
Call IV 25d	47.0%	19.8%	80.7%	23.0%	80.7%
Put IV 25d	57.7%	21.5%	92.5%	21.5%	92.5%
Bid-Ask Spread %	120.25	91.21	132.38	104.95	124.67
Gamma HHI	0.28	0.23	0.37	0.32	0.32
Net GEX	2.2K	1.1K	3.8K	3.5K	2.9K
Net DEX	-84.0K	-121.4K	-42.3K	-121.4K	-114.5K
Net VEX	-648	-732	-527	-527	-658
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.07	0.00	6.00	0.67	0.86
Total Volume	50.8	0	72	60	67
Total OI	97.9	84	106	85	106

Daily Data (20 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
2015-05-01	$48.00	$45.00	20.5%	5.9%	23.2%	7.4%	19.3%	-1.5%	0.9%	3.5K	-121.4K	-527	0.67	104.95	N/A	N/A	36	24	53	32
2015-05-04	$48.07	$0.00	17.9%	7.1%	23.3%	3.3%	24.1%	5.8%	-0.1%	3.3K	-106.6K	-527	0.00	93.72	N/A	N/A	1	0	49	35
2015-05-05	$46.04	$50.00	28.0%	7.4%	26.6%	19.0%	23.8%	0.5%	-0.1%	3.4K	-88.4K	-540	0.63	91.21	N/A	N/A	38	24	54	35
2015-05-06	$45.95	$50.00	96.0%	14.7%	24.4%	100.0%	26.5%	7.1%	-15.4%	2.2K	-91.8K	-623	0.89	118.37	N/A	N/A	38	34	55	35
2015-05-07	$46.36	$50.00	27.8%	9.7%	24.8%	15.0%	20.2%	13.0%	8.2%	2.0K	-69.5K	-708	0.89	112.67	N/A	N/A	38	34	55	45
2015-05-08	$46.75	$50.00	97.9%	11.5%	25.1%	100.0%	0.0%	-0.0%	-0.3%	1.4K	-42.3K	-646	0.00	129.03	N/A	N/A	0	0	51	45
2015-05-11	$46.72	$50.00	68.5%	13.7%	24.9%	64.2%	0.0%	26.5%	-20.4%	2.3K	-55.8K	-665	0.00	127.25	N/A	N/A	3	0	51	45
2015-05-12	$46.89	$50.00	149.0%	13.7%	24.9%	100.0%	56.7%	6.4%	1.2%	1.2K	-72.8K	-732	1.00	121.80	N/A	N/A	34	34	55	45
2015-05-13	$46.44	$50.00	49.5%	14.2%	25.0%	25.4%	61.9%	5.3%	-3.0%	1.6K	-81.8K	-725	0.97	127.00	N/A	N/A	35	34	55	45
2015-05-14	$46.99	$50.00	50.6%	14.5%	25.5%	26.2%	25.6%	16.5%	-14.4%	1.1K	-76.8K	-706	0.97	125.26	N/A	N/A	35	34	57	45
2015-05-15	$47.31	$50.00	52.5%	15.1%	24.9%	27.6%	26.3%	22.8%	-16.8%	2.6K	-90.4K	-626	0.97	123.52	N/A	N/A	35	34	57	44
2015-05-18	$47.63	$50.00	29.5%	8.5%	24.5%	10.3%	37.0%	21.7%	13.4%	1.8K	-58.4K	-643	6.00	126.86	N/A	N/A	2	12	49	44
2015-05-19	$47.96	$45.00	45.6%	13.1%	24.6%	22.4%	0.0%	20.9%	-26.4%	1.8K	-72.5K	-698	0.00	128.03	N/A	N/A	0	0	51	46
2015-05-20	$47.53	$45.00	49.2%	14.1%	24.4%	25.1%	53.7%	9.3%	-44.7%	2.3K	-100.7K	-670	0.94	125.12	N/A	N/A	33	31	55	46
2015-05-21	$47.39	$45.00	53.0%	15.2%	23.3%	28.0%	31.3%	28.5%	-12.1%	3.8K	-102.9K	-579	0.94	129.96	N/A	N/A	33	31	55	48
2015-05-22	$47.24	$45.00	56.1%	16.1%	22.7%	30.3%	51.4%	7.1%	-17.9%	1.1K	-75.3K	-711	0.94	129.92	N/A	N/A	33	31	55	48
2015-05-26	$47.00	$45.00	57.6%	16.5%	22.6%	31.4%	43.0%	14.6%	-6.3%	1.1K	-80.2K	-719	0.94	132.38	N/A	N/A	33	31	55	48
2015-05-27	$47.58	$45.00	46.7%	13.4%	18.8%	23.2%	52.9%	10.1%	-36.7%	1.4K	-78.1K	-625	0.86	129.91	N/A	N/A	36	31	55	48
2015-05-28	$47.31	$45.00	31.6%	9.1%	18.9%	11.9%	65.3%	-10.9%	-45.0%	3.3K	-99.4K	-629	0.86	103.45	N/A	N/A	36	31	58	48
2015-05-29	$47.24	$45.00	60.2%	17.3%	18.9%	33.4%	48.1%	11.8%	-1.4%	2.9K	-114.5K	-658	0.86	124.67	N/A	N/A	36	31	58	48