COR Options History — August 2018

In August 2018, COR traded between $112.30 and $116.73. ATM implied volatility averaged 18.5%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.0% (HV 20d: 13.5%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.49.

Notable Days

  • 2018-08-01: Highest Volume — 590 contracts
  • 2018-08-14: Largest IV spike — 14.6% change
  • 2018-08-01: Highest IV Rank — 17.0%
  • 2018-08-01: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$114.69$112.30$116.73$112.34$116.73
Max Pain$115.43$115.00$120.00$115.00$120.00
ATM IV18.5%16.9%21.5%21.4%16.9%
Expected Move5.2%4.8%6.1%6.1%4.8%
HV 20d13.5%10.5%15.4%15.0%10.5%
HV 60d15.9%14.3%17.4%17.4%14.3%
IV Rank4.1%0.0%17.0%17.0%0.0%
IV Percentile7.2%0.0%44.4%40.1%0.0%
Term Structure0.3%-3.4%1.4%-3.4%0.6%
VWIV17.9%13.1%20.2%19.1%13.1%
Skew 25d3.6%0.9%10.1%10.1%9.8%
Skew 10d9.1%2.4%33.1%33.1%27.1%
Call IV 25d16.9%14.9%18.6%18.0%15.4%
Put IV 25d20.5%18.1%28.1%28.1%25.2%
Bid-Ask Spread %91.6079.49104.86102.68104.32
Gamma HHI0.390.340.540.370.38
Net GEX347.0K235.9K519.6K241.3K426.0K
Net DEX-4.2M-5.2M-2.9M-2.9M-5.1M
Net VEX-21.0K-22.8K-19.2K-22.5K-19.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.320.650.620.55
Total Volume430.652321590590335
Total OI1,439.3481,3751,5491,4101,456

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$112.34$115.0021.4%6.1%15.0%17.0%19.1%10.1%-3.4%241.3K-2.9M-22.5K0.62102.68N/AN/A3642261,044366
2018-08-02$112.97$115.0018.7%5.3%13.3%8.4%20.2%4.6%0.6%270.6K-3.3M-22.6K0.6598.64N/AN/A3502261,045377
2018-08-03$114.43$115.0018.8%5.4%13.8%8.7%19.2%4.8%-0.1%305.4K-3.7M-22.7K0.65104.86N/AN/A3502261,056377
2018-08-06$114.22$115.0017.7%5.1%13.3%5.3%18.2%1.1%0.4%321.6K-4.2M-22.5K0.5086.87N/AN/A3151581,056377
2018-08-07$114.17$115.0017.9%5.1%13.1%0.8%18.1%3.5%0.8%327.0K-4.0M-22.0K0.5180.86N/AN/A3081581,061377
2018-08-08$114.38$115.0018.7%5.3%13.1%3.5%18.6%2.9%-0.0%333.5K-4.2M-22.0K0.5086.03N/AN/A3121571,061377
2018-08-09$114.73$115.0019.2%5.1%13.1%5.3%18.5%3.1%0.9%333.7K-4.5M-22.8K0.4688.95N/AN/A3121441,066377
2018-08-10$112.30$115.0018.6%5.8%15.3%3.4%19.1%3.1%-0.1%235.9K-3.0M-21.0K0.4781.01N/AN/A3051441,073383
2018-08-13$113.07$115.0018.8%5.3%15.4%3.9%18.8%3.1%1.0%269.8K-3.2M-20.1K0.4679.49N/AN/A3061401,079383
2018-08-14$113.09$115.0021.5%5.2%15.3%13.1%18.3%3.3%0.3%281.3K-3.3M-20.2K0.4380.35N/AN/A3091341,080390
2018-08-15$113.69$115.0019.8%5.7%14.8%7.2%19.3%3.4%-0.6%283.1K-3.5M-20.6K0.4487.25N/AN/A3051341,082392
2018-08-16$114.36$115.0019.2%5.5%14.5%5.4%19.6%2.3%0.5%395.8K-4.1M-20.4K0.4989.00N/AN/A3391671,083392
2018-08-17$115.34$115.0018.1%5.2%14.6%1.6%18.2%2.6%0.5%519.6K-5.0M-21.3K0.4195.42N/AN/A3871581,116433
2018-08-20$115.89$115.0017.8%5.1%14.0%0.5%17.7%3.6%0.8%354.9K-4.8M-21.2K0.3293.49N/AN/A3291041,042333
2018-08-21$116.10$115.0017.8%5.1%14.0%0.7%17.6%3.3%1.1%377.1K-4.9M-21.1K0.4289.39N/AN/A2501041,056350
2018-08-22$115.07$115.0017.5%5.0%14.2%0.0%14.5%2.9%1.3%359.6K-4.4M-21.0K0.4291.52N/AN/A2451041,059350
2018-08-23$115.06$115.0017.8%5.1%14.2%0.8%16.9%2.9%-0.2%382.0K-4.4M-20.7K0.4486.79N/AN/A2381041,065350
2018-08-24$115.53$115.0017.1%4.9%13.0%0.0%16.4%4.2%1.4%376.2K-4.7M-20.8K0.4494.58N/AN/A2381041,066350
2018-08-27$115.60$115.0017.5%5.0%11.6%1.3%17.8%1.7%0.3%406.1K-4.7M-19.9K0.4790.78N/AN/A2191041,070350
2018-08-28$116.15$115.0017.6%5.0%11.2%1.7%18.5%2.9%0.1%400.4K-4.9M-19.6K0.4695.30N/AN/A2201011,073351
2018-08-29$116.51$115.0018.2%5.2%11.2%3.5%17.4%1.9%0.2%404.8K-5.2M-19.8K0.5598.73N/AN/A2171191,075351
2018-08-30$116.14$120.0018.1%5.2%11.2%3.4%17.5%0.9%0.6%375.6K-4.7M-19.4K0.55100.48N/AN/A2171191,076379
2018-08-31$116.73$120.0016.9%4.8%10.5%0.0%13.1%9.8%0.6%426.0K-5.1M-19.2K0.55104.32N/AN/A2161191,077379