COR Options History — December 2018

In December 2018, COR traded between $83.33 and $99.22. ATM implied volatility averaged 29.5%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 0.3% (HV 20d: 29.2%). Max pain ranged from $90.00 to $110.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.95.

Notable Days

2018-12-21: Highest Volume — 123 contracts
2018-12-11: Largest IV drop — 14.9% change
2018-12-24: Highest IV Rank — 44.8%
2018-12-24: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.60	$83.33	$99.22	$98.63	$86.90
Max Pain	$106.75	$90.00	$110.00	$90.00	$105.00
ATM IV	29.5%	23.7%	35.1%	26.3%	33.7%
Expected Move	8.2%	6.8%	10.1%	7.5%	9.6%
HV 20d	29.2%	18.6%	38.8%	18.6%	38.2%
HV 60d	32.8%	31.6%	34.3%	31.6%	34.0%
IV Rank	31.2%	17.0%	44.8%	23.3%	41.3%
IV Percentile	82.5%	54.0%	96.8%	68.3%	95.2%
Term Structure	-0.9%	-5.8%	1.7%	-5.8%	-0.9%
VWIV	29.7%	24.2%	35.5%	27.2%	33.2%
Skew 25d	5.6%	1.8%	10.6%	1.8%	7.1%
Skew 10d	10.9%	-3.4%	19.7%	-2.1%	4.6%
Call IV 25d	26.9%	19.6%	33.8%	25.7%	29.5%
Put IV 25d	32.5%	27.5%	40.4%	27.5%	36.6%
Bid-Ask Spread %	91.35	82.97	100.83	100.83	94.18
Gamma HHI	0.25	0.10	0.36	0.36	0.10
Net GEX	-44.0K	-72.7K	-11.2K	-69.3K	-13.1K
Net DEX	3.9M	3.0M	4.8M	3.1M	3.9M
Net VEX	-6.5K	-9.1K	-3.7K	-9.0K	-4.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.12	3.00	3.00	0.18
Total Volume	41.1	4	123	4	26
Total OI	1,324.25	1,257	1,419	1,278	1,257

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
2018-12-03	$98.63	$90.00	26.3%	7.5%	18.6%	23.3%	0.0%	1.8%	-5.8%	-69.3K	3.1M	-9.0K	3.00	100.83	N/A	N/A	1	3	568	710
2018-12-04	$96.47	$90.00	27.2%	7.8%	20.0%	25.5%	27.2%	3.8%	-2.6%	-56.8K	3.3M	-8.3K	0.58	93.74	N/A	N/A	12	7	569	707
2018-12-05	$96.27	$90.00	28.0%	8.0%	19.8%	27.6%	27.8%	4.2%	-3.1%	-57.0K	3.4M	-7.9K	0.58	93.76	N/A	N/A	12	7	569	707
2018-12-06	$98.82	$110.00	26.8%	6.9%	21.8%	24.5%	0.0%	6.4%	1.2%	-70.0K	3.1M	-8.4K	0.00	89.82	N/A	N/A	0	26	570	707
2018-12-07	$96.93	$110.00	30.1%	7.6%	22.9%	32.7%	24.2%	4.7%	-0.3%	-64.6K	3.3M	-9.1K	2.82	95.38	N/A	N/A	17	48	570	732
2018-12-10	$97.13	$110.00	32.8%	7.9%	22.4%	39.2%	27.5%	10.6%	-2.6%	-61.8K	3.4M	-8.2K	1.00	96.97	N/A	N/A	4	4	575	750
2018-12-11	$99.22	$110.00	27.9%	7.1%	23.5%	27.3%	28.0%	5.5%	1.3%	-72.7K	3.0M	-8.9K	1.00	88.18	N/A	N/A	4	4	578	754
2018-12-12	$98.40	$110.00	25.0%	7.2%	23.7%	20.2%	26.2%	4.9%	0.6%	-58.7K	3.3M	-8.3K	0.54	90.20	N/A	N/A	13	7	578	754
2018-12-13	$97.75	$110.00	23.7%	6.8%	23.0%	17.0%	25.2%	5.8%	1.7%	-59.9K	3.4M	-8.0K	0.22	88.00	N/A	N/A	18	4	581	756
2018-12-14	$96.59	$110.00	26.1%	7.5%	23.5%	23.0%	25.6%	5.1%	0.4%	-50.3K	3.7M	-7.2K	0.12	82.97	N/A	N/A	25	3	586	759
2018-12-17	$91.01	$110.00	28.1%	8.0%	31.8%	27.7%	34.0%	4.0%	-0.9%	-34.6K	4.3M	-5.9K	0.00	87.07	N/A	N/A	0	4	597	758
2018-12-18	$93.47	$110.00	26.1%	7.5%	33.0%	22.8%	27.7%	5.9%	0.8%	-47.9K	4.3M	-5.6K	0.29	87.69	N/A	N/A	21	6	597	761
2018-12-19	$91.15	$110.00	28.3%	8.1%	33.6%	28.4%	28.8%	4.8%	-0.2%	-30.5K	4.4M	-5.1K	2.00	95.00	N/A	N/A	23	46	607	761
2018-12-20	$86.66	$110.00	31.7%	9.1%	37.6%	36.4%	31.8%	5.1%	0.7%	-44.6K	4.7M	-5.1K	1.05	88.47	N/A	N/A	56	59	607	801
2018-12-21	$85.85	$110.00	30.9%	8.9%	37.6%	34.5%	33.0%	5.9%	-1.1%	-19.9K	4.8M	-4.3K	1.37	90.10	N/A	N/A	52	71	618	801
2018-12-24	$83.33	$110.00	35.1%	10.1%	37.7%	44.8%	33.6%	6.1%	-0.4%	-24.0K	4.6M	-3.9K	1.27	93.62	N/A	N/A	44	56	550	745
2018-12-26	$85.01	$110.00	34.5%	9.9%	38.8%	43.4%	35.5%	7.5%	-3.2%	-18.2K	4.7M	-3.7K	0.29	88.27	N/A	N/A	31	9	553	746
2018-12-27	$85.84	$110.00	34.4%	9.9%	38.0%	43.1%	35.5%	7.0%	-1.1%	-15.8K	4.6M	-4.4K	0.40	89.46	N/A	N/A	35	14	573	746
2018-12-28	$86.63	$110.00	33.6%	9.6%	38.2%	41.1%	33.2%	6.6%	-3.4%	-11.2K	4.5M	-4.6K	0.43	93.40	N/A	N/A	35	15	578	749
2018-12-31	$86.90	$105.00	33.7%	9.6%	38.2%	41.3%	0.0%	7.1%	-0.9%	-13.1K	3.9M	-4.5K	0.18	94.18	N/A	N/A	22	4	578	679