COR Options History — January 2019

In January 2019, COR traded between $84.19 and $98.60. ATM implied volatility averaged 27.8%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 5.9% (HV 20d: 33.7%). Max pain ranged from $85.00 to $105.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2019-01-29: Highest Volume — 128 contracts
  • 2019-01-28: Largest IV spike — 16.8% change
  • 2019-01-03: Highest IV Rank — 40.3%
  • 2019-01-03: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.19$84.19$98.60$84.19$98.60
Max Pain$86.43$85.00$105.00$105.00$95.00
ATM IV27.8%24.9%33.2%31.7%25.1%
Expected Move7.9%6.4%9.4%9.1%6.4%
HV 20d33.7%20.4%41.8%38.2%20.4%
HV 60d33.3%28.6%35.6%34.5%28.7%
IV Rank27.0%20.0%40.3%36.6%20.4%
IV Percentile72.0%50.8%93.7%90.1%52.0%
Term Structure-1.6%-5.4%1.0%1.0%0.9%
VWIV27.2%22.4%37.1%37.1%22.9%
Skew 25d5.4%-0.0%15.8%5.9%2.8%
Skew 10d14.3%0.8%34.9%21.4%6.7%
Call IV 25d27.1%22.1%37.7%31.9%22.1%
Put IV 25d32.4%24.8%43.8%37.8%24.8%
Bid-Ask Spread %93.6283.27116.5193.1791.05
Gamma HHI0.190.100.400.110.40
Net GEX32.0K-10.5K115.5K-10.5K115.5K
Net DEX196.9K-1.2M4.0M4.0M-1.2M
Net VEX-4.2K-5.7K-3.4K-4.1K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.022.480.780.05
Total Volume58.714412841111
Total OI811.194071,2831,283589

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$84.19$105.0031.7%9.1%38.2%36.6%37.1%5.9%1.0%-10.5K4.0M-4.1K0.7893.17N/AN/A2318600683
2019-01-03$84.74$85.0033.2%9.4%38.2%40.3%30.5%13.3%-3.8%-10.3K2.0M-4.0K0.9186.85N/AN/A2321601454
2019-01-04$87.60$85.0028.2%8.3%40.7%28.0%29.7%5.1%0.6%-4.6K1.9M-4.5K2.4883.27N/AN/A2562601457
2019-01-07$88.90$85.0029.3%8.2%39.7%30.8%0.0%-0.0%-0.8%-4.5K417.5K-4.2K0.00101.66N/AN/A04601342
2019-01-08$90.77$85.0028.4%8.5%40.4%28.4%28.4%4.1%-0.8%12.9K121.8K-4.0K1.0090.59N/AN/A77601345
2019-01-09$88.53$85.0029.7%8.5%41.0%31.8%29.6%7.5%-0.1%-2.5K409.4K-4.2K1.7594.48N/AN/A814608346
2019-01-10$90.69$85.0029.4%8.4%41.3%30.9%28.0%5.9%-1.1%5.8K272.0K-4.3K1.8887.08N/AN/A815606354
2019-01-11$91.77$85.0028.4%8.2%41.7%28.6%25.9%7.6%-1.2%12.6K123.0K-4.0K1.6789.23N/AN/A915606354
2019-01-14$92.38$85.0028.8%8.2%41.8%29.4%28.8%5.1%-0.7%19.9K35.1K-4.1K0.0892.03N/AN/A121607354
2019-01-15$93.22$85.0028.5%8.2%41.8%28.8%24.7%2.1%-4.5%30.6K-111.6K-3.6K0.1993.61N/AN/A265616354
2019-01-16$92.80$85.0025.8%7.4%35.9%22.1%25.4%3.8%-0.5%28.7K-57.4K-3.7K0.1790.08N/AN/A305625357
2019-01-17$93.19$85.0024.9%7.1%34.7%20.0%22.4%4.1%-1.1%41.0K-147.6K-3.4K0.1192.17N/AN/A445625356
2019-01-18$94.25$85.0025.0%7.2%33.6%20.1%24.1%4.8%0.3%27.6K-93.5K-3.6K0.2096.88N/AN/A459635356
2019-01-22$92.86$85.0027.6%7.9%28.2%26.5%27.7%3.6%-2.8%22.8K-164.2K-3.6K0.1391.05N/AN/A395185222
2019-01-23$93.51$85.0026.7%7.6%27.8%24.3%26.4%3.8%-2.0%36.4K-278.1K-3.8K0.1288.31N/AN/A668207227
2019-01-24$93.93$85.0026.3%7.5%24.7%23.3%25.9%3.8%-2.1%44.0K-318.8K-4.0K0.0693.59N/AN/A785235230
2019-01-25$94.11$85.0025.1%7.2%24.2%20.6%25.6%2.8%-0.8%50.0K-386.7K-3.9K0.0595.61N/AN/A985241232
2019-01-28$96.02$85.0029.4%8.4%24.7%30.8%26.5%4.3%-5.4%54.0K-534.4K-4.4K0.0297.02N/AN/A1213238232
2019-01-29$96.56$85.0026.3%7.5%24.7%23.3%22.7%15.8%-4.4%100.3K-849.4K-5.1K0.03101.79N/AN/A1244331235
2019-01-30$97.46$85.0026.1%7.5%24.7%22.9%32.3%6.3%-4.6%101.6K-995.5K-5.7K0.04116.51N/AN/A1205349238
2019-01-31$98.60$95.0025.1%6.4%20.4%20.4%22.9%2.8%0.9%115.5K-1.2M-5.4K0.0591.05N/AN/A1065350239