COR Options History — February 2019

In February 2019, COR traded between $96.99 and $105.90. ATM implied volatility averaged 20.4%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 2.8% (HV 20d: 17.6%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.83.

Notable Days

2019-02-21: Highest Volume — 175 contracts
2019-02-06: Largest IV drop — 21.8% change
2019-02-05: Highest IV Rank — 27.6%
2019-02-07: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$101.39	$96.99	$105.90	$98.63	$102.27
Max Pain	$95.00	$95.00	$95.00	$95.00	$95.00
ATM IV	20.4%	16.4%	28.0%	27.2%	16.6%
Expected Move	5.5%	4.7%	6.6%	5.8%	4.8%
HV 20d	17.6%	15.3%	20.6%	20.6%	20.4%
HV 60d	28.9%	28.5%	29.3%	28.6%	29.3%
IV Rank	9.3%	0.0%	27.6%	25.6%	0.5%
IV Percentile	25.0%	0.0%	79.0%	71.8%	0.4%
Term Structure	1.2%	-1.5%	7.7%	-0.4%	6.2%
VWIV	20.6%	16.7%	33.5%	21.0%	20.2%
Skew 25d	4.8%	-3.9%	18.5%	11.1%	2.1%
Skew 10d	6.4%	-11.6%	26.8%	22.0%	4.7%
Call IV 25d	18.1%	11.9%	28.1%	20.4%	18.3%
Put IV 25d	22.9%	19.1%	31.5%	31.5%	20.4%
Bid-Ask Spread %	93.77	83.81	103.74	98.93	88.45
Gamma HHI	0.38	0.24	0.61	0.36	0.33
Net GEX	152.2K	69.5K	255.2K	100.2K	148.9K
Net DEX	-1.8M	-2.7M	-682.9K	-1.2M	-1.5M
Net VEX	-6.7K	-8.2K	-5.3K	-5.6K	-7.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.00	4.23	0.05	0.38
Total Volume	77.053	3	175	111	51
Total OI	687.474	591	813	591	665

Daily Data (19 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
2019-02-01	$98.63	$95.00	27.2%	5.8%	20.6%	25.6%	21.0%	11.1%	-0.4%	100.2K	-1.2M	-5.6K	0.05	98.93	N/A	N/A	106	5	352	239
2019-02-04	$98.78	$95.00	26.4%	6.0%	18.3%	23.7%	0.0%	5.2%	1.5%	125.7K	-1.2M	-5.3K	3.33	87.26	N/A	N/A	6	20	354	239
2019-02-05	$98.89	$95.00	28.0%	6.0%	18.1%	27.6%	0.0%	3.9%	2.0%	119.4K	-1.2M	-5.5K	1.67	83.81	N/A	N/A	15	25	360	258
2019-02-06	$97.64	$95.00	21.9%	6.3%	18.2%	12.7%	0.0%	2.9%	-1.5%	108.6K	-1.1M	-5.6K	4.23	95.26	N/A	N/A	13	55	363	260
2019-02-07	$96.99	$95.00	22.9%	6.6%	15.3%	15.0%	0.0%	-3.9%	-0.9%	69.5K	-682.9K	-5.3K	4.23	103.74	N/A	N/A	13	55	376	315
2019-02-08	$99.77	$95.00	18.1%	5.2%	16.0%	3.4%	18.5%	4.8%	1.0%	170.5K	-1.4M	-5.3K	0.74	96.91	N/A	N/A	74	55	376	315
2019-02-11	$99.72	$95.00	19.2%	5.5%	15.9%	6.2%	0.0%	2.7%	1.7%	179.8K	-1.9M	-6.9K	0.01	102.27	N/A	N/A	72	1	445	315
2019-02-12	$99.53	$95.00	20.6%	5.9%	16.0%	9.6%	33.5%	3.5%	-1.0%	248.6K	-1.9M	-6.8K	0.01	94.13	N/A	N/A	75	1	498	314
2019-02-13	$100.08	$95.00	20.0%	5.7%	15.9%	8.0%	21.1%	2.2%	1.0%	255.2K	-2.1M	-7.3K	0.03	97.29	N/A	N/A	92	3	499	314
2019-02-14	$102.02	$95.00	18.1%	5.2%	16.5%	3.4%	19.6%	1.8%	7.7%	188.3K	-2.6M	-7.2K	0.06	101.74	N/A	N/A	136	8	495	314
2019-02-15	$102.74	$95.00	16.4%	4.7%	16.5%	0.0%	17.3%	4.5%	2.2%	128.5K	-2.7M	-7.1K	0.07	98.35	N/A	N/A	110	8	471	312
2019-02-19	$104.86	$95.00	18.7%	5.4%	17.3%	5.6%	19.3%	7.8%	1.1%	130.3K	-2.1M	-6.8K	0.12	90.95	N/A	N/A	26	3	381	235
2019-02-20	$105.90	$95.00	18.6%	5.3%	15.6%	5.4%	19.8%	18.5%	0.1%	136.4K	-2.4M	-6.9K	0.16	97.46	N/A	N/A	31	5	392	237
2019-02-21	$104.35	$95.00	18.2%	5.2%	17.4%	4.5%	18.6%	8.8%	1.1%	148.0K	-2.1M	-7.1K	0.10	91.31	N/A	N/A	159	16	399	237
2019-02-22	$105.22	$95.00	16.6%	4.8%	17.4%	0.6%	16.7%	6.6%	2.0%	156.8K	-2.2M	-8.0K	0.15	86.40	N/A	N/A	150	22	426	248
2019-02-25	$104.66	$95.00	19.5%	5.6%	17.8%	7.5%	0.0%	4.4%	-0.9%	158.9K	-2.1M	-8.2K	0.00	87.38	N/A	N/A	3	0	431	254
2019-02-26	$101.78	$95.00	21.0%	6.0%	20.4%	11.2%	21.0%	3.5%	1.4%	152.1K	-1.6M	-7.9K	0.25	89.19	N/A	N/A	4	1	432	254
2019-02-27	$102.55	$95.00	19.0%	5.4%	20.5%	6.4%	21.3%	0.8%	-1.0%	165.4K	-1.7M	-7.8K	0.22	90.75	N/A	N/A	37	8	432	255
2019-02-28	$102.27	$95.00	16.6%	4.8%	20.4%	0.5%	20.2%	2.1%	6.2%	148.9K	-1.5M	-7.4K	0.38	88.45	N/A	N/A	37	14	409	256