COR Options History — April 2019

In April 2019, COR traded between $107.58 and $110.70. ATM implied volatility averaged 19.4%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 5.8% (HV 20d: 13.6%). Max pain ranged from $95.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2019-04-26: Highest Volume — 86 contracts
  • 2019-04-10: Largest IV spike — 34.8% change
  • 2019-04-22: Highest IV Rank — 14.3%
  • 2019-04-22: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.30$107.58$110.70$107.58$109.53
Max Pain$108.10$95.00$110.00$95.00$105.00
ATM IV19.4%16.3%22.2%17.8%17.1%
Expected Move5.7%4.8%6.4%5.3%4.9%
HV 20d13.6%11.3%15.9%14.2%11.6%
HV 60d16.5%15.8%19.0%19.0%15.9%
IV Rank7.4%0.0%14.3%3.6%1.8%
IV Percentile27.4%0.0%57.5%7.1%4.4%
Term Structure-1.3%-3.8%1.3%-0.1%0.2%
VWIV20.5%16.8%23.0%18.6%19.0%
Skew 25d2.7%-1.2%5.6%1.5%4.0%
Skew 10d6.2%-7.9%21.0%8.1%4.4%
Call IV 25d19.9%15.6%24.6%18.0%15.6%
Put IV 25d22.5%18.6%28.9%19.5%19.7%
Bid-Ask Spread %95.5082.72108.7389.3690.50
Gamma HHI0.410.340.540.410.35
Net GEX161.2K76.7K220.7K185.7K124.0K
Net DEX-2.2M-2.9M-1.3M-2.0M-1.7M
Net VEX-6.3K-7.1K-5.5K-7.1K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.002.801.432.50
Total Volume36.2864861714
Total OI654.476413771720499

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$107.58$95.0017.8%5.3%14.2%3.6%18.6%1.5%-0.1%185.7K-2.0M-7.1K1.4389.36N/AN/A710393327
2019-04-02$108.56$110.0018.7%5.6%14.3%5.6%20.6%2.7%1.3%184.2K-2.3M-6.9K1.5594.35N/AN/A2031395334
2019-04-03$109.32$110.0017.2%5.6%13.8%2.0%20.0%0.6%-0.7%183.5K-2.4M-6.8K0.8995.47N/AN/A3531393337
2019-04-04$108.88$110.0019.7%5.2%13.8%8.0%19.7%4.1%1.2%183.1K-2.4M-7.1K0.7999.52N/AN/A3427405337
2019-04-05$110.10$110.0020.9%5.5%14.0%10.9%19.5%3.4%-3.2%203.2K-2.6M-6.4K1.0889.79N/AN/A2527403337
2019-04-08$109.04$110.0017.0%5.9%14.6%1.6%20.5%3.2%-2.1%210.5K-2.5M-6.6K0.0085.66N/AN/A120411337
2019-04-09$109.44$110.0016.3%5.9%14.6%0.0%20.4%3.2%-0.9%217.5K-2.6M-6.6K0.0086.56N/AN/A140413337
2019-04-10$109.94$110.0022.0%6.3%14.6%13.7%23.0%2.5%-0.9%192.1K-2.8M-6.6K0.33102.74N/AN/A217415337
2019-04-11$109.94$105.0020.3%5.8%14.5%9.6%21.3%2.3%-0.8%220.7K-2.8M-6.4K0.3592.05N/AN/A238419344
2019-04-12$110.58$105.0020.5%5.9%14.6%10.2%21.5%-1.1%-2.9%205.7K-2.9M-6.3K0.32106.52N/AN/A258417343
2019-04-15$109.76$105.0021.5%6.2%14.9%12.6%21.1%2.4%-2.9%195.4K-2.7M-6.2K0.0092.18N/AN/A50423343
2019-04-16$108.35$110.0017.0%4.9%15.9%1.8%22.2%4.3%-0.9%200.2K-2.3M-6.3K2.80100.91N/AN/A514426345
2019-04-17$108.43$110.0021.5%6.2%15.4%12.6%22.9%4.5%-3.8%216.7K-2.3M-6.2K1.7597.53N/AN/A814426343
2019-04-18$109.12$110.0020.8%6.0%13.5%10.9%21.5%2.2%-1.8%83.3K-2.2M-5.8K1.0897.42N/AN/A1213423343
2019-04-22$108.73$110.0022.2%6.4%12.0%14.3%21.6%4.2%-3.2%76.7K-1.3M-5.5K0.2895.19N/AN/A298254159
2019-04-23$108.34$110.0021.9%6.3%11.3%13.5%21.9%5.6%-2.9%78.3K-1.3M-5.9K0.41101.16N/AN/A2912269167
2019-04-24$109.62$110.0021.6%6.2%11.7%12.9%21.1%3.0%-1.8%82.3K-1.4M-5.9K0.21100.82N/AN/A5712269171
2019-04-25$110.70$110.0018.0%5.2%11.5%4.1%19.5%-1.2%-1.1%116.0K-1.8M-6.2K0.42108.73N/AN/A5322304171
2019-04-26$109.72$110.0018.4%5.3%11.9%4.9%17.3%1.7%-0.2%111.1K-1.6M-6.0K0.4896.37N/AN/A5828298181
2019-04-29$109.59$105.0016.8%4.8%11.8%1.2%16.8%3.4%0.9%115.5K-1.7M-5.9K0.0082.72N/AN/A40312184
2019-04-30$109.53$105.0017.1%4.9%11.6%1.8%19.0%4.0%0.2%124.0K-1.7M-5.8K2.5090.50N/AN/A410315184