COR Options History — May 2019

In May 2019, COR traded between $111.40 and $119.56. ATM implied volatility averaged 20.5%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.7% (HV 20d: 14.9%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-05-24: Highest Volume — 286 contracts
  • 2019-05-06: Largest IV spike — 42.2% change
  • 2019-05-14: Highest IV Rank — 31.4%
  • 2019-05-28: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.21$111.40$119.56$111.56$116.94
Max Pain$105.68$105.00$110.00$110.00$105.00
ATM IV20.5%16.3%29.3%19.2%20.1%
Expected Move5.5%4.6%6.5%5.5%5.8%
HV 20d14.9%12.8%16.9%12.9%16.0%
HV 60d15.1%14.0%16.3%16.2%14.2%
IV Rank10.2%0.0%31.4%7.1%9.1%
IV Percentile36.4%0.0%88.5%28.2%39.3%
Term Structure-0.2%-4.3%2.6%-2.4%-0.1%
VWIV18.4%15.5%23.0%18.4%15.5%
Skew 25d4.2%1.2%11.2%5.9%7.2%
Skew 10d7.6%1.0%15.2%1.0%13.8%
Call IV 25d17.2%12.4%19.7%12.4%14.3%
Put IV 25d21.4%18.3%26.2%18.3%21.6%
Bid-Ask Spread %94.3078.52108.0894.3197.70
Gamma HHI0.310.250.410.310.41
Net GEX173.1K107.3K346.2K125.4K340.9K
Net DEX-2.9M-4.3M-1.9M-2.1M-4.0M
Net VEX-8.3K-13.2K-5.6K-5.6K-12.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.002.222.220.54
Total Volume107.27312862983
Total OI635.273501938507918

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$111.56$110.0019.2%5.5%12.9%7.1%18.4%5.9%-2.4%125.4K-2.1M-5.6K2.2294.31N/AN/A920317190
2019-05-02$111.40$110.0020.1%5.8%12.8%9.3%19.5%4.3%-1.2%110.6K-1.9M-6.0K0.3279.46N/AN/A6822313188
2019-05-03$113.63$110.0017.8%5.1%14.2%3.6%18.0%3.2%0.8%131.6K-2.3M-6.1K0.3278.52N/AN/A6922343190
2019-05-06$112.98$105.0025.3%5.4%14.1%21.7%0.0%1.2%0.5%122.3K-2.2M-6.1K0.0987.43N/AN/A12011344187
2019-05-07$111.81$105.0023.7%6.4%14.2%17.8%0.0%4.2%-0.3%127.7K-2.1M-7.8K0.0987.35N/AN/A12011379198
2019-05-08$113.01$105.0018.2%5.6%14.5%4.7%0.0%4.3%-0.3%147.0K-2.4M-7.4K0.0885.30N/AN/A13111379198
2019-05-09$113.01$105.0020.5%5.6%14.5%10.2%0.0%3.5%-0.2%142.9K-2.3M-7.6K0.0891.57N/AN/A14111384198
2019-05-10$113.76$105.0024.6%4.6%14.6%20.1%0.0%4.9%2.6%140.0K-2.5M-7.8K0.0099.05N/AN/A020391198
2019-05-13$113.25$105.0026.0%5.8%14.7%23.5%0.0%2.1%-0.1%150.8K-2.5M-7.4K0.0095.86N/AN/A10391198
2019-05-14$114.63$105.0029.3%5.4%14.8%31.4%19.6%2.7%-0.3%157.7K-2.8M-7.3K0.3089.99N/AN/A17954392208
2019-05-15$115.69$105.0018.8%5.4%13.9%6.0%0.0%2.8%-0.4%146.1K-2.9M-6.9K0.6793.93N/AN/A32390208
2019-05-16$116.21$105.0018.1%5.2%13.8%4.4%16.5%3.6%0.2%153.3K-3.0M-6.7K0.1595.06N/AN/A132390210
2019-05-17$117.07$105.0019.4%5.5%13.9%7.3%17.9%3.5%0.6%107.3K-3.0M-6.9K0.0794.59N/AN/A302390210
2019-05-20$115.44$105.0018.4%5.3%15.0%4.9%17.8%1.9%0.0%113.3K-2.4M-7.1K0.0395.47N/AN/A311355159
2019-05-21$117.79$105.0020.6%5.9%16.0%10.3%19.6%3.8%-4.3%115.7K-2.7M-7.4K0.0195.84N/AN/A731368159
2019-05-22$118.15$105.0016.3%4.7%15.7%0.0%23.0%8.9%-0.3%125.9K-3.1M-8.4K0.09108.08N/AN/A878411159
2019-05-23$119.56$105.0017.1%4.9%15.9%1.8%17.4%2.8%0.3%150.9K-3.8M-9.0K0.04100.92N/AN/A27510469166
2019-05-24$118.58$105.0016.6%4.8%15.8%0.7%17.6%4.3%-0.8%269.2K-4.3M-11.4K0.04101.32N/AN/A27511611169
2019-05-28$117.01$105.0022.7%6.5%16.9%15.5%0.0%11.2%0.1%252.9K-4.0M-10.9K0.15104.71N/AN/A14923613168
2019-05-29$116.74$105.0020.4%5.8%16.9%9.9%0.0%3.7%0.4%329.7K-4.0M-13.2K0.1398.27N/AN/A17223740189
2019-05-30$116.36$105.0018.7%5.4%16.1%5.8%0.0%3.5%1.3%346.2K-3.6M-13.2K0.5799.78N/AN/A4224749189
2019-05-31$116.94$105.0020.1%5.8%16.0%9.1%15.5%7.2%-0.1%340.9K-4.0M-12.6K0.5497.70N/AN/A5429730188