COR Options History — June 2019

In June 2019, COR traded between $112.11 and $119.58. ATM implied volatility averaged 19.5%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 1.3% (HV 20d: 20.8%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.47.

Notable Days

  • 2019-06-27: Highest Volume — 348 contracts
  • 2019-06-25: Largest IV spike — 30.7% change
  • 2019-06-03: Highest IV Rank — 23.2%
  • 2019-06-03: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.62$112.11$119.58$113.85$114.81
Max Pain$105.50$105.00$110.00$105.00$110.00
ATM IV19.5%14.0%25.9%25.9%18.2%
Expected Move5.5%4.0%7.4%7.4%5.2%
HV 20d20.8%17.8%22.3%17.8%22.3%
HV 60d16.6%15.3%17.4%15.3%17.3%
IV Rank9.0%0.0%23.2%23.2%9.6%
IV Percentile31.1%0.0%69.8%69.8%19.0%
Term Structure1.5%-5.3%8.9%-5.3%3.0%
VWIV19.8%12.9%24.7%12.9%24.7%
Skew 25d5.4%-1.2%10.9%8.5%3.7%
Skew 10d10.0%5.2%15.1%11.6%6.7%
Call IV 25d17.3%13.1%23.7%19.3%16.4%
Put IV 25d22.7%19.5%29.1%27.9%20.1%
Bid-Ask Spread %96.2883.68111.26101.1996.43
Gamma HHI0.360.300.460.350.36
Net GEX320.0K211.3K509.6K282.1K228.3K
Net DEX-3.4M-5.9M-1.4M-3.3M-1.6M
Net VEX-12.3K-14.5K-9.9K-12.4K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.025.000.020.31
Total Volume127.71034858345
Total OI1,002.68801,176925924

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$113.85$105.0025.9%7.4%17.8%23.2%0.0%8.5%-5.3%282.1K-3.3M-12.4K0.02101.19N/AN/A571733192
2019-06-04$112.11$105.0021.6%6.2%18.5%12.8%12.9%10.9%8.9%213.5K-2.4M-11.2K0.08102.65N/AN/A655688192
2019-06-05$115.73$105.0023.4%6.7%21.3%17.2%20.8%6.6%-0.8%272.1K-3.0M-11.0K0.07101.47N/AN/A695688196
2019-06-06$115.04$105.0022.1%5.7%21.2%14.1%19.4%4.9%0.7%285.7K-2.9M-11.1K0.1585.12N/AN/A7311688196
2019-06-07$115.49$105.0021.3%6.3%21.2%12.0%22.9%6.6%-2.6%281.9K-3.1M-11.2K0.1491.62N/AN/A7611688198
2019-06-10$115.04$105.0022.4%5.9%21.2%14.6%0.0%4.4%-0.4%282.5K-2.7M-10.2K5.0083.68N/AN/A210694197
2019-06-11$114.51$105.0021.9%5.4%21.2%13.6%19.0%-1.2%1.3%255.2K-2.7M-10.4K0.6390.46N/AN/A1610696207
2019-06-12$115.45$105.0016.4%4.7%21.0%0.2%20.7%4.4%2.9%295.9K-3.0M-9.9K0.4289.01N/AN/A16067712207
2019-06-13$114.87$105.0017.9%5.1%20.8%3.8%21.6%4.6%2.6%338.6K-3.4M-13.4K0.4296.90N/AN/A16167843264
2019-06-14$115.11$105.0016.8%4.8%20.7%1.1%20.4%5.5%3.5%317.3K-3.3M-13.5K0.3391.03N/AN/A21269843264
2019-06-17$116.42$105.0018.8%5.4%21.0%6.0%18.7%3.1%1.9%434.1K-4.3M-13.9K0.1196.23N/AN/A91895266
2019-06-18$116.24$105.0018.0%5.2%20.3%4.1%18.1%4.4%2.5%401.3K-4.0M-13.4K0.2192.80N/AN/A245890266
2019-06-19$117.62$105.0021.1%6.1%19.5%11.6%24.4%7.8%-3.4%457.1K-4.9M-14.5K0.21111.26N/AN/A194891265
2019-06-20$119.58$105.0018.1%5.2%20.3%4.3%17.5%3.6%2.0%509.6K-5.9M-14.0K0.34100.50N/AN/A4716892265
2019-06-21$117.31$105.0017.9%5.1%21.0%3.8%15.8%5.1%3.0%336.1K-4.5M-13.7K0.1894.54N/AN/A11621900276
2019-06-24$117.69$105.0014.0%4.0%20.9%0.0%16.0%5.0%3.9%327.7K-4.1M-12.7K0.1997.17N/AN/A163742246
2019-06-25$117.12$105.0018.3%5.2%20.4%9.8%17.4%5.4%3.4%331.7K-4.2M-12.6K0.04101.72N/AN/A833748249
2019-06-26$114.17$105.0017.4%5.0%22.3%7.9%23.4%6.9%3.1%339.0K-2.9M-11.7K0.30101.77N/AN/A26681778249
2019-06-27$114.24$110.0018.4%5.3%22.3%10.1%22.9%7.0%0.7%211.3K-1.4M-12.2K0.31100.08N/AN/A26682597327
2019-06-28$114.81$110.0018.2%5.2%22.3%9.6%24.7%3.7%3.0%228.3K-1.6M-12.1K0.3196.43N/AN/A26382597327