COR Options History — February 2020 In February 2020, COR traded between $102.42 and $119.78. ATM implied volatility averaged 20.1%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 3.1% (HV 20d: 23.2%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.20.
Notable Days 2020-02-25 : Highest Volume — 388 contracts2020-02-27 : Largest IV spike — 79.9% change2020-02-28 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $113.22 $102.42 $119.78 $118.01 $102.42 Max Pain $114.21 $110.00 $115.00 $110.00 $115.00 ATM IV 20.1% 16.0% 38.8% 21.6% 38.8% Expected Move 5.8% 4.6% 11.1% 6.2% 11.1% HV 20d 23.2% 12.2% 34.2% 12.2% 34.2% HV 60d 18.4% 14.3% 23.6% 16.3% 23.6% IV Rank 34.9% 15.1% 100.0% 44.4% 100.0% IV Percentile 39.6% 4.8% 100.0% 73.4% 100.0% Term Structure -0.8% -10.7% 1.6% -1.8% -10.7% VWIV 21.0% 16.8% 30.6% 26.5% 29.8% Skew 25d 3.5% -5.2% 7.6% 2.0% 6.2% Skew 10d 9.2% -2.6% 25.6% -2.6% 18.0% Call IV 25d 19.6% 15.1% 37.4% 25.5% 37.4% Put IV 25d 23.1% 18.6% 43.5% 27.5% 43.5% Bid-Ask Spread % 95.10 86.62 105.35 96.41 93.51 Gamma HHI 0.34 0.18 0.54 0.37 0.18 Net GEX 201.8K -10.1K 561.3K 191.8K -10.1K Net DEX -497.4K -2.0M 1.1M -1.5M 1.1M Net VEX -7.4K -9.4K -5.5K -9.4K -6.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.00 5.57 0.14 5.57 Total Volume 55.684 0 388 0 46 Total OI 918.421 752 1,095 756 1,095
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 2020-02-03 $118.01 $110.00 21.6% 6.2% 12.2% 44.4% 0.0% 2.0% -1.8% 191.8K -1.5M -9.4K 0.00 96.41 N/A N/A 0 0 435 321 2020-02-04 $119.78 $110.00 20.9% 6.0% 12.9% 40.4% 26.5% 6.1% 0.8% 220.3K -2.0M -9.4K 0.14 98.82 N/A N/A 7 1 435 321 2020-02-05 $118.10 $110.00 21.6% 6.2% 14.0% 44.0% 21.6% -0.8% -2.0% 208.3K -1.5M -9.0K 0.00 101.44 N/A N/A 0 2 440 321 2020-02-06 $112.35 $115.00 20.4% 5.1% 23.4% 37.9% 18.9% -5.2% 1.2% 61.3K 50.6K -7.0K 0.23 93.81 N/A N/A 39 9 440 323 2020-02-07 $113.11 $115.00 16.0% 4.9% 23.5% 15.1% 18.8% 4.3% -0.4% 74.7K -71.5K -7.0K 0.33 86.62 N/A N/A 24 8 459 331 2020-02-10 $110.42 $115.00 18.9% 5.8% 23.9% 30.1% 20.8% 3.9% -0.1% 5.2K 481.8K -6.0K 3.94 89.81 N/A N/A 18 71 481 337 2020-02-11 $111.40 $115.00 20.3% 5.6% 24.1% 37.4% 17.9% 4.0% 0.8% 4.0K 466.1K -6.9K 0.04 91.29 N/A N/A 147 6 484 396 2020-02-12 $112.28 $115.00 19.5% 5.6% 24.1% 33.2% 17.6% 4.4% 0.2% 171.0K -117.5K -7.8K 0.00 90.40 N/A N/A 44 0 615 399 2020-02-13 $112.96 $115.00 17.3% 4.9% 23.6% 21.8% 0.0% 3.9% 0.4% 277.4K -396.8K -8.1K 0.12 88.95 N/A N/A 26 3 626 399 2020-02-14 $114.87 $115.00 16.9% 4.8% 23.7% 19.7% 19.0% 3.6% 0.3% 354.6K -1.1M -8.1K 2.80 96.85 N/A N/A 10 28 608 399 2020-02-18 $114.29 $115.00 16.9% 4.8% 23.7% 19.7% 16.8% 3.6% 0.4% 387.1K -787.8K -7.2K 0.08 94.16 N/A N/A 37 3 610 401 2020-02-19 $114.50 $115.00 16.2% 4.7% 23.7% 16.5% 23.5% 3.5% 0.6% 485.3K -951.1K -7.3K 0.03 96.27 N/A N/A 39 1 641 401 2020-02-20 $115.38 $115.00 16.7% 4.8% 23.9% 18.9% 16.8% 4.7% 0.8% 561.3K -1.4M -7.3K 0.32 99.52 N/A N/A 31 10 632 400 2020-02-21 $115.65 $115.00 16.4% 4.7% 23.9% 17.3% 18.6% 3.2% 1.6% 470.7K -1.5M -7.1K 0.57 94.46 N/A N/A 7 4 622 393 2020-02-24 $114.27 $115.00 16.1% 4.6% 24.2% 15.6% 16.9% 4.0% -1.3% 65.5K -332.9K -6.3K 0.00 105.35 N/A N/A 1 0 414 338 2020-02-25 $113.17 $115.00 18.9% 5.4% 24.3% 30.5% 18.0% 4.2% 0.6% 56.3K -79.8K -6.5K 0.17 93.36 N/A N/A 333 55 414 338 2020-02-26 $112.83 $115.00 17.6% 5.0% 24.0% 23.6% 24.9% 7.6% -1.0% 229.8K -637.2K -8.7K 5.50 96.27 N/A N/A 4 22 732 357 2020-02-27 $105.45 $115.00 31.7% 9.1% 33.3% 96.2% 30.6% 3.3% -5.5% 18.9K 844.2K -5.5K 0.57 99.49 N/A N/A 14 8 730 362 2020-02-28 $102.42 $115.00 38.8% 11.1% 34.2% 100.0% 29.8% 6.2% -10.7% -10.1K 1.1M -6.0K 5.57 93.51 N/A N/A 7 39 725 370
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