COR Options History — October 2020

In October 2020, COR traded between $118.97 and $129.18. ATM implied volatility averaged 28.5%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 7.5% (HV 20d: 21.0%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.76.

Notable Days

  • 2020-10-19: Highest Volume — 226 contracts
  • 2020-10-13: Largest IV spike — 75.5% change
  • 2020-10-28: Highest IV Rank — 46.1%
  • 2020-10-28: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$124.43$118.97$129.18$119.29$118.97
Max Pain$119.09$115.00$125.00$115.00$125.00
ATM IV28.5%16.5%39.3%25.4%36.9%
Expected Move8.4%5.6%11.3%7.3%10.6%
HV 20d21.0%18.4%24.6%24.6%18.4%
HV 60d20.7%20.2%21.1%20.3%21.0%
IV Rank27.2%6.1%46.1%21.7%42.0%
IV Percentile55.4%5.6%86.5%44.8%84.1%
Term Structure-1.1%-5.7%4.8%3.9%-5.7%
VWIV29.6%18.1%42.0%20.7%42.0%
Skew 25d6.1%-5.7%15.1%8.8%2.2%
Skew 10d16.5%-5.1%57.2%-1.7%18.9%
Call IV 25d24.8%16.7%37.8%21.8%37.8%
Put IV 25d30.9%21.1%43.3%30.6%40.0%
Bid-Ask Spread %103.5794.23110.19103.78106.39
Gamma HHI0.450.380.530.390.43
Net GEX541.6K179.6K1.1M319.4K179.6K
Net DEX-4.8M-10.1M-433.7K-3.0M-433.7K
Net VEX-15.0K-17.9K-12.3K-15.8K-12.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.760.0014.072.401.00
Total Volume38.51226172
Total OI1,765.4099642,3522,3401,064

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$119.29$115.0025.4%7.3%24.6%21.7%20.7%8.8%3.9%319.4K-3.0M-15.8K2.40103.78N/AN/A5121,373967
2020-10-02$122.51$115.0019.6%5.6%23.1%11.5%23.7%11.2%4.4%482.8K-4.9M-17.9K0.50102.49N/AN/A1471,375977
2020-10-05$124.47$115.0029.4%9.1%22.9%28.8%30.6%8.9%-1.9%612.7K-5.4M-16.4K0.0394.23N/AN/A12241,327974
2020-10-06$125.35$115.0029.5%8.6%22.7%28.9%26.6%7.7%-0.6%750.4K-6.5M-17.8K0.2495.89N/AN/A2971,344971
2020-10-07$125.31$115.0022.1%8.7%22.7%15.9%0.0%10.9%-1.8%848.3K-6.6M-16.8K0.1399.24N/AN/A811,350965
2020-10-08$127.65$115.0023.1%7.8%21.9%17.6%34.2%6.7%2.1%1.0M-8.3M-16.4K0.52105.05N/AN/A23121,353966
2020-10-09$126.70$115.0023.2%6.9%22.3%17.8%34.6%1.9%4.8%868.7K-8.0M-16.7K0.06106.64N/AN/A3621,343967
2020-10-12$129.18$115.0016.5%7.7%22.9%6.1%28.7%9.0%-2.7%1.1M-10.1M-14.5K0.10105.51N/AN/A1011,347968
2020-10-13$128.03$115.0029.0%6.4%22.7%28.0%19.9%-4.6%3.8%1.0M-8.9M-14.6K0.05102.96N/AN/A2011,348968
2020-10-14$127.46$115.0031.9%9.1%21.5%33.1%31.3%10.4%-3.9%1.1M-8.3M-14.2K0.8699.78N/AN/A761,341967
2020-10-15$127.35$115.0028.8%8.3%20.5%27.7%30.8%4.8%1.2%1.1M-8.2M-14.0K0.00106.42N/AN/A901,339972
2020-10-16$126.93$115.0032.3%9.3%20.0%33.8%32.0%13.5%-4.4%292.1K-8.2M-12.7K0.03107.09N/AN/A9031,339973
2020-10-19$125.26$115.0030.6%8.8%20.4%30.9%32.2%1.7%-2.6%331.4K-4.2M-13.3K14.07102.45N/AN/A15211750214
2020-10-20$125.19$125.0028.1%8.1%20.3%26.5%25.0%4.4%-1.6%244.3K-2.7M-16.1K0.00102.00N/AN/A110764426
2020-10-21$123.83$125.0027.5%7.9%18.7%25.4%0.0%-2.8%-2.0%239.6K-2.2M-15.8K13.60106.17N/AN/A10136761426
2020-10-22$123.78$125.0029.1%8.4%18.7%28.3%18.1%-5.7%-3.8%240.0K-1.9M-15.4K1.00110.19N/AN/A11767426
2020-10-23$123.11$125.0028.0%8.0%18.8%26.3%0.0%11.1%0.4%241.1K-1.9M-15.5K0.00103.32N/AN/A30768427
2020-10-26$124.27$125.0029.1%8.3%18.5%28.3%27.9%2.3%-1.0%249.1K-2.0M-14.7K1.75103.03N/AN/A47768291
2020-10-27$122.09$125.0031.2%8.9%19.6%31.9%31.5%4.7%-2.6%234.5K-1.6M-13.9K0.20104.33N/AN/A51767288
2020-10-28$119.83$125.0039.3%11.3%20.0%46.1%33.9%15.1%-4.5%182.3K-837.5K-13.1K0.43103.98N/AN/A73767288
2020-10-29$120.87$125.0036.6%10.5%20.1%41.5%38.7%11.2%-4.7%194.0K-621.5K-12.5K0.00107.60N/AN/A01774289
2020-10-30$118.97$125.0036.9%10.6%18.4%42.0%42.0%2.2%-5.7%179.6K-433.7K-12.3K1.00106.39N/AN/A11774290