COR Options History — February 2021

In February 2021, COR traded between $119.09 and $138.85. ATM implied volatility averaged 28.3%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 4.2% (HV 20d: 32.5%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.11.

Notable Days

  • 2021-02-19: Highest Volume — 262 contracts
  • 2021-02-04: Largest IV drop — 42.2% change
  • 2021-02-03: Highest IV Rank — 43.6%
  • 2021-02-03: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$125.30$119.09$138.85$138.85$122.00
Max Pain$126.32$120.00$130.00$120.00$125.00
ATM IV28.3%22.5%39.0%28.9%31.8%
Expected Move8.1%7.0%11.2%8.3%9.1%
HV 20d32.5%26.8%35.2%29.3%29.8%
HV 60d26.9%26.5%28.6%26.9%26.9%
IV Rank24.1%13.6%43.6%25.2%30.5%
IV Percentile44.2%13.5%85.7%52.0%67.1%
Term Structure-0.1%-7.5%9.0%-0.4%-2.1%
VWIV28.4%24.3%32.9%28.9%30.5%
Skew 25d3.5%-4.9%11.4%9.5%10.6%
Skew 10d7.2%-5.6%27.3%5.4%4.3%
Call IV 25d27.3%20.0%42.5%22.0%20.0%
Put IV 25d30.8%26.4%39.9%31.5%30.5%
Bid-Ask Spread %103.2192.52111.41110.16105.55
Gamma HHI0.290.190.420.280.28
Net GEX114.6K-194.6K332.7K237.3K-129.1K
Net DEX-2.2M-7.7M1.1M-7.7M224.2K
Net VEX-13.4K-16.1K-9.9K-14.1K-15.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.006.940.006.50
Total Volume45.31632621915
Total OI1,072.2118561,3619571,361

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$138.85$120.0028.9%8.3%29.3%25.2%28.9%9.5%-0.4%237.3K-7.7M-14.1K0.00110.16N/AN/A190769188
2021-02-02$136.38$120.0027.6%7.9%28.1%22.8%27.3%7.9%0.2%272.9K-7.3M-15.0K0.03111.41N/AN/A1535784188
2021-02-03$136.07$120.0039.0%11.2%26.8%43.6%32.9%-2.6%-4.9%233.1K-5.7M-13.3K0.36106.09N/AN/A145667189
2021-02-04$129.51$130.0022.5%7.5%31.4%13.6%27.3%1.4%-3.0%332.7K-4.1M-13.8K0.88102.71N/AN/A87675194
2021-02-05$124.72$130.0025.3%7.4%34.8%18.7%29.0%4.6%9.0%224.0K-2.5M-12.8K0.79102.29N/AN/A1915676195
2021-02-08$126.09$130.0033.2%8.5%34.9%33.1%28.6%4.7%-7.5%254.6K-2.9M-13.0K0.6892.52N/AN/A1913682208
2021-02-09$126.97$130.0031.2%7.7%34.7%29.4%24.9%5.7%-1.4%269.5K-3.0M-13.0K0.00103.79N/AN/A130691220
2021-02-10$125.78$130.0024.5%7.0%35.0%17.2%0.0%-2.6%2.6%258.8K-2.7M-12.3K0.00102.24N/AN/A30758220
2021-02-11$123.94$130.0024.9%7.1%35.2%18.0%29.8%11.4%1.3%212.5K-2.2M-12.0K0.69103.66N/AN/A1611760220
2021-02-12$122.93$130.0027.2%7.8%35.1%22.1%28.0%-4.9%-0.8%194.0K-2.1M-12.5K0.27102.07N/AN/A113762231
2021-02-16$120.99$130.0026.7%7.7%35.2%21.3%26.8%1.9%1.1%73.9K-1.1M-9.9K0.1697.36N/AN/A518772234
2021-02-17$121.34$125.0028.6%8.2%34.6%24.7%24.6%4.1%-4.3%159.5K-1.5M-10.9K0.03106.80N/AN/A391803240
2021-02-18$121.22$125.0027.5%7.9%34.1%22.7%27.0%-4.0%1.6%200.4K-1.7M-10.2K0.1199.64N/AN/A192832241
2021-02-19$121.86$125.0025.0%7.2%34.2%18.2%27.7%2.7%6.5%-33.6K-514.9K-13.1K6.94100.59N/AN/A33229844506
2021-02-22$119.60$125.0024.9%7.1%33.6%18.0%24.3%4.9%2.5%-194.6K1.0M-14.6K2.54106.25N/AN/A1333622664
2021-02-23$119.09$125.0032.7%9.4%31.5%32.2%31.0%3.7%-6.2%-142.2K1.1M-16.1K0.60101.06N/AN/A53629689
2021-02-24$121.16$125.0029.6%8.5%29.7%26.6%30.6%3.0%-2.3%-148.1K519.8K-15.4K0.29104.83N/AN/A216633688
2021-02-25$122.11$125.0026.6%7.6%29.7%21.0%32.9%4.4%6.3%-98.0K71.9K-15.9K0.29101.95N/AN/A3811649688
2021-02-26$122.00$125.0031.8%9.1%29.8%30.5%30.5%10.6%-2.1%-129.1K224.2K-15.8K6.50105.55N/AN/A213665696