COR Options History — April 2021

In April 2021, COR traded between $119.82 and $127.51. ATM implied volatility averaged 19.5%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 3.3% (HV 20d: 22.9%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.50.

Notable Days

  • 2021-04-13: Highest Volume — 413 contracts
  • 2021-04-06: Largest IV spike — 56.5% change
  • 2021-04-30: Highest IV Rank — 44.6%
  • 2021-04-30: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.56$119.82$127.51$123.43$121.83
Max Pain$120.48$120.00$125.00$120.00$125.00
ATM IV19.5%10.4%23.9%18.4%23.8%
Expected Move5.9%4.2%6.8%5.3%6.8%
HV 20d22.9%15.8%26.0%25.5%15.8%
HV 60d29.4%27.4%31.0%31.0%27.7%
IV Rank26.2%0.0%44.6%7.8%44.6%
IV Percentile8.7%0.0%23.4%4.0%23.4%
Term Structure0.5%-4.1%7.4%3.6%-1.6%
VWIV21.5%16.3%28.4%21.1%18.7%
Skew 25d2.9%-6.7%11.5%1.6%2.0%
Skew 10d9.2%-4.6%21.6%7.2%-4.6%
Call IV 25d21.2%13.4%26.9%18.9%21.8%
Put IV 25d24.1%17.2%29.4%20.5%23.9%
Bid-Ask Spread %101.0391.55109.64104.82105.10
Gamma HHI0.670.560.960.630.64
Net GEX872.0K390.8K4.0M744.6K494.2K
Net DEX-4.7M-6.2M-1.7M-5.1M-2.6M
Net VEX-17.5K-20.5K-13.2K-19.7K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.500.028.000.400.04
Total Volume60.04874132875
Total OI1,514.4291,1591,8131,5621,330

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$123.43$120.0018.4%5.3%25.5%7.8%21.1%1.6%3.6%744.6K-5.1M-19.7K0.40104.82N/AN/A2081,210352
2021-04-05$123.48$120.0010.4%6.7%25.4%0.0%0.0%0.6%-0.8%722.6K-4.8M-18.3K0.6095.94N/AN/A531,217349
2021-04-06$123.05$120.0016.3%5.6%25.5%15.1%20.6%3.6%1.1%787.5K-4.6M-18.6K0.0291.55N/AN/A24341,217346
2021-04-07$122.15$120.0017.7%6.7%25.8%20.1%26.0%0.9%-1.1%887.3K-4.9M-20.5K4.5098.10N/AN/A291,456346
2021-04-08$121.32$120.0017.6%5.6%25.9%19.9%20.0%-6.7%2.8%909.8K-4.4M-19.9K8.0098.91N/AN/A181,458346
2021-04-09$120.88$120.0017.6%6.0%26.0%19.8%21.5%5.2%1.4%821.5K-3.5M-17.9K1.0096.86N/AN/A441,457346
2021-04-12$122.03$120.0022.6%6.1%26.0%33.5%21.9%1.9%1.1%929.8K-4.6M-18.0K6.0097.88N/AN/A2121,460341
2021-04-13$122.04$120.0023.9%6.7%25.7%37.0%23.3%2.2%-1.3%956.3K-4.5M-17.9K0.5497.19N/AN/A2691441,460344
2021-04-14$121.97$120.0014.6%4.2%25.2%11.5%17.0%3.6%7.4%1.0M-4.3M-17.3K0.40105.34N/AN/A2081,459348
2021-04-15$123.76$120.0022.2%6.4%22.9%32.4%20.3%0.0%-1.1%1.2M-6.2M-17.8K0.31101.93N/AN/A1341,465348
2021-04-16$124.64$120.0017.6%5.0%22.4%19.7%18.0%3.5%2.2%4.0M-6.2M-17.2K0.35103.29N/AN/A2071,462348
2021-04-19$125.76$120.0021.2%6.1%22.4%29.5%19.2%2.4%-1.5%536.8K-5.2M-16.7K2.21101.35N/AN/A47104928231
2021-04-20$127.51$120.0022.0%6.3%22.3%31.7%22.1%4.0%-2.6%547.8K-6.1M-17.1K0.3899.37N/AN/A5822954250
2021-04-21$127.17$120.0022.6%6.5%22.1%33.6%16.3%11.5%0.1%517.1K-5.9M-17.9K0.12106.63N/AN/A172978266
2021-04-22$126.21$120.0019.5%5.6%22.4%29.8%19.8%4.0%-4.1%560.7K-5.8M-17.6K0.18101.57N/AN/A173988268
2021-04-23$125.84$120.0022.1%6.3%22.5%38.6%24.6%5.4%-2.6%531.0K-5.4M-17.7K0.29101.19N/AN/A1441,001271
2021-04-26$125.52$120.0020.5%5.9%21.1%33.3%28.4%6.4%2.9%610.7K-5.5M-17.3K0.75101.47N/AN/A431,019273
2021-04-27$124.42$120.0019.8%5.7%21.1%31.0%23.8%5.6%3.0%646.3K-4.8M-16.5K0.75104.26N/AN/A861,021276
2021-04-28$122.02$120.0022.2%6.4%16.9%39.0%27.2%0.1%2.3%519.5K-3.4M-16.9K2.0099.16N/AN/A5101,025280
2021-04-29$119.82$125.0017.4%5.0%17.2%23.3%20.3%2.5%-1.3%390.8K-1.7M-13.2K2.71109.64N/AN/A14381,022287
2021-04-30$121.83$125.0023.8%6.8%15.8%44.6%18.7%2.0%-1.6%494.2K-2.6M-14.1K0.04105.10N/AN/A7231,021309