COR Options History — May 2021

In May 2021, COR traded between $116.81 and $121.23. ATM implied volatility averaged 20.4%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.3% (HV 20d: 16.2%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.93.

Notable Days

  • 2021-05-25: Highest Volume — 75 contracts
  • 2021-05-07: Largest IV spike — 38.6% change
  • 2021-05-17: Highest IV Rank — 50.5%
  • 2021-05-17: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$118.80$116.81$121.23$120.83$121.23
Max Pain$120.75$120.00$125.00$125.00$120.00
ATM IV20.4%11.9%25.6%18.0%16.4%
Expected Move5.9%3.4%7.3%5.2%4.7%
HV 20d16.2%14.4%17.2%16.0%14.6%
HV 60d24.0%19.4%25.9%25.9%19.6%
IV Rank33.2%5.0%50.5%25.2%19.7%
IV Percentile15.6%0.4%45.2%6.7%2.8%
Term Structure0.3%-9.5%7.9%2.2%7.9%
VWIV20.9%15.4%27.2%16.9%16.3%
Skew 25d3.1%-3.7%12.1%-0.2%2.1%
Skew 10d12.6%-12.1%45.5%1.3%45.5%
Call IV 25d20.8%14.8%32.2%18.8%15.4%
Put IV 25d23.9%17.6%31.3%18.6%17.6%
Bid-Ask Spread %104.2999.11110.44110.15105.85
Gamma HHI0.450.140.660.660.23
Net GEX211.7K-20.2K520.0K520.0K136.9K
Net DEX-595.5K-1.9M171.3K-1.9M-1.2M
Net VEX-9.6K-13.3K-7.6K-13.3K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0011.000.601.00
Total Volume22.15275166
Total OI1,289.657791,5441,356866

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$120.83$125.0018.0%5.2%16.0%25.2%16.9%-0.2%2.2%520.0K-1.9M-13.3K0.60110.15N/AN/A1061,046310
2021-05-04$118.81$125.0020.4%5.8%17.0%33.0%0.0%3.0%-0.9%340.5K-707.6K-11.8K11.00105.65N/AN/A1111,057315
2021-05-05$117.78$125.0024.6%7.1%17.0%47.1%0.0%-3.7%-9.5%313.9K-625.3K-11.0K0.00108.35N/AN/A0131,057321
2021-05-06$117.68$120.0017.2%5.3%16.9%22.4%24.9%1.5%-0.4%173.1K93.4K-8.9K6.3399.76N/AN/A3191,057332
2021-05-07$118.55$120.0023.8%6.0%17.2%44.4%18.9%8.0%-0.7%292.7K-771.8K-11.1K0.0099.11N/AN/A3901,057345
2021-05-10$118.53$120.0019.9%6.4%16.8%31.4%22.6%4.0%-3.0%320.9K-362.1K-9.9K0.0899.38N/AN/A3831,086345
2021-05-11$117.23$120.0019.5%5.9%17.1%30.1%0.0%5.0%4.3%173.5K156.9K-9.5K1.00103.20N/AN/A111,092347
2021-05-12$116.81$120.0024.7%7.1%17.1%47.3%0.0%-0.0%0.4%216.9K-142.4K-10.5K0.00102.48N/AN/A051,092346
2021-05-13$116.85$120.0023.2%6.7%15.9%42.5%25.7%-2.1%5.7%289.2K-611.5K-11.0K0.00100.53N/AN/A701,092351
2021-05-14$117.87$120.0020.5%5.9%16.1%33.3%25.2%0.4%-0.1%153.1K-200.7K-9.4K2.50102.53N/AN/A6151,095351
2021-05-17$117.14$120.0025.6%7.3%15.5%50.5%25.1%4.3%-2.5%154.7K171.3K-8.7K0.86101.26N/AN/A761,098365
2021-05-18$118.83$120.0023.8%6.8%15.6%44.5%19.7%1.8%-4.1%366.8K-1.3M-10.4K0.06103.14N/AN/A3121,102367
2021-05-19$118.72$120.0021.1%6.0%15.6%35.4%27.2%9.7%-1.2%291.2K-488.8K-9.1K0.08110.44N/AN/A4841,131368
2021-05-20$119.96$120.0022.5%6.5%16.3%40.1%24.1%4.7%-3.1%191.6K-598.3K-8.8K3.2099.87N/AN/A5161,171370
2021-05-21$119.48$120.0018.2%5.2%16.3%26.0%18.9%-2.1%1.7%-20.2K-162.1K-8.5K0.10106.74N/AN/A1011,173371
2021-05-24$120.20$120.0018.2%5.2%16.6%25.7%15.4%4.7%2.0%65.1K-806.4K-7.8K0.33106.72N/AN/A217471308
2021-05-25$119.83$120.0020.6%5.9%16.4%33.8%17.1%0.2%-0.0%62.3K-691.0K-8.1K0.17104.33N/AN/A6411487310
2021-05-26$120.53$120.0018.6%5.3%15.2%27.3%17.3%12.1%4.8%103.8K-1.0M-8.3K1.40106.89N/AN/A57549323
2021-05-27$119.08$120.0011.9%3.4%14.4%5.0%18.4%8.3%3.2%87.8K-636.8K-8.1K6.00109.34N/AN/A212553316
2021-05-28$121.23$120.0016.4%4.7%14.6%19.7%16.3%2.1%7.9%136.9K-1.2M-7.6K1.00105.85N/AN/A33554312