COR Options History — July 2021

In July 2021, COR traded between $132.23 and $139.51. ATM implied volatility averaged 24.3%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.4% (HV 20d: 18.9%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-07-09: Highest Volume — 585 contracts
  • 2021-07-13: Largest IV spike — 146.9% change
  • 2021-07-13: Highest IV Rank — 100.0%
  • 2021-07-08: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.05$132.23$139.51$132.23$138.24
Max Pain$132.86$130.00$135.00$130.00$135.00
ATM IV24.3%16.8%48.2%19.5%16.8%
Expected Move6.5%4.8%7.4%5.6%4.8%
HV 20d18.9%14.8%29.2%29.1%17.9%
HV 60d21.1%20.6%21.3%21.1%21.0%
IV Rank39.8%17.0%100.0%30.1%17.0%
IV Percentile38.8%4.0%100.0%14.3%4.0%
Term Structure-1.0%-6.1%3.7%3.7%-0.5%
VWIV22.4%17.4%27.6%25.2%17.4%
Skew 25d2.5%-8.9%7.1%6.2%0.9%
Skew 10d6.3%-16.0%21.0%21.0%1.5%
Call IV 25d22.7%15.5%32.6%15.5%22.0%
Put IV 25d25.2%18.2%30.7%21.7%22.9%
Bid-Ask Spread %94.6982.68110.28110.28100.11
Gamma HHI0.380.240.710.240.32
Net GEX346.8K98.7K1.1M136.6K227.2K
Net DEX-3.0M-6.5M-1.7M-1.7M-2.8M
Net VEX-10.0K-12.1K-8.3K-9.6K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.004.250.000.24
Total Volume880585031
Total OI822.2384321,408868614

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$132.23$130.0019.5%5.6%29.1%30.1%0.0%6.2%3.7%136.6K-1.7M-9.6K0.00110.28N/AN/A00513355
2021-07-02$133.50$130.0022.5%6.5%29.2%40.1%25.2%7.1%-3.5%150.2K-1.9M-10.0K0.00106.75N/AN/A1050513355
2021-07-06$135.61$130.0025.6%6.6%23.1%50.4%23.3%5.3%2.6%304.2K-2.7M-9.2K0.0097.39N/AN/A1800577355
2021-07-07$136.54$130.0028.5%6.4%22.6%60.0%23.3%-8.9%0.9%379.8K-3.8M-10.9K0.1398.10N/AN/A557636355
2021-07-08$136.56$130.0033.8%7.4%22.4%77.7%25.0%2.5%-2.7%360.9K-3.6M-10.8K0.1094.87N/AN/A212642356
2021-07-09$138.10$130.0020.0%6.7%22.1%32.0%22.2%0.8%0.2%355.5K-3.6M-10.0K0.0192.82N/AN/A5823569355
2021-07-12$138.99$130.0019.5%5.7%16.2%30.2%21.1%4.2%-0.5%1.1M-6.5M-12.1K0.0282.92N/AN/A21841,051357
2021-07-13$137.32$130.0048.2%7.1%16.2%100.0%27.6%5.9%-3.0%826.2K-4.8M-10.7K0.0190.30N/AN/A1171946356
2021-07-14$137.47$130.0022.9%6.6%16.1%33.0%21.4%3.9%-0.2%864.4K-4.3M-9.9K0.1682.68N/AN/A457895357
2021-07-15$138.00$135.0022.0%6.3%16.0%30.6%22.2%-0.5%-2.9%1.0M-4.2M-9.6K0.0088.75N/AN/A630866364
2021-07-16$138.58$135.0023.0%6.6%14.8%33.3%22.4%2.4%-0.3%98.7K-3.0M-8.4K0.0683.62N/AN/A956814364
2021-07-19$137.06$135.0025.5%7.3%15.6%40.0%23.9%1.5%-2.7%109.7K-1.8M-8.3K0.0391.26N/AN/A1133314118
2021-07-20$137.71$135.0023.3%6.7%15.6%34.1%23.2%5.2%-0.7%146.6K-2.1M-9.6K0.0089.62N/AN/A280382119
2021-07-21$136.57$135.0022.5%6.5%16.0%32.1%18.4%5.8%0.9%153.4K-1.9M-9.7K0.5893.94N/AN/A127390119
2021-07-22$134.96$135.0022.9%6.6%16.7%33.0%22.4%2.1%2.9%150.8K-1.7M-9.4K4.2590.87N/AN/A417402125
2021-07-23$138.09$135.0024.6%7.1%17.9%37.6%22.3%1.5%-5.8%160.8K-2.2M-10.1K0.0099.28N/AN/A60402126
2021-07-26$137.76$135.0023.1%6.6%17.2%33.5%0.0%1.3%-3.0%165.1K-2.2M-9.5K0.0096.76N/AN/A30402126
2021-07-27$138.99$135.0023.8%6.8%16.9%35.3%23.9%2.8%-6.1%189.2K-2.4M-9.7K0.0095.51N/AN/A830406126
2021-07-28$139.51$135.0022.4%6.4%16.4%31.6%0.0%-2.7%-1.0%185.2K-2.6M-9.7K0.00100.07N/AN/A10409126
2021-07-29$136.17$135.0019.3%5.5%18.6%23.6%17.7%4.4%1.6%204.7K-2.4M-11.6K0.71102.55N/AN/A1712484126
2021-07-30$138.24$135.0016.8%4.8%17.9%17.0%17.4%0.9%-0.5%227.2K-2.8M-12.0K0.24100.11N/AN/A256488126