COR Options History — August 2021

In August 2021, COR traded between $138.42 and $148.27. ATM implied volatility averaged 19.9%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.0% (HV 20d: 18.9%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-08-20: Highest Volume — 205 contracts
  • 2021-08-11: Largest IV drop — 32.0% change
  • 2021-08-10: Highest IV Rank — 44.7%
  • 2021-08-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$142.66$138.42$148.27$138.42$148.27
Max Pain$135.68$130.00$140.00$135.00$140.00
ATM IV19.9%16.5%27.3%20.2%18.3%
Expected Move5.5%4.7%6.9%5.8%5.3%
HV 20d18.9%17.3%21.3%17.7%21.1%
HV 60d21.5%20.4%22.8%21.0%20.4%
IV Rank25.1%16.0%44.7%26.0%21.0%
IV Percentile20.9%3.6%74.2%18.7%13.5%
Term Structure0.4%-9.0%5.2%-2.6%3.0%
VWIV19.7%15.8%27.2%22.5%19.8%
Skew 25d1.8%-5.2%11.3%4.6%2.7%
Skew 10d6.0%-2.1%28.4%5.1%-0.5%
Call IV 25d20.5%13.4%27.3%23.5%17.2%
Put IV 25d22.3%16.9%30.8%28.1%19.9%
Bid-Ask Spread %102.0796.98105.65102.8299.59
Gamma HHI0.360.310.440.340.33
Net GEX318.8K236.6K442.4K236.6K442.4K
Net DEX-4.0M-6.2M-2.7M-2.7M-6.2M
Net VEX-13.9K-18.4K-10.3K-12.3K-18.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.003.130.000.05
Total Volume47.6360205167
Total OI755.273626973626973

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$138.42$135.0020.2%5.8%17.7%26.0%0.0%4.6%-2.6%236.6K-2.7M-12.3K0.00102.82N/AN/A10491135
2021-08-03$140.07$135.0023.9%6.9%17.4%35.7%0.0%-0.6%-6.1%243.3K-3.2M-11.6K0.00105.65N/AN/A10495138
2021-08-04$138.86$135.0022.8%6.5%17.6%32.7%0.0%-0.6%-9.0%239.5K-3.0M-12.0K0.00104.77N/AN/A40496138
2021-08-05$139.50$135.0019.6%5.6%17.7%24.2%0.0%9.6%-1.6%238.6K-3.0M-12.1K0.00101.61N/AN/A00498138
2021-08-06$140.39$135.0019.9%5.9%17.4%25.1%22.5%1.0%0.5%266.0K-3.2M-11.8K0.80101.26N/AN/A108499138
2021-08-09$141.11$130.0023.3%5.0%17.3%34.2%0.0%-1.9%3.7%284.3K-3.4M-10.8K0.2596.98N/AN/A82497137
2021-08-10$138.48$130.0027.3%4.7%18.1%44.7%0.0%2.0%2.8%256.2K-2.9M-12.0K0.33101.24N/AN/A62501133
2021-08-11$140.75$130.0018.6%5.3%19.0%21.5%19.1%5.0%3.4%271.2K-3.3M-11.1K3.13100.67N/AN/A825505132
2021-08-12$141.64$130.0016.5%4.7%19.1%16.0%18.6%11.3%-0.6%292.3K-3.5M-11.3K0.89103.38N/AN/A98506134
2021-08-13$142.43$130.0018.5%5.3%19.1%21.3%0.0%-3.7%-0.3%298.3K-3.8M-11.2K0.00101.20N/AN/A10508149
2021-08-16$144.58$130.0017.0%4.9%19.1%17.4%17.4%-1.9%0.8%320.8K-4.3M-11.2K0.4198.94N/AN/A13857509154
2021-08-17$145.01$130.0019.9%5.7%19.1%25.2%20.8%2.5%0.1%299.4K-4.5M-10.3K0.2099.75N/AN/A469510154
2021-08-18$143.47$140.0022.2%6.4%19.3%31.1%21.0%-1.0%-2.1%330.4K-4.4M-14.7K0.01101.24N/AN/A751613203
2021-08-19$145.57$140.0017.5%5.0%18.9%18.8%21.2%-1.9%5.2%392.8K-5.1M-14.7K0.00103.14N/AN/A660634209
2021-08-20$147.08$140.0019.7%5.7%17.7%24.6%19.6%0.5%1.7%305.6K-6.0M-16.3K0.03101.47N/AN/A2005693209
2021-08-23$145.53$140.0019.6%5.6%18.3%24.3%15.8%4.5%2.6%342.7K-4.7M-15.5K0.07105.53N/AN/A836604192
2021-08-24$144.12$140.0017.3%5.0%18.7%18.3%17.1%-1.3%1.4%413.1K-4.5M-18.1K0.13104.63N/AN/A476704194
2021-08-25$140.28$140.0021.1%6.0%21.3%28.2%19.8%8.8%-2.0%332.4K-3.1M-16.1K0.05101.77N/AN/A663695196
2021-08-26$143.20$140.0018.9%5.4%20.3%22.3%17.0%-5.2%1.2%376.6K-3.9M-17.4K0.67105.32N/AN/A96695202
2021-08-27$143.24$140.0016.6%4.8%19.8%16.4%27.2%2.8%2.5%409.2K-4.1M-18.4K0.21103.20N/AN/A194745205
2021-08-30$146.54$140.0018.9%5.4%21.2%22.6%19.2%3.0%3.0%422.1K-5.4M-18.3K0.14101.33N/AN/A375747208
2021-08-31$148.27$140.0018.3%5.3%21.1%21.0%19.8%2.7%3.0%442.4K-6.2M-18.3K0.0599.59N/AN/A643763210