COR Options History — September 2021

In September 2021, COR traded between $139.38 and $154.51. ATM implied volatility averaged 23.6%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 0.0% (HV 20d: 23.6%). Max pain ranged from $120.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2021-09-23: Highest Volume — 429 contracts
  • 2021-09-07: Largest IV spike — 73.3% change
  • 2021-09-29: Highest IV Rank — 50.4%
  • 2021-09-29: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$148.79$139.38$154.51$151.42$139.38
Max Pain$132.86$120.00$140.00$140.00$135.00
ATM IV23.6%16.9%29.5%19.3%28.0%
Expected Move6.7%5.5%8.4%5.5%8.0%
HV 20d23.6%21.5%26.0%21.6%22.8%
HV 60d20.1%18.8%21.2%20.6%21.2%
IV Rank34.8%17.3%50.4%23.4%46.5%
IV Percentile49.7%5.2%88.5%18.3%82.9%
Term Structure0.6%-2.7%3.9%3.9%-0.7%
VWIV23.0%16.7%27.6%16.7%25.5%
Skew 25d3.5%-7.4%16.0%-0.4%12.5%
Skew 10d7.6%-3.6%41.9%4.8%6.7%
Call IV 25d23.1%19.7%29.4%21.6%25.6%
Put IV 25d26.6%17.4%38.1%21.2%38.1%
Bid-Ask Spread %93.3588.35100.03100.0395.73
Gamma HHI0.270.220.420.290.22
Net GEX662.8K348.5K885.2K391.1K426.8K
Net DEX-7.7M-10.4M-2.4M-7.6M-2.4M
Net VEX-23.6K-28.0K-18.0K-18.0K-21.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.380.010.01
Total Volume14018429378129
Total OI1,631.4769922,2679922,020

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$151.42$140.0019.3%5.5%21.6%23.4%16.7%-0.4%3.9%391.1K-7.6M-18.0K0.01100.03N/AN/A3744780212
2021-09-02$154.41$125.0021.4%6.3%22.3%29.0%20.6%-7.4%1.9%348.5K-8.5M-18.7K0.1394.95N/AN/A385811211
2021-09-03$154.33$120.0016.9%5.9%22.4%17.3%22.3%5.5%2.1%642.9K-10.2M-23.6K0.0093.43N/AN/A1801,165209
2021-09-07$152.74$120.0029.3%6.2%23.0%50.1%20.8%-2.0%3.0%593.8K-9.5M-24.0K1.3892.09N/AN/A29401,160210
2021-09-08$154.51$120.0020.3%5.8%21.5%26.1%20.8%3.8%2.9%652.3K-10.4M-22.6K0.2192.33N/AN/A56121,153210
2021-09-09$150.41$135.0022.5%6.5%23.9%32.1%24.3%4.5%0.0%571.0K-8.2M-22.9K0.7393.74N/AN/A1181,177245
2021-09-10$148.33$135.0024.1%6.9%24.7%36.2%22.1%5.0%0.9%589.4K-7.4M-23.9K0.2193.09N/AN/A1941,220250
2021-09-13$146.94$135.0023.5%6.7%25.0%34.7%23.4%0.2%1.0%549.1K-6.2M-20.8K0.0394.43N/AN/A28281,223255
2021-09-14$147.79$135.0022.7%6.5%24.5%32.5%23.1%-6.2%2.8%676.5K-6.7M-21.4K0.0292.49N/AN/A9121,219275
2021-09-15$149.08$135.0021.6%6.2%24.7%29.5%23.4%1.9%-0.9%801.9K-9.3M-25.1K0.2088.35N/AN/A4181,438280
2021-09-16$149.99$135.0023.3%6.7%24.3%34.1%22.8%1.9%-0.5%807.4K-9.5M-25.2K0.3289.12N/AN/A44141,457282
2021-09-17$150.14$135.0023.8%6.8%23.9%35.4%22.3%4.0%-1.2%885.2K-10.1M-24.3K0.1392.37N/AN/A4661,466283
2021-09-20$149.46$135.0026.8%7.7%23.7%43.3%27.6%8.0%0.4%625.7K-7.2M-23.7K0.1592.78N/AN/A117181,322251
2021-09-21$150.78$135.0025.8%7.4%23.5%40.7%21.6%1.1%2.9%701.8K-8.1M-24.0K0.1493.67N/AN/A5071,301262
2021-09-22$152.57$135.0021.8%6.3%23.3%30.1%24.2%3.6%1.7%841.1K-10.2M-26.3K0.1893.20N/AN/A257471,411275
2021-09-23$148.90$135.0023.2%6.6%22.9%33.7%24.5%2.9%-2.1%730.4K-7.4M-24.5K0.1592.67N/AN/A372571,406278
2021-09-24$147.63$140.0021.2%6.1%22.2%28.5%25.2%6.0%-0.5%837.7K-7.8M-28.0K0.1096.63N/AN/A136131,578312
2021-09-27$142.35$135.0024.9%7.1%26.0%38.4%24.1%9.4%-2.0%752.5K-5.1M-26.2K0.0997.03N/AN/A139121,805348
2021-09-28$142.56$135.0025.3%7.2%24.6%39.4%26.1%3.4%-0.1%762.1K-5.5M-26.3K0.0688.65N/AN/A380241,878356
2021-09-29$140.82$135.0029.5%8.4%24.3%50.4%22.4%16.0%-2.7%730.4K-3.9M-24.4K0.0593.56N/AN/A2111,908359
2021-09-30$139.38$135.0028.0%8.0%22.8%46.5%25.5%12.5%-0.7%426.8K-2.4M-21.6K0.0195.73N/AN/A12811,646374