COR Options History — October 2021

In October 2021, COR traded between $138.50 and $147.76. ATM implied volatility averaged 26.8%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.0% (HV 20d: 21.8%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.75.

Notable Days

  • 2021-10-18: Highest Volume — 369 contracts
  • 2021-10-05: Largest IV spike — 31.7% change
  • 2021-10-05: Highest IV Rank — 62.1%
  • 2021-10-01: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$142.14$138.50$147.76$140.54$142.15
Max Pain$139.76$135.00$140.00$135.00$140.00
ATM IV26.8%19.9%33.9%28.9%21.8%
Expected Move7.3%5.7%8.3%8.3%6.2%
HV 20d21.8%19.5%25.3%21.6%22.1%
HV 60d21.8%21.2%22.5%21.3%22.5%
IV Rank43.4%25.0%62.1%48.8%30.1%
IV Percentile68.3%22.2%95.6%85.7%32.9%
Term Structure-1.0%-5.7%5.5%-2.8%5.5%
VWIV26.0%20.8%30.2%25.6%27.7%
Skew 25d4.7%-3.9%10.4%8.1%5.2%
Skew 10d10.9%-3.5%31.7%14.5%7.0%
Call IV 25d25.0%17.7%35.3%21.5%23.5%
Put IV 25d29.7%22.2%38.3%29.6%28.7%
Bid-Ask Spread %94.8781.76104.2596.95102.33
Gamma HHI0.280.200.410.210.33
Net GEX424.9K163.8K596.5K470.7K390.6K
Net DEX-2.9M-5.9M-859.3K-3.0M-2.7M
Net VEX-18.4K-22.6K-14.0K-22.6K-17.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.032.750.461.28
Total Volume120.191536935178
Total OI1,529.198152,0042,0041,194

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$140.54$135.0028.9%8.3%21.6%48.8%25.6%8.1%-2.8%470.7K-3.0M-22.6K0.4696.95N/AN/A24111,629375
2021-10-04$142.05$140.0025.7%8.2%22.2%40.6%28.3%5.4%-2.6%491.5K-2.9M-20.4K0.0781.76N/AN/A3021,499374
2021-10-05$138.92$140.0033.9%8.2%23.0%62.1%27.5%0.5%-2.6%386.2K-1.6M-18.7K0.0782.76N/AN/A2821,493379
2021-10-06$140.27$140.0032.2%8.2%22.9%57.7%27.2%3.2%-2.7%404.8K-2.0M-18.8K0.4087.44N/AN/A1561,478380
2021-10-07$140.71$140.0032.1%7.0%21.5%57.5%25.7%2.3%-2.0%427.3K-2.4M-19.1K0.1187.32N/AN/A4451,469383
2021-10-08$139.03$140.0026.3%6.9%21.4%41.9%21.3%10.4%0.5%376.5K-1.4M-17.3K0.0794.35N/AN/A3021,464383
2021-10-11$138.50$140.0032.5%7.9%21.2%58.3%25.8%6.4%-5.7%355.3K-859.3K-15.4K1.2786.60N/AN/A22281,471387
2021-10-12$139.21$140.0032.5%7.2%21.2%58.5%28.2%7.7%-1.7%382.9K-1.2M-15.3K0.2689.90N/AN/A39101,465387
2021-10-13$139.21$140.0026.8%7.7%20.8%43.5%26.5%0.8%-2.5%386.8K-1.2M-15.2K2.75101.67N/AN/A4111,463392
2021-10-14$141.29$140.0026.8%7.7%21.5%43.3%25.8%5.7%2.2%452.0K-2.5M-16.5K0.1695.71N/AN/A99161,473401
2021-10-15$141.29$140.0019.9%5.7%21.5%25.0%23.2%-3.4%5.1%458.7K-2.3M-14.3K0.34104.25N/AN/A70241,473513
2021-10-18$140.96$140.0022.0%6.3%21.5%30.7%20.8%6.1%3.6%163.8K-1.4M-14.0K0.05100.19N/AN/A35316601214
2021-10-19$140.60$140.0025.7%7.4%21.1%40.6%29.1%9.2%-2.2%172.4K-1.8M-15.5K0.0397.75N/AN/A923615219
2021-10-20$146.12$140.0023.1%6.6%25.3%33.6%23.4%9.9%-1.4%505.7K-4.9M-22.0K1.1498.96N/AN/A93106969247
2021-10-21$145.17$140.0023.3%6.7%24.0%34.2%23.8%6.3%-1.9%504.9K-4.6M-21.9K1.3295.86N/AN/A81107979242
2021-10-22$145.50$140.0028.1%8.1%23.9%46.8%27.4%0.6%-2.9%480.6K-4.7M-21.4K1.3097.62N/AN/A82107980243
2021-10-25$145.21$140.0026.0%7.5%19.9%41.3%28.8%4.9%-4.3%494.3K-4.4M-20.5K1.2091.56N/AN/A88106978243
2021-10-26$146.59$140.0028.4%8.2%20.1%47.7%30.2%7.5%-0.5%556.6K-5.0M-20.8K1.60100.53N/AN/A6299991245
2021-10-27$147.76$140.0024.6%7.1%19.5%37.6%25.8%-3.9%-1.8%596.5K-5.9M-20.9K0.6798.47N/AN/A14899991244
2021-10-28$143.85$140.0022.4%6.4%21.7%31.8%23.8%5.0%-0.0%464.5K-3.5M-18.6K1.22100.23N/AN/A82100941246
2021-10-29$142.15$140.0021.8%6.2%22.1%30.1%27.7%5.2%5.5%390.6K-2.7M-17.2K1.28102.33N/AN/A78100946248