COR Options History — November 2021

In November 2021, COR traded between $147.34 and $173.54. ATM implied volatility averaged 18.0%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 8.6% (HV 20d: 26.6%). Max pain ranged from $140.00 to $165.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.31.

Notable Days

  • 2021-11-15: Highest Volume — 4,204 contracts
  • 2021-11-18: Largest IV spike — 132.3% change
  • 2021-11-09: Highest IV Rank — 57.9%
  • 2021-11-10: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$164.24$147.34$173.54$147.34$171.28
Max Pain$153.57$140.00$165.00$140.00$165.00
ATM IV18.0%5.7%32.3%26.9%7.4%
Expected Move5.0%1.6%9.2%7.7%2.1%
HV 20d26.6%22.5%30.0%25.2%22.5%
HV 60d24.8%23.6%26.2%23.7%24.2%
IV Rank25.4%0.0%57.9%43.7%4.0%
IV Percentile37.9%0.0%93.3%80.2%1.6%
Term Structure-1.7%-8.0%3.4%-4.8%-6.6%
VWIV16.7%5.4%29.1%22.6%5.4%
Skew 25d7.3%-2.3%54.0%8.4%54.0%
Skew 10d24.4%-10.8%116.9%12.7%116.9%
Call IV 25d18.3%7.3%33.7%24.9%9.0%
Put IV 25d25.6%8.0%65.0%33.3%63.0%
Bid-Ask Spread %98.0256.68109.79100.7297.76
Gamma HHI0.390.240.720.390.72
Net GEX103.7K-2.0M1.0M597.2K-2.0M
Net DEX-14.7M-36.0M-4.8M-5.2M-8.1M
Net VEX-29.6K-53.4K-5.5K-18.3K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.094.390.870.09
Total Volume1,358.9521984,2042093,642
Total OI2,662.3331,1584,8631,2072,907

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$147.34$140.0026.9%7.7%25.2%43.7%22.6%8.4%-4.8%597.2K-5.2M-18.3K0.87100.72N/AN/A11297959248
2021-11-02$147.78$140.0023.6%6.8%23.5%35.0%22.2%-2.3%1.4%592.0K-4.8M-18.0K0.5598.83N/AN/A17396906252
2021-11-03$153.12$140.0023.4%6.7%26.1%34.5%18.6%-0.8%-4.6%691.0K-8.5M-18.5K0.94107.90N/AN/A10296968252
2021-11-04$153.00$140.0028.0%6.9%26.2%46.6%22.7%0.2%-1.0%694.1K-8.5M-18.7K0.7492.27N/AN/A13499968251
2021-11-05$153.74$140.0026.9%7.4%25.5%43.6%24.5%3.2%-1.5%668.8K-9.4M-20.1K0.5589.51N/AN/A2491371,043246
2021-11-08$157.46$140.0029.4%7.2%26.1%50.2%26.2%0.2%-0.6%766.7K-13.3M-20.8K0.6291.87N/AN/A2361461,240218
2021-11-09$160.72$140.0032.3%8.4%26.6%57.9%25.4%0.0%-0.5%518.2K-15.7M-20.6K0.1898.93N/AN/A1,7493091,306224
2021-11-10$160.63$145.0032.1%9.2%26.6%57.3%29.1%6.1%-3.9%703.9K-17.3M-29.9K0.1799.42N/AN/A1,5562591,751381
2021-11-11$162.60$150.0026.3%7.5%26.5%42.1%27.8%-0.7%0.5%1.0M-22.3M-35.8K0.1575.45N/AN/A1,7002592,152413
2021-11-12$166.33$150.0027.4%7.8%26.9%44.8%28.9%-1.7%-3.1%1.0M-26.2M-34.8K0.4482.12N/AN/A5492392,235413
2021-11-15$173.54$150.009.5%2.7%29.2%0.0%8.4%0.0%0.1%559.8K-36.0M-5.5K0.7656.68N/AN/A2,3931,8112,226436
2021-11-16$171.38$165.006.1%1.8%30.0%0.0%8.6%0.6%2.4%601.8K-24.4M-40.7K1.50107.59N/AN/A1,0851,6252,8011,973
2021-11-17$171.37$165.006.3%1.8%28.2%0.4%13.2%3.4%3.4%396.1K-25.2M-43.6K1.43105.40N/AN/A8481,2132,7842,041
2021-11-18$171.76$165.0014.7%4.2%27.7%20.3%9.2%-1.4%-3.1%607.9K-23.4M-53.4K4.39108.39N/AN/A2501,0982,8112,052
2021-11-19$171.46$165.0010.3%3.0%27.9%9.9%8.8%-0.8%-0.5%-365.6K-21.1M-47.0K4.38109.79N/AN/A2531,1072,6982,079
2021-11-22$171.15$165.0010.9%3.1%27.9%11.3%11.9%53.0%-5.6%-1.2M-13.8M-27.2K1.52107.34N/AN/A4266481,7251,424
2021-11-23$170.77$165.0011.1%3.2%28.1%11.9%9.2%0.4%-1.0%-1.0M-6.4M-41.0K2.15108.87N/AN/A3006451,4661,437
2021-11-24$171.35$165.005.7%1.6%28.2%0.0%10.5%2.1%2.0%-651.2K-6.0M-46.9K2.02106.22N/AN/A3206461,4221,439
2021-11-26$170.91$165.0013.1%3.8%25.4%17.5%9.9%-2.0%-8.0%-1.1M-5.5M-31.8K2.02107.42N/AN/A3206461,4361,443
2021-11-29$171.30$165.006.6%1.9%24.4%2.2%7.4%30.4%-1.0%-993.8K-7.2M-29.9K2.03106.04N/AN/A3186471,4401,443
2021-11-30$171.28$165.007.4%2.1%22.5%4.0%5.4%54.0%-6.6%-2.0M-8.1M-19.9K0.0997.76N/AN/A3,3283141,4501,457