COR Options History — August 2023

In August 2023, COR traded between $176.23 and $178.47. ATM implied volatility averaged 15.8%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 2.5% (HV 20d: 18.3%). Max pain ranged from $185.00 to $185.00. Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 1.82.

Notable Days

2023-08-31: Highest Volume — 1,148 contracts
2023-08-31: Largest IV spike — 4.4% change
2023-08-31: Highest IV Rank — 32.8%
2023-08-31: Largest Expected Move — 4.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$177.35	$176.23	$178.47	$178.47	$176.23
Max Pain	$185.00	$185.00	$185.00	$185.00	$185.00
ATM IV	15.8%	15.5%	16.2%	15.5%	16.2%
Expected Move	4.5%	4.4%	4.6%	4.4%	4.6%
HV 20d	18.3%	18.0%	18.7%	18.0%	18.7%
HV 60d	22.2%	22.1%	22.4%	22.1%	22.4%
IV Rank	32.1%	31.4%	32.8%	31.4%	32.8%
IV Percentile	14.1%	13.9%	14.3%	13.9%	14.3%
Term Structure	0.4%	0.1%	0.6%	0.1%	0.6%
VWIV	16.3%	16.2%	16.4%	16.4%	16.2%
Skew 25d	4.3%	4.2%	4.4%	4.4%	4.2%
Skew 10d	13.4%	8.5%	18.3%	18.3%	8.5%
Call IV 25d	16.0%	15.1%	16.9%	16.9%	15.1%
Put IV 25d	20.3%	19.2%	21.3%	21.3%	19.2%
Bid-Ask Spread %	95.47	91.53	99.42	99.42	91.53
Gamma HHI	0.28	0.28	0.28	0.28	0.28
Net GEX	-380.1K	-760.3K	0	0	-760.3K
Net DEX	37.7M	0	75.5M	0	75.5M
Net VEX	-2.3M	-4.7M	0	0	-4.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.82	0.15	3.50	0.15	3.50
Total Volume	617	86	1,148	86	1,148
Total OI	43,101.5	0	86,203	0	86,203

Daily Data (2 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-08-30	$178.47	$0.00	15.5%	4.4%	18.0%	31.4%	16.4%	4.4%	0.1%	0	0	0	0.15	99.42	N/A	N/A	75	11	0	0
2023-08-31	$176.23	$185.00	16.2%	4.6%	18.7%	32.8%	16.2%	4.2%	0.6%	-760.3K	75.5M	-4.7M	3.50	91.53	N/A	N/A	255	893	44,066	42,137