COR Options History — September 2023

In September 2023, COR traded between $173.11 and $187.19. ATM implied volatility averaged 18.3%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 1.7% (HV 20d: 20.0%). Max pain ranged from $175.00 to $185.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2023-09-06: Highest Volume — 1,807 contracts
  • 2023-09-11: Largest IV spike — 28.6% change
  • 2023-09-11: Highest IV Rank — 43.4%
  • 2023-09-26: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$180.01$173.11$187.19$174.95$179.93
Max Pain$177.25$175.00$185.00$185.00$180.00
ATM IV18.3%16.1%21.3%16.1%20.3%
Expected Move5.2%4.6%5.8%4.6%5.8%
HV 20d20.0%14.7%22.0%18.7%15.2%
HV 60d21.3%19.3%22.0%21.8%19.3%
IV Rank37.3%32.6%43.4%32.6%41.5%
IV Percentile27.1%14.3%41.7%14.3%41.3%
Term Structure1.5%0.5%2.1%0.5%1.6%
VWIV18.4%15.4%20.4%17.3%19.6%
Skew 25d2.8%-0.7%3.7%-0.7%3.2%
Skew 10d6.8%2.2%13.2%2.2%5.8%
Call IV 25d17.2%15.4%19.5%18.0%19.1%
Put IV 25d20.0%17.3%22.5%17.3%22.2%
Bid-Ask Spread %72.2152.2992.7392.7380.35
Gamma HHI0.250.230.310.270.23
Net GEX2.8M-2.6M7.4M-536.3K4.4M
Net DEX-14.0M-143.9M124.0M106.1M-28.1M
Net VEX-4.8M-5.0M-4.5M-4.5M-4.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.192.971.590.44
Total Volume654.851821,8071,028615
Total OI83,278.179,21986,78485,15281,644

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$174.95$185.0016.1%4.6%18.7%32.6%17.3%-0.7%0.5%-536.3K106.1M-4.5M1.5992.73N/AN/A39763144,11541,037
2023-09-05$173.11$180.0016.4%4.9%19.1%33.2%17.2%3.7%2.1%-2.6M124.0M-4.5M0.2676.45N/AN/A99526244,24641,496
2023-09-06$175.06$180.0016.6%5.0%19.5%33.7%15.4%3.6%1.6%-1.6M71.1M-4.6M0.3888.16N/AN/A1,30550244,16040,463
2023-09-07$178.06$175.0017.6%5.0%20.2%35.8%19.5%3.0%1.2%1.8M25.2M-4.7M1.0760.78N/AN/A53757545,22540,649
2023-09-08$177.91$175.0016.5%4.8%20.3%33.5%17.9%2.9%1.5%656.6K27.6M-4.7M2.1157.40N/AN/A7515845,39641,141
2023-09-11$177.31$175.0021.3%5.1%20.3%43.4%16.8%3.2%1.5%-604.9K35.0M-4.7M0.5266.65N/AN/A1206245,42741,265
2023-09-12$177.89$175.0019.6%4.8%20.3%39.9%17.0%2.6%1.5%391.9K31.2M-4.6M1.6757.72N/AN/A9215445,47640,870
2023-09-13$176.93$175.0018.3%5.2%20.5%37.1%19.3%3.0%1.6%-1.2M34.5M-4.6M2.9770.69N/AN/A17652245,50240,868
2023-09-14$177.01$175.0017.8%5.1%20.5%36.1%17.6%3.0%1.3%-1.3M24.5M-4.6M0.1964.01N/AN/A56210845,59140,857
2023-09-15$178.39$175.0016.9%4.9%20.6%34.3%19.3%2.8%1.3%716.2K14.8M-4.7M1.0052.29N/AN/A47447645,90340,881
2023-09-18$178.61$175.0017.6%5.0%20.6%35.8%17.6%3.4%1.7%3.6M89.1K-4.7M0.4772.17N/AN/A48522640,72838,491
2023-09-19$179.55$175.0017.5%5.0%20.6%35.6%18.4%2.8%1.7%4.7M-24.5M-4.7M0.8075.75N/AN/A1118941,03838,622
2023-09-20$183.36$175.0017.0%4.9%21.5%34.4%18.3%3.0%2.0%6.8M-66.1M-4.9M0.6179.58N/AN/A22113441,12138,663
2023-09-21$184.90$175.0018.1%5.2%21.5%36.8%17.6%2.7%1.8%6.9M-106.9M-4.9M0.4777.98N/AN/A65230941,31938,722
2023-09-22$186.28$175.0018.8%5.4%21.5%38.2%18.7%2.5%1.7%7.3M-116.9M-4.9M0.7678.58N/AN/A28922041,70938,830
2023-09-25$187.19$180.0019.4%5.6%21.4%39.6%19.6%2.6%1.5%7.4M-143.9M-5.0M1.0776.66N/AN/A10311041,88238,939
2023-09-26$186.23$180.0020.4%5.8%21.6%41.6%20.0%2.9%1.0%7.2M-120.1M-5.0M0.4376.29N/AN/A2209541,92038,999
2023-09-27$184.69$180.0020.4%5.8%22.0%41.6%20.4%2.9%1.3%6.6M-94.9M-4.9M0.4570.23N/AN/A37416741,95639,042
2023-09-28$182.89$180.0020.1%5.8%14.7%41.0%20.2%3.0%1.4%5.8M-73.6M-4.9M1.4069.82N/AN/A20628842,27739,092
2023-09-29$179.93$180.0020.3%5.8%15.2%41.5%19.6%3.2%1.6%4.4M-28.1M-4.8M0.4480.35N/AN/A42618942,37439,270