COR Options History — October 2023 In October 2023, COR traded between $179.18 and $189.44. ATM implied volatility averaged 23.6%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.5% (HV 20d: 14.1%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2023-10-04 : Highest Volume — 3,565 contracts2023-10-12 : Largest IV spike — 7.3% change2023-10-31 : Highest IV Rank — 56.6%2023-10-31 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $186.59 $179.18 $189.44 $179.18 $185.44 Max Pain $178.41 $175.00 $180.00 $180.00 $180.00 ATM IV 23.6% 21.1% 27.5% 21.5% 27.5% Expected Move 6.8% 6.2% 7.9% 6.2% 7.9% HV 20d 14.1% 11.5% 15.4% 15.0% 11.7% HV 60d 16.3% 14.9% 19.4% 19.4% 15.2% IV Rank 48.3% 43.2% 56.6% 44.0% 56.6% IV Percentile 66.5% 46.4% 90.1% 48.0% 90.1% Term Structure -1.4% -4.0% 0.8% 0.5% -4.0% VWIV 24.3% 21.0% 28.8% 21.0% 28.8% Skew 25d 4.0% 2.4% 5.0% 2.4% 2.5% Skew 10d 9.5% 4.0% 13.9% 4.0% 5.9% Call IV 25d 22.0% 20.4% 25.8% 20.9% 25.8% Put IV 25d 26.0% 23.3% 28.9% 23.3% 28.4% Bid-Ask Spread % 62.37 23.15 80.54 79.82 23.15 Gamma HHI 0.23 0.21 0.27 0.23 0.27 Net GEX 7.4M 4.1M 10.6M 4.7M 4.2M Net DEX -138.3M -216.8M -20.1M -20.1M -79.3M Net VEX -4.9M -5.1M -4.8M -4.9M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.23 4.89 0.32 3.06 Total Volume 644.091 177 3,565 1,691 1,056 Total OI 84,856.182 80,934 87,526 82,004 83,279
Daily Data (22 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 2023-10-02 $179.18 $180.00 21.5% 6.2% 15.0% 44.0% 21.0% 2.4% 0.5% 4.7M -20.1M -4.9M 0.32 79.82 N/A N/A 1,284 407 42,635 39,369 2023-10-03 $180.53 $180.00 22.7% 6.5% 14.5% 46.4% 24.3% 2.5% 0.7% 5.8M -38.9M -4.8M 0.57 78.26 N/A N/A 129 73 43,460 39,537 2023-10-04 $182.47 $180.00 22.7% 6.5% 14.5% 46.4% 24.3% 2.6% 0.8% 6.7M -67.8M -4.9M 0.97 80.54 N/A N/A 1,813 1,752 43,442 39,494 2023-10-05 $185.22 $175.00 21.8% 6.5% 14.2% 44.5% 22.6% 4.2% -0.5% 7.3M -138.5M -5.0M 0.33 69.91 N/A N/A 133 44 45,130 41,180 2023-10-06 $183.75 $175.00 21.4% 6.4% 14.6% 43.8% 23.3% 4.5% -0.9% 7.2M -112.3M -4.9M 0.92 65.30 N/A N/A 216 198 45,136 41,207 2023-10-09 $186.12 $175.00 22.5% 6.6% 15.0% 46.0% 23.5% 3.8% -1.1% 9.0M -151.9M -5.0M 1.33 69.54 N/A N/A 97 129 45,156 41,292 2023-10-10 $187.80 $175.00 21.1% 6.3% 15.2% 43.2% 22.2% 4.0% -1.0% 8.7M -188.4M -4.9M 2.35 67.67 N/A N/A 108 254 45,145 41,407 2023-10-11 $188.07 $175.00 21.7% 6.2% 14.9% 44.3% 21.8% 5.0% -0.8% 9.3M -186.1M -5.0M 0.23 68.80 N/A N/A 273 62 45,180 41,577 2023-10-12 $187.43 $175.00 23.3% 6.7% 15.0% 47.7% 22.5% 4.7% -1.0% 9.3M -176.8M -5.0M 1.69 32.37 N/A N/A 131 222 45,285 41,609 2023-10-13 $188.49 $175.00 22.8% 6.5% 15.0% 46.6% 24.0% 4.3% -1.4% 8.9M -194.1M -5.1M 1.29 62.80 N/A N/A 89 115 45,296 41,764 2023-10-16 $187.00 $180.00 23.7% 6.8% 15.4% 48.5% 23.9% 4.1% -1.5% 9.3M -175.1M -4.9M 0.29 73.14 N/A N/A 138 40 45,341 41,815 2023-10-17 $187.25 $180.00 23.6% 6.8% 15.4% 48.4% 22.6% 3.9% -1.9% 10.6M -168.0M -4.9M 1.30 74.38 N/A N/A 124 161 45,352 41,822 2023-10-18 $189.44 $180.00 23.7% 6.8% 14.2% 48.6% 24.0% 4.3% -1.9% 10.5M -199.6M -4.9M 0.87 29.18 N/A N/A 176 153 45,368 41,959 2023-10-19 $189.34 $180.00 23.8% 6.8% 14.0% 48.7% 23.8% 4.0% -1.7% 9.6M -216.8M -4.9M 0.51 74.89 N/A N/A 213 108 45,401 42,012 2023-10-20 $188.34 $180.00 24.0% 6.9% 14.0% 49.2% 28.0% 5.0% -1.4% 9.8M -190.5M -5.0M 4.89 32.94 N/A N/A 123 601 45,459 42,067 2023-10-23 $188.68 $180.00 24.2% 6.9% 13.9% 49.6% 24.9% 4.7% -1.5% 5.3M -135.3M -5.0M 4.13 71.46 N/A N/A 96 396 41,519 39,415 2023-10-24 $189.19 $180.00 24.1% 6.9% 13.7% 49.3% 26.1% 4.7% -1.9% 6.1M -138.1M -5.0M 0.93 74.35 N/A N/A 256 238 41,689 39,746 2023-10-25 $189.14 $180.00 23.8% 6.8% 13.3% 48.7% 25.6% 4.3% -2.1% 6.3M -138.1M -5.0M 2.29 79.42 N/A N/A 439 1,004 41,890 39,826 2023-10-26 $188.94 $180.00 24.9% 7.1% 12.7% 51.0% 24.4% 4.2% -2.2% 5.6M -127.0M -5.0M 0.59 31.97 N/A N/A 259 152 42,184 40,547 2023-10-27 $187.38 $180.00 26.3% 7.6% 11.5% 54.1% 26.1% 4.1% -2.4% 4.8M -107.4M -4.9M 0.40 54.98 N/A N/A 209 84 42,252 40,621 2023-10-30 $185.80 $180.00 27.4% 7.9% 11.9% 56.4% 27.6% 3.4% -3.7% 4.1M -91.7M -4.9M 2.49 77.33 N/A N/A 176 439 42,303 40,668 2023-10-31 $185.44 $180.00 27.5% 7.9% 11.7% 56.6% 28.8% 2.5% -4.0% 4.2M -79.3M -4.8M 3.06 23.15 N/A N/A 260 796 42,354 40,925
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