COR Options History — November 2023 In November 2023, COR traded between $187.45 and $202.13. ATM implied volatility averaged 17.8%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.3% (HV 20d: 15.5%). Max pain ranged from $180.00 to $190.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.20.
Notable Days 2023-11-13 : Highest Volume — 41,201 contracts2023-11-02 : Largest IV drop — 34.9% change2023-11-01 : Highest IV Rank — 60.8%2023-11-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $197.07 $187.45 $202.13 $187.45 $202.10 Max Pain $186.90 $180.00 $190.00 $180.00 $185.00 ATM IV 17.8% 14.9% 29.5% 29.5% 16.9% Expected Move 5.1% 4.3% 8.5% 8.5% 4.8% HV 20d 15.5% 11.8% 18.0% 11.8% 17.6% HV 60d 16.3% 14.6% 17.9% 15.3% 14.6% IV Rank 36.2% 30.2% 60.8% 60.8% 34.2% IV Percentile 25.7% 13.1% 94.4% 94.4% 20.6% Term Structure -0.2% -6.1% 0.9% -6.1% -0.3% VWIV 18.1% 14.8% 29.6% 29.6% 14.8% Skew 25d 3.0% 2.1% 3.9% 2.6% 2.5% Skew 10d 7.4% 5.1% 12.6% 7.3% 5.3% Call IV 25d 16.3% 14.0% 27.3% 27.3% 15.3% Put IV 25d 19.3% 16.2% 29.9% 29.9% 17.8% Bid-Ask Spread % 55.00 8.57 87.77 80.34 8.57 Gamma HHI 0.27 0.20 0.49 0.27 0.23 Net GEX 5.4M -29.3M 10.1M 5.3M 10.1M Net DEX -252.1M -335.0M -102.2M -102.2M -335.0M Net VEX -4.3M -4.9M -3.4M -4.9M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.28 4.83 4.83 0.74 Total Volume 3,383.238 331 41,201 944 716 Total OI 77,819.571 68,510 89,357 82,763 71,617
Daily Data (21 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 2023-11-01 $187.45 $180.00 29.5% 8.5% 11.8% 60.8% 29.6% 2.6% -6.1% 5.3M -102.2M -4.9M 4.83 80.34 N/A N/A 162 782 42,242 40,521 2023-11-02 $192.41 $185.00 19.2% 5.4% 13.9% 39.2% 19.0% 2.8% 0.9% 7.8M -189.9M -4.8M 1.01 73.14 N/A N/A 1,468 1,480 42,298 41,050 2023-11-03 $195.08 $190.00 18.0% 5.2% 14.0% 36.6% 18.6% 3.5% 0.2% 8.1M -233.6M -4.9M 1.17 46.35 N/A N/A 334 392 43,456 42,393 2023-11-06 $196.49 $190.00 19.3% 5.3% 13.6% 39.3% 17.0% 3.2% 0.1% 8.7M -244.0M -4.9M 0.68 45.17 N/A N/A 1,264 857 43,593 42,686 2023-11-07 $196.30 $190.00 18.7% 5.2% 13.5% 38.1% 19.0% 3.3% 0.2% 7.5M -253.1M -4.9M 3.60 74.87 N/A N/A 97 349 43,922 43,337 2023-11-08 $196.74 $190.00 18.1% 5.2% 13.5% 36.8% 21.9% 3.3% 0.0% 6.8M -255.9M -4.9M 1.09 73.14 N/A N/A 209 227 43,948 43,675 2023-11-09 $196.90 $190.00 18.5% 5.3% 13.3% 37.6% 18.4% 3.9% -0.1% 6.8M -259.1M -4.9M 1.19 43.71 N/A N/A 1,698 2,021 43,977 43,809 2023-11-10 $197.68 $190.00 17.0% 4.9% 13.3% 34.4% 18.4% 3.4% 0.2% 6.4M -266.5M -4.9M 1.62 78.87 N/A N/A 210 340 43,295 45,805 2023-11-13 $198.89 $190.00 17.5% 5.0% 12.8% 35.6% 17.1% 2.9% -0.1% 6.5M -286.3M -4.9M 0.95 53.21 N/A N/A 21,085 20,116 43,367 45,990 2023-11-14 $194.53 $190.00 17.6% 5.0% 15.6% 35.7% 17.7% 3.2% -0.3% 2.3M -170.6M -3.4M 1.04 61.82 N/A N/A 2,256 2,338 33,508 35,158 2023-11-15 $192.75 $190.00 17.4% 5.0% 15.6% 35.4% 20.4% 3.9% -0.2% 213.4K -140.9M -3.8M 1.00 30.84 N/A N/A 2,230 2,228 35,547 37,317 2023-11-16 $196.67 $185.00 17.8% 5.1% 17.1% 36.1% 17.8% 3.0% -0.3% 3.5M -252.6M -3.9M 0.63 52.50 N/A N/A 912 577 37,681 39,329 2023-11-17 $195.00 $185.00 16.6% 4.8% 17.3% 33.7% 16.5% 2.9% -0.0% -29.3M -225.2M -3.9M 0.81 49.22 N/A N/A 847 687 38,262 39,603 2023-11-20 $196.10 $185.00 16.2% 4.6% 17.3% 32.7% 15.9% 2.4% 0.3% 7.8M -235.0M -3.9M 0.28 29.37 N/A N/A 425 120 36,804 31,706 2023-11-21 $199.19 $185.00 15.5% 4.4% 18.0% 31.4% 16.3% 2.4% 0.2% 8.4M -288.0M -3.9M 0.46 82.19 N/A N/A 270 125 37,025 31,769 2023-11-22 $199.69 $185.00 14.9% 4.3% 18.0% 30.2% 15.1% 2.1% 0.7% 9.0M -290.5M -3.8M 0.65 39.56 N/A N/A 396 256 37,206 31,793 2023-11-24 $201.32 $185.00 15.1% 4.3% 18.0% 30.6% 15.1% 2.2% 0.8% 9.3M -322.4M -3.8M 0.35 33.94 N/A N/A 788 279 37,474 31,919 2023-11-27 $202.13 $185.00 16.6% 4.8% 17.5% 33.7% 16.4% 3.0% -0.2% 9.9M -328.4M -3.9M 2.18 85.31 N/A N/A 104 227 37,942 32,107 2023-11-28 $201.27 $185.00 16.7% 4.8% 17.2% 33.8% 17.8% 2.9% -0.4% 9.7M -315.3M -3.9M 0.69 25.12 N/A N/A 359 246 38,159 32,250 2023-11-29 $199.76 $185.00 16.7% 4.8% 17.5% 33.8% 17.6% 3.2% -0.5% 8.9M -300.4M -3.9M 0.30 87.77 N/A N/A 1,208 363 38,292 32,379 2023-11-30 $202.10 $185.00 16.9% 4.8% 17.6% 34.2% 14.8% 2.5% -0.3% 10.1M -335.0M -3.9M 0.74 8.57 N/A N/A 412 304 39,054 32,563
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