COR Options History — December 2023

In December 2023, COR traded between $199.56 and $204.64. ATM implied volatility averaged 17.3%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 3.4% (HV 20d: 13.9%). Max pain ranged from $185.00 to $190.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.56.

Notable Days

  • 2023-12-15: Highest Volume — 1,833 contracts
  • 2023-12-11: Largest IV spike — 16.2% change
  • 2023-12-05: Highest IV Rank — 40.0%
  • 2023-12-26: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$202.37$199.56$204.64$203.75$204.64
Max Pain$189.75$185.00$190.00$185.00$190.00
ATM IV17.3%15.4%19.6%17.5%16.7%
Expected Move4.8%4.6%5.1%5.0%4.8%
HV 20d13.9%11.0%16.7%15.6%11.0%
HV 60d14.4%13.7%14.9%14.4%13.7%
IV Rank35.1%31.1%40.0%35.5%33.8%
IV Percentile24.9%13.5%43.3%25.4%20.6%
Term Structure1.7%-0.6%2.5%-0.6%2.3%
VWIV16.4%14.8%18.2%16.5%16.6%
Skew 25d2.9%2.4%3.8%2.5%2.5%
Skew 10d6.9%2.7%11.7%6.8%3.3%
Call IV 25d15.0%14.2%15.8%15.4%14.2%
Put IV 25d17.9%16.8%19.2%17.8%16.8%
Bid-Ask Spread %75.7537.0683.6637.0672.96
Gamma HHI0.250.230.260.230.26
Net GEX9.8M8.7M11.7M11.2M10.3M
Net DEX-295.3M-356.5M-226.5M-349.2M-285.0M
Net VEX-3.9M-4.0M-3.9M-4.0M-3.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.1410.392.0110.39
Total Volume468.051201,833416638
Total OI70,291.9565,33274,58172,46366,949

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$203.75$185.0017.5%5.0%15.6%35.5%16.5%2.5%-0.6%11.2M-349.2M-4.0M2.0137.06N/AN/A13827839,64932,814
2023-12-04$203.82$190.0019.3%5.0%15.1%39.3%16.8%3.0%1.4%11.1M-356.5M-3.9M0.8067.65N/AN/A1179439,65533,039
2023-12-05$203.82$190.0019.6%5.0%15.0%40.0%16.7%3.2%1.3%11.7M-349.0M-4.0M1.5281.16N/AN/A27441639,67333,070
2023-12-06$200.22$190.0017.8%4.7%16.5%36.1%16.4%3.0%2.1%9.5M-296.6M-3.9M1.0975.66N/AN/A19421239,85733,443
2023-12-07$200.22$190.0017.3%4.8%16.5%35.1%16.7%2.9%2.0%9.4M-296.1M-3.9M2.1075.03N/AN/A13027339,92333,603
2023-12-08$201.10$190.0015.4%4.6%16.5%31.1%16.6%3.1%2.5%9.5M-317.4M-4.0M1.3773.21N/AN/A7810739,96733,834
2023-12-11$202.56$190.0017.9%4.8%16.7%36.4%16.8%2.6%0.1%10.2M-333.4M-3.9M0.8875.39N/AN/A21519040,01433,923
2023-12-12$203.78$190.0019.2%4.7%16.7%39.1%14.9%2.6%2.1%9.5M-354.0M-3.9M0.1477.97N/AN/A4035840,06833,987
2023-12-13$203.15$190.0016.5%4.7%14.3%33.5%16.1%2.8%2.0%9.7M-344.0M-3.9M2.1580.17N/AN/A13629240,13034,042
2023-12-14$201.16$190.0017.5%5.0%14.4%35.6%18.2%3.8%1.4%9.3M-310.6M-4.0M0.6678.70N/AN/A40326440,15734,276
2023-12-15$199.56$190.0016.1%4.6%13.1%32.6%16.4%3.4%1.6%10.3M-285.1M-3.9M0.1676.64N/AN/A1,58424940,18534,396
2023-12-18$200.26$190.0016.2%4.6%12.7%32.7%15.1%3.2%2.0%8.9M-226.5M-3.9M0.3573.67N/AN/A32711435,86629,466
2023-12-19$201.76$190.0016.3%4.7%12.8%33.0%15.5%2.9%2.0%9.4M-248.4M-3.9M0.7077.71N/AN/A42630036,05729,569
2023-12-20$200.53$190.0016.7%4.8%11.9%33.8%15.8%2.9%1.7%8.7M-232.7M-3.9M0.3180.29N/AN/A1725436,17529,708
2023-12-21$201.83$190.0016.9%4.8%12.1%34.3%16.1%2.4%2.0%9.2M-246.9M-3.9M1.1282.05N/AN/A11613036,26629,749
2023-12-22$203.04$190.0016.8%4.8%11.9%34.1%17.8%2.8%1.9%9.6M-259.3M-3.9M3.6080.86N/AN/A8129236,34729,854
2023-12-26$204.43$190.0017.8%5.1%12.1%36.2%17.9%2.8%1.8%9.8M-280.2M-3.9M0.9281.93N/AN/A14413236,42830,078
2023-12-27$203.80$190.0017.0%4.9%12.0%34.5%14.8%2.9%1.9%9.5M-269.6M-3.9M0.3383.66N/AN/A1585236,54330,193
2023-12-28$203.95$190.0016.9%4.8%11.6%34.2%15.6%2.8%2.0%10.2M-265.8M-3.9M0.5283.27N/AN/A794136,65930,227
2023-12-29$204.64$190.0016.7%4.8%11.0%33.8%16.6%2.5%2.3%10.3M-285.0M-3.9M10.3972.96N/AN/A5658236,69730,252