COR Options History — January 2024

In January 2024, COR traded between $208.20 and $232.63. ATM implied volatility averaged 18.5%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.7% (HV 20d: 12.8%). Max pain ranged from $195.00 to $200.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2024-01-10: Highest Volume — 16,110 contracts
2024-01-31: Largest IV drop — 24.4% change
2024-01-30: Highest IV Rank — 48.6%
2024-01-30: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$216.93	$208.20	$232.63	$208.20	$232.63
Max Pain	$195.48	$195.00	$200.00	$200.00	$195.00
ATM IV	18.5%	15.3%	23.7%	15.3%	17.9%
Expected Move	5.5%	4.4%	6.8%	4.4%	5.1%
HV 20d	12.8%	10.6%	21.7%	12.2%	21.7%
HV 60d	14.2%	13.6%	16.9%	13.8%	16.9%
IV Rank	37.7%	31.0%	48.6%	31.0%	36.5%
IV Percentile	39.3%	13.1%	77.8%	13.1%	36.1%
Term Structure	-0.4%	-4.4%	2.6%	2.6%	-0.6%
VWIV	19.9%	16.0%	24.4%	16.0%	18.0%
Skew 25d	3.7%	2.9%	4.4%	3.5%	2.9%
Skew 10d	8.9%	6.2%	13.4%	6.2%	13.4%
Call IV 25d	17.7%	14.5%	21.9%	14.7%	16.9%
Put IV 25d	21.4%	18.2%	26.3%	18.2%	19.8%
Bid-Ask Spread %	85.63	81.04	90.52	87.84	90.52
Gamma HHI	0.28	0.23	0.33	0.28	0.23
Net GEX	10.0M	8.1M	11.9M	10.2M	10.6M
Net DEX	-452.2M	-631.2M	-330.9M	-330.9M	-631.2M
Net VEX	-3.7M	-3.9M	-3.4M	-3.8M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.20	2.52	0.94	0.61
Total Volume	2,021.619	217	16,110	680	4,616
Total OI	71,155.571	67,499	77,998	67,499	73,728

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
2024-01-02	$208.20	$200.00	15.3%	4.4%	12.2%	31.0%	16.0%	3.5%	2.6%	10.2M	-330.9M	-3.8M	0.94	87.84	N/A	N/A	351	329	36,717	30,782
2024-01-03	$210.78	$200.00	16.3%	4.7%	12.8%	32.9%	16.7%	4.0%	2.1%	10.4M	-365.4M	-3.8M	0.63	85.58	N/A	N/A	643	402	36,962	31,056
2024-01-04	$210.58	$195.00	16.5%	5.4%	12.8%	33.4%	17.9%	3.3%	0.3%	9.9M	-363.8M	-3.9M	0.40	81.04	N/A	N/A	272	108	37,437	31,336
2024-01-05	$211.50	$195.00	16.3%	5.5%	10.6%	33.0%	19.1%	3.8%	0.2%	10.5M	-375.2M	-3.8M	0.78	81.58	N/A	N/A	187	145	37,550	31,392
2024-01-08	$209.91	$195.00	15.6%	5.4%	11.2%	31.5%	17.7%	3.9%	0.1%	11.1M	-358.1M	-3.9M	0.99	81.95	N/A	N/A	1,856	1,841	37,667	31,488
2024-01-09	$213.44	$195.00	16.9%	5.5%	12.3%	34.2%	19.1%	3.9%	-1.0%	11.5M	-435.0M	-3.8M	0.85	83.60	N/A	N/A	344	294	39,407	33,226
2024-01-10	$215.90	$195.00	17.2%	4.9%	12.6%	34.8%	18.5%	3.8%	1.2%	11.3M	-472.4M	-3.7M	1.00	84.13	N/A	N/A	8,064	8,046	39,702	33,506
2024-01-11	$219.00	$195.00	18.1%	5.2%	13.1%	36.8%	18.2%	3.2%	0.6%	10.8M	-504.4M	-3.5M	0.57	83.63	N/A	N/A	350	198	38,822	32,712
2024-01-12	$219.48	$195.00	17.8%	5.1%	12.9%	36.2%	21.0%	4.4%	1.2%	11.0M	-507.5M	-3.6M	1.89	88.55	N/A	N/A	234	442	39,262	33,150
2024-01-16	$219.03	$195.00	18.6%	5.3%	12.1%	37.8%	21.0%	3.4%	0.7%	10.3M	-504.9M	-3.6M	0.46	88.66	N/A	N/A	432	199	39,322	33,371
2024-01-17	$218.38	$195.00	19.0%	5.4%	11.5%	38.7%	21.9%	3.4%	0.7%	10.2M	-492.3M	-3.6M	1.16	88.00	N/A	N/A	2,474	2,872	39,520	33,577
2024-01-18	$220.62	$195.00	19.1%	5.5%	11.7%	38.9%	19.7%	4.0%	-0.6%	11.9M	-547.6M	-3.8M	0.20	88.59	N/A	N/A	848	166	41,875	36,123
2024-01-19	$218.26	$195.00	19.5%	5.6%	12.9%	39.7%	23.7%	3.9%	-0.8%	9.9M	-495.6M	-3.6M	2.30	88.40	N/A	N/A	208	478	40,279	34,026
2024-01-22	$218.33	$195.00	19.8%	5.7%	12.4%	40.4%	20.1%	3.5%	-1.6%	8.9M	-441.1M	-3.6M	0.88	82.52	N/A	N/A	195	172	37,241	31,155
2024-01-23	$217.20	$195.00	19.5%	5.6%	12.8%	39.7%	20.4%	3.8%	-1.4%	8.1M	-429.6M	-3.7M	2.52	86.38	N/A	N/A	166	419	37,375	31,274
2024-01-24	$217.88	$195.00	19.6%	5.6%	12.8%	39.9%	19.9%	3.9%	-1.6%	8.3M	-436.8M	-3.6M	0.55	87.27	N/A	N/A	140	77	37,496	31,615
2024-01-25	$218.43	$195.00	20.2%	5.8%	12.7%	41.2%	20.6%	3.8%	-1.6%	8.2M	-440.9M	-3.7M	0.31	88.70	N/A	N/A	305	94	37,552	31,663
2024-01-26	$217.59	$195.00	20.7%	5.9%	12.8%	42.2%	22.6%	3.3%	-2.2%	8.8M	-440.3M	-3.7M	0.93	86.87	N/A	N/A	1,377	1,276	38,190	31,703
2024-01-29	$217.91	$195.00	21.9%	6.3%	12.8%	44.8%	22.3%	3.5%	-2.8%	8.5M	-440.6M	-3.8M	1.86	81.44	N/A	N/A	110	205	39,441	32,948
2024-01-30	$220.41	$195.00	23.7%	6.8%	13.1%	48.6%	24.4%	4.4%	-4.4%	9.3M	-482.8M	-3.6M	1.14	82.97	N/A	N/A	710	809	39,532	33,087
2024-01-31	$232.63	$195.00	17.9%	5.1%	21.7%	36.5%	18.0%	2.9%	-0.6%	10.6M	-631.2M	-3.4M	0.61	90.52	N/A	N/A	2,872	1,744	39,923	33,805