COR Options History — February 2024

In February 2024, COR traded between $229.67 and $238.70. ATM implied volatility averaged 16.7%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 8.0% (HV 20d: 24.8%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.83.

Notable Days

  • 2024-02-07: Highest Volume — 6,940 contracts
  • 2024-02-07: Largest IV drop — 18.2% change
  • 2024-02-06: Highest IV Rank — 38.7%
  • 2024-02-13: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$233.94$229.67$238.70$236.56$235.19
Max Pain$222.00$220.00$230.00$220.00$220.00
ATM IV16.7%15.2%19.0%16.3%15.8%
Expected Move4.7%4.4%5.1%4.7%4.5%
HV 20d24.8%18.3%26.7%22.0%18.3%
HV 60d17.9%17.0%19.3%17.0%17.9%
IV Rank34.0%30.7%38.7%32.9%31.9%
IV Percentile24.4%12.3%43.7%16.7%15.5%
Term Structure0.7%-0.5%1.9%1.4%0.0%
VWIV17.1%15.3%19.8%16.8%16.7%
Skew 25d2.8%1.8%4.1%2.4%3.5%
Skew 10d6.0%1.6%10.8%5.7%10.1%
Call IV 25d15.5%14.8%16.4%15.7%15.0%
Put IV 25d18.3%16.8%19.5%18.0%18.4%
Bid-Ask Spread %79.8142.9191.0980.6885.95
Gamma HHI0.220.200.270.210.21
Net GEX7.6M3.0M10.7M10.7M8.4M
Net DEX-595.3M-689.9M-489.1M-675.8M-611.6M
Net VEX-3.5M-3.7M-3.2M-3.3M-3.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.830.228.850.331.04
Total Volume1,565.351106,9402,321110
Total OI77,189.172,88579,92276,16678,151

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$236.56$220.0016.3%4.7%22.0%32.9%16.8%2.4%1.4%10.7M-675.8M-3.3M0.3380.68N/AN/A1,74657540,91135,255
2024-02-02$234.75$230.0017.4%4.8%22.4%35.4%15.5%2.3%0.7%9.6M-641.9M-3.4M3.9189.12N/AN/A3221,26040,33335,749
2024-02-05$235.00$230.0018.5%5.0%22.4%37.6%16.3%2.3%0.0%8.1M-644.1M-3.3M0.5685.95N/AN/A71440340,27336,863
2024-02-06$234.48$220.0019.0%4.7%22.1%38.7%16.8%2.7%1.9%8.0M-629.9M-3.5M0.9485.83N/AN/A42139440,60937,200
2024-02-07$238.42$220.0015.5%4.4%22.1%31.4%15.9%2.0%1.7%9.1M-689.9M-3.2M0.2289.02N/AN/A5,6731,26740,82637,561
2024-02-08$229.67$230.0016.4%4.7%26.7%33.3%18.3%2.9%1.8%5.0M-489.2M-3.6M8.8586.67N/AN/A2692,38037,37337,899
2024-02-09$229.74$230.0016.1%4.6%26.4%32.6%18.0%2.8%1.9%4.8M-489.1M-3.7M0.8773.27N/AN/A1,6061,40237,45838,436
2024-02-12$229.83$220.0017.2%4.9%26.4%34.9%17.8%3.4%1.2%4.8M-506.6M-3.7M2.7286.19N/AN/A7702,09638,86739,463
2024-02-13$230.75$220.0017.6%5.1%26.3%35.8%18.5%3.1%1.1%3.0M-520.1M-3.7M1.1084.60N/AN/A36039639,47039,929
2024-02-14$231.47$220.0017.1%4.9%26.3%34.6%17.1%3.4%1.3%3.9M-549.0M-3.6M1.4587.10N/AN/A34950539,75339,715
2024-02-15$232.79$220.0017.3%5.0%26.1%35.2%16.7%2.8%0.9%4.6M-566.4M-3.6M2.0383.81N/AN/A36974940,02339,899
2024-02-16$231.46$220.0016.9%4.9%25.9%34.3%16.0%3.2%0.2%4.8M-554.9M-3.7M0.5385.60N/AN/A39020640,04839,700
2024-02-20$232.77$220.0017.4%5.0%25.9%35.3%19.8%2.6%-0.4%9.1M-563.6M-3.5M1.1042.91N/AN/A1,6031,77139,15233,733
2024-02-21$232.62$220.0017.4%5.0%25.7%35.2%17.0%3.1%-0.4%9.2M-576.8M-3.7M0.9056.54N/AN/A847640,70235,287
2024-02-22$235.08$220.0015.8%4.5%25.8%31.9%16.8%2.5%0.3%9.4M-613.6M-3.5M0.8467.28N/AN/A31626740,73335,343
2024-02-23$237.60$220.0015.2%4.4%25.9%30.7%15.3%1.8%0.7%9.8M-648.7M-3.4M0.6481.17N/AN/A36423240,83235,449
2024-02-26$238.70$220.0016.2%4.6%25.8%32.8%18.8%2.2%-0.1%10.0M-671.7M-3.3M2.0267.26N/AN/A12224641,06235,634
2024-02-27$236.06$220.0015.4%4.4%26.4%31.2%15.6%2.1%0.4%9.9M-635.2M-3.5M0.3186.24N/AN/A32210041,15135,785
2024-02-28$235.78$220.0016.4%4.7%26.3%33.2%18.8%4.1%-0.5%10.1M-626.9M-3.6M6.2491.09N/AN/A14892441,26635,889
2024-02-29$235.19$220.0015.8%4.5%18.3%31.9%16.7%3.5%0.0%8.4M-611.6M-3.6M1.0485.95N/AN/A545641,34736,804