COR Options History — March 2024

In March 2024, COR traded between $234.85 and $244.49. ATM implied volatility averaged 17.5%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.6% (HV 20d: 12.9%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.77.

Notable Days

  • 2024-03-19: Highest Volume — 2,160 contracts
  • 2024-03-11: Largest IV spike — 17.1% change
  • 2024-03-18: Highest IV Rank — 52.4%
  • 2024-03-06: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$239.43$234.85$244.49$237.99$242.53
Max Pain$236.50$220.00$240.00$220.00$240.00
ATM IV17.5%15.8%20.2%16.1%15.8%
Expected Move4.9%4.5%5.4%4.6%4.5%
HV 20d12.9%10.5%17.8%17.8%11.0%
HV 60d17.8%17.6%18.1%18.0%17.6%
IV Rank42.9%32.6%52.4%32.6%45.7%
IV Percentile35.3%16.3%60.3%16.3%16.3%
Term Structure1.9%0.1%2.9%0.1%2.9%
VWIV17.0%15.4%18.5%17.1%15.4%
Skew 25d2.9%2.0%3.8%2.0%2.5%
Skew 10d6.4%4.4%9.3%5.0%4.5%
Call IV 25d16.0%14.6%16.8%16.0%14.6%
Put IV 25d18.8%17.1%19.7%18.1%17.1%
Bid-Ask Spread %82.9061.0090.9282.8090.92
Gamma HHI0.220.200.280.210.21
Net GEX8.0M5.6M11.6M9.1M5.6M
Net DEX-642.0M-665.7M-619.1M-655.1M-633.7M
Net VEX-3.3M-3.6M-3.2M-3.4M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.088.020.410.83
Total Volume498.25542,160306209
Total OI76,841.171,30680,25378,19775,242

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$237.99$220.0016.1%4.6%17.8%32.6%17.1%2.0%0.1%9.1M-655.1M-3.4M0.4182.80N/AN/A2178941,38236,815
2024-03-04$236.38$240.0017.3%4.8%17.7%35.1%17.0%3.8%1.5%8.6M-628.6M-3.6M0.6382.76N/AN/A1227741,48936,881
2024-03-05$235.64$240.0018.6%4.9%17.8%37.9%17.7%3.1%1.6%8.9M-619.7M-3.5M3.3070.53N/AN/A9832341,48636,943
2024-03-06$234.85$240.0019.6%5.4%17.8%39.9%18.5%3.0%1.2%8.3M-622.1M-3.3M1.7261.00N/AN/A8314341,50737,281
2024-03-07$238.12$240.0018.5%5.0%17.5%37.7%17.4%3.2%1.9%9.0M-658.3M-3.3M1.9882.11N/AN/A20741041,53837,328
2024-03-08$237.74$240.0017.2%4.9%10.6%35.0%17.2%3.5%1.8%9.0M-656.4M-3.4M0.3682.90N/AN/A893241,62937,652
2024-03-11$237.94$240.0020.2%5.0%10.6%41.2%17.1%3.3%2.0%9.6M-663.3M-3.3M0.0981.87N/AN/A3142841,68737,672
2024-03-12$237.11$230.0019.0%4.8%10.7%38.7%16.8%2.8%2.6%10.1M-663.9M-3.2M1.4583.97N/AN/A8612541,87737,767
2024-03-13$235.13$230.0016.6%4.8%11.2%33.7%17.9%3.0%2.1%7.1M-628.0M-3.4M1.6985.35N/AN/A8514441,92337,818
2024-03-14$237.84$230.0016.1%4.6%11.8%32.7%16.1%3.0%2.2%11.6M-665.7M-3.3M0.2989.15N/AN/A73021141,95437,846
2024-03-15$237.45$230.0016.8%4.8%11.7%48.6%17.7%2.8%2.1%9.0M-655.8M-3.3M2.5487.88N/AN/A10626942,21538,038
2024-03-18$239.58$230.0018.0%5.2%11.8%52.4%17.9%2.7%1.7%9.2M-619.1M-3.2M3.1882.68N/AN/A3291,04538,61732,689
2024-03-19$242.13$240.0016.9%4.9%12.1%49.1%15.8%2.6%2.0%7.7M-633.5M-3.2M2.9183.33N/AN/A5531,60738,77633,572
2024-03-20$242.01$240.0017.2%4.9%12.1%50.0%17.0%3.6%1.9%7.3M-634.2M-3.2M1.5185.21N/AN/A19629539,21334,632
2024-03-21$243.20$240.0017.1%4.9%11.8%49.5%16.6%2.4%2.1%6.3M-639.5M-3.2M0.0883.98N/AN/A50439,31235,220
2024-03-22$242.94$240.0016.8%4.8%11.3%48.6%16.6%2.3%2.0%6.1M-636.1M-3.3M3.8485.05N/AN/A7026939,31835,228
2024-03-25$242.17$240.0017.7%5.1%11.3%51.3%17.1%2.4%1.8%5.8M-630.3M-3.2M0.4584.99N/AN/A652939,31635,368
2024-03-26$243.32$240.0017.2%4.9%10.5%49.9%16.9%2.3%2.2%5.9M-643.9M-3.2M0.1784.67N/AN/A1492539,34735,389
2024-03-27$244.49$240.0016.6%4.8%10.5%48.2%16.8%3.1%2.5%6.2M-652.3M-3.2M8.0286.85N/AN/A12096239,45335,402
2024-03-28$242.53$240.0015.8%4.5%11.0%45.7%15.4%2.5%2.9%5.6M-633.7M-3.3M0.8390.92N/AN/A1149539,50135,741