COR Options History — April 2024 In April 2024, COR traded between $234.19 and $246.19. ATM implied volatility averaged 21.2%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.2% (HV 20d: 13.0%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.78.
Notable Days 2024-04-10 : Highest Volume — 2,108 contracts2024-04-04 : Largest IV spike — 15.8% change2024-04-30 : Highest IV Rank — 76.9%2024-04-30 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $239.28 $234.19 $246.19 $243.08 $238.36 Max Pain $233.18 $220.00 $240.00 $240.00 $240.00 ATM IV 21.2% 16.1% 26.2% 17.0% 26.2% Expected Move 6.2% 4.6% 7.5% 4.9% 7.5% HV 20d 13.0% 9.9% 14.6% 10.3% 14.6% HV 60d 17.5% 14.3% 18.3% 17.5% 14.3% IV Rank 61.8% 46.7% 76.9% 49.3% 76.9% IV Percentile 66.0% 18.3% 89.3% 34.9% 89.3% Term Structure -1.7% -5.3% 2.9% 2.3% -5.3% VWIV 22.1% 16.8% 26.9% 16.8% 26.9% Skew 25d 3.1% 2.1% 4.4% 2.7% 2.1% Skew 10d 6.5% 2.6% 9.0% 7.4% 3.7% Call IV 25d 20.4% 15.9% 25.6% 15.9% 25.6% Put IV 25d 23.5% 18.2% 27.6% 18.6% 27.6% Bid-Ask Spread % 84.38 81.21 91.50 91.50 82.97 Gamma HHI 0.21 0.19 0.43 0.21 0.22 Net GEX 4.8M -15.6M 8.2M 5.8M 8.0M Net DEX -588.7M -672.8M -502.1M -639.0M -598.7M Net VEX -3.4M -3.6M -3.2M -3.2M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.78 0.12 5.41 4.92 0.94 Total Volume 711.409 125 2,108 154 639 Total OI 77,312.773 75,310 79,445 75,310 78,639
Daily Data (22 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 2024-04-01 $243.08 $240.00 17.0% 4.9% 10.3% 49.3% 16.8% 2.7% 2.3% 5.8M -639.0M -3.2M 4.92 91.50 N/A N/A 26 128 39,509 35,801 2024-04-02 $242.80 $240.00 17.2% 4.9% 9.9% 50.0% 17.1% 2.3% 2.6% 5.3M -633.6M -3.2M 1.42 90.91 N/A N/A 84 119 39,527 35,879 2024-04-03 $246.19 $240.00 16.1% 4.6% 10.7% 46.7% 17.9% 2.3% 2.9% 6.0M -672.8M -3.2M 4.08 89.65 N/A N/A 226 922 39,564 35,911 2024-04-04 $242.32 $220.00 18.7% 6.0% 12.3% 54.3% 20.7% 3.4% -1.1% 5.1M -623.9M -3.3M 1.26 83.72 N/A N/A 57 72 39,699 36,253 2024-04-05 $243.29 $230.00 17.6% 6.0% 11.5% 51.2% 22.0% 3.8% -1.2% 4.8M -632.3M -3.3M 5.41 85.85 N/A N/A 186 1,007 39,724 36,315 2024-04-08 $240.74 $230.00 18.1% 6.0% 12.2% 52.5% 21.0% 3.3% -1.0% 5.2M -607.5M -3.3M 0.18 81.39 N/A N/A 235 43 39,811 36,151 2024-04-09 $238.02 $230.00 18.0% 6.1% 12.9% 52.4% 22.5% 4.4% -1.5% 4.2M -565.9M -3.4M 1.27 81.76 N/A N/A 575 733 39,940 36,348 2024-04-10 $238.20 $230.00 20.6% 5.9% 12.9% 60.2% 21.5% 3.3% -1.3% 4.1M -572.4M -3.4M 1.72 83.74 N/A N/A 776 1,332 40,191 36,618 2024-04-11 $235.90 $230.00 20.3% 5.8% 13.0% 59.2% 21.0% 3.5% -1.0% 4.5M -539.5M -3.5M 0.26 84.85 N/A N/A 99 26 40,621 36,972 2024-04-12 $234.19 $230.00 22.7% 6.5% 12.5% 66.4% 21.5% 4.2% -1.9% 4.7M -502.1M -3.6M 0.27 85.11 N/A N/A 202 55 40,629 36,986 2024-04-15 $234.53 $230.00 23.4% 6.7% 12.5% 68.4% 26.6% 3.3% -2.7% 4.9M -513.1M -3.5M 0.36 84.36 N/A N/A 492 178 40,739 36,983 2024-04-16 $238.73 $230.00 22.9% 6.6% 13.8% 66.9% 22.9% 3.5% -2.0% 3.7M -571.2M -3.5M 2.02 83.61 N/A N/A 298 603 40,788 36,952 2024-04-17 $238.53 $230.00 22.0% 6.3% 13.2% 64.2% 22.2% 3.1% -1.9% 2.1M -562.8M -3.5M 0.61 83.37 N/A N/A 478 292 40,982 37,257 2024-04-18 $237.09 $230.00 21.4% 6.1% 13.3% 62.5% 21.5% 2.9% -1.4% 3.4M -544.6M -3.5M 1.30 86.86 N/A N/A 588 762 41,204 37,241 2024-04-19 $239.47 $230.00 21.4% 6.1% 13.7% 62.5% 21.9% 2.7% -1.4% -15.6M -575.5M -3.5M 1.10 85.68 N/A N/A 180 198 41,513 37,932 2024-04-22 $236.83 $230.00 22.9% 6.6% 14.2% 67.2% 23.1% 3.3% -2.9% 8.1M -579.0M -3.4M 5.25 81.83 N/A N/A 238 1,250 40,809 36,382 2024-04-23 $237.74 $230.00 23.1% 6.6% 14.3% 67.6% 23.1% 3.3% -3.0% 7.8M -584.3M -3.3M 2.83 81.78 N/A N/A 145 411 40,970 37,231 2024-04-24 $237.91 $240.00 22.8% 6.5% 14.1% 66.6% 22.5% 3.1% -2.9% 7.9M -588.4M -3.3M 1.04 81.21 N/A N/A 71 74 41,000 37,066 2024-04-25 $239.70 $240.00 23.5% 6.7% 14.3% 68.9% 23.4% 3.0% -3.3% 8.2M -609.1M -3.3M 0.18 81.78 N/A N/A 136 25 41,062 37,056 2024-04-26 $241.25 $240.00 24.1% 6.9% 14.3% 70.6% 24.3% 3.0% -3.9% 8.2M -627.6M -3.2M 2.56 83.13 N/A N/A 158 404 41,097 37,057 2024-04-29 $239.19 $240.00 25.6% 7.4% 14.6% 75.2% 26.5% 2.4% -4.9% 8.0M -607.4M -3.3M 0.12 81.29 N/A N/A 1,010 118 41,171 37,301 2024-04-30 $238.36 $240.00 26.2% 7.5% 14.6% 76.9% 26.9% 2.1% -5.3% 8.0M -598.7M -3.3M 0.94 82.97 N/A N/A 329 310 41,303 37,336
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