COR Options History — May 2024 In May 2024, COR traded between $216.03 and $229.33. ATM implied volatility averaged 16.3%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.8% (HV 20d: 18.1%). Max pain ranged from $210.00 to $240.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 3.96.
Notable Days 2024-05-15 : Highest Volume — 6,101 contracts2024-05-13 : Largest IV spike — 38.5% change2024-05-14 : Highest IV Rank — 60.1%2024-05-01 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $222.00 $216.03 $229.33 $229.33 $225.04 Max Pain $220.00 $210.00 $240.00 $240.00 $220.00 ATM IV 16.3% 13.3% 20.6% 19.9% 15.0% Expected Move 4.5% 4.0% 5.7% 5.7% 4.3% HV 20d 18.1% 15.0% 19.4% 18.8% 15.0% HV 60d 15.1% 14.4% 16.8% 16.3% 15.8% IV Rank 47.1% 38.3% 60.1% 58.0% 43.3% IV Percentile 28.0% 11.1% 65.9% 61.5% 14.7% Term Structure 0.4% -2.0% 2.2% -2.0% -0.4% VWIV 15.8% 13.4% 21.1% 21.1% 16.4% Skew 25d 2.1% 1.4% 4.0% 4.0% 1.5% Skew 10d 4.0% 1.6% 5.6% 4.6% 4.5% Call IV 25d 15.1% 13.2% 20.0% 20.0% 16.3% Put IV 25d 17.2% 15.2% 24.0% 24.0% 17.8% Bid-Ask Spread % 83.33 67.77 93.45 89.77 90.97 Gamma HHI 0.26 0.22 0.29 0.23 0.23 Net GEX 8.9M 6.7M 12.2M 6.7M 12.2M Net DEX -397.4M -486.4M -318.3M -460.5M -486.4M Net VEX -3.3M -3.4M -3.1M -3.4M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.96 0.03 60.63 4.14 0.13 Total Volume 968.682 171 6,101 1,960 955 Total OI 78,426.773 75,858 81,215 78,602 76,561
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 2024-05-01 $229.33 $240.00 19.9% 5.7% 18.8% 58.0% 21.1% 4.0% -2.0% 6.7M -460.5M -3.4M 4.14 89.77 N/A N/A 381 1,579 41,366 37,236 2024-05-02 $225.08 $230.00 17.8% 5.1% 19.1% 51.8% 18.1% 2.1% -0.6% 6.9M -405.7M -3.4M 0.30 85.60 N/A N/A 334 101 41,470 37,408 2024-05-03 $223.90 $230.00 18.0% 5.2% 18.9% 52.4% 17.8% 2.8% -1.0% 7.3M -394.2M -3.4M 1.06 87.42 N/A N/A 156 165 41,619 37,250 2024-05-06 $223.38 $210.00 18.6% 4.9% 18.7% 54.0% 17.0% 2.2% 1.4% 8.3M -392.8M -3.3M 0.74 67.77 N/A N/A 1,440 1,069 41,619 37,167 2024-05-07 $225.93 $220.00 14.3% 4.4% 19.2% 41.4% 16.0% 1.7% 2.1% 7.0M -434.2M -3.4M 0.40 69.78 N/A N/A 382 152 42,716 38,195 2024-05-08 $223.77 $220.00 17.2% 4.6% 19.4% 49.8% 15.1% 1.9% 1.7% 7.9M -404.4M -3.4M 0.06 68.63 N/A N/A 693 43 42,928 38,287 2024-05-09 $224.27 $220.00 16.0% 4.3% 19.3% 46.3% 14.1% 2.1% 2.2% 7.8M -404.6M -3.4M 2.38 69.70 N/A N/A 178 424 42,514 38,304 2024-05-10 $224.60 $220.00 13.3% 4.3% 19.2% 38.3% 13.8% 1.4% 2.2% 8.3M -431.4M -3.3M 0.03 72.88 N/A N/A 475 15 42,533 37,677 2024-05-13 $222.75 $210.00 18.4% 4.3% 19.3% 53.7% 14.1% 1.8% 2.1% 9.4M -408.9M -3.3M 0.51 71.62 N/A N/A 601 306 42,705 37,237 2024-05-14 $221.66 $210.00 20.6% 4.3% 17.8% 60.1% 14.7% 3.2% 1.9% 10.1M -395.1M -3.3M 0.80 72.72 N/A N/A 143 114 42,763 36,761 2024-05-15 $221.42 $210.00 16.7% 4.8% 17.8% 48.3% 16.0% 1.8% 0.0% 9.9M -395.4M -3.3M 60.63 81.63 N/A N/A 99 6,002 42,851 36,760 2024-05-16 $221.45 $220.00 14.8% 4.2% 17.8% 42.6% 14.7% 1.8% 1.1% 7.2M -395.7M -3.3M 8.06 93.03 N/A N/A 226 1,822 42,918 37,485 2024-05-17 $221.87 $220.00 13.9% 4.0% 17.2% 39.9% 13.4% 2.0% 1.0% 8.3M -407.3M -3.3M 0.35 93.45 N/A N/A 259 91 43,004 37,503 2024-05-20 $221.01 $220.00 15.0% 4.3% 17.0% 43.4% 15.0% 2.0% 0.0% 9.9M -399.3M -3.3M 0.82 90.72 N/A N/A 135 111 41,226 35,073 2024-05-21 $216.81 $220.00 14.8% 4.3% 17.6% 42.9% 15.1% 1.9% -0.1% 9.0M -326.6M -3.3M 1.31 88.46 N/A N/A 164 215 41,287 35,150 2024-05-22 $216.74 $220.00 15.2% 4.3% 17.6% 43.8% 14.6% 2.0% 0.1% 9.1M -324.5M -3.3M 0.44 89.97 N/A N/A 490 217 41,333 35,110 2024-05-23 $219.58 $220.00 15.2% 4.4% 18.2% 43.9% 15.2% 1.4% -0.5% 10.6M -391.4M -3.2M 1.03 91.84 N/A N/A 245 253 41,113 34,745 2024-05-24 $218.99 $220.00 14.7% 4.2% 17.8% 42.5% 16.6% 2.2% -0.3% 9.9M -372.8M -3.3M 1.83 89.37 N/A N/A 109 200 41,270 34,957 2024-05-28 $216.03 $220.00 15.0% 4.3% 18.0% 43.2% 16.5% 2.4% 0.1% 9.0M -318.3M -3.3M 0.14 88.82 N/A N/A 417 57 41,278 35,014 2024-05-29 $219.12 $220.00 16.1% 4.6% 19.2% 46.6% 16.0% 2.8% -0.2% 10.1M -373.1M -3.3M 0.63 90.25 N/A N/A 198 124 41,525 34,958 2024-05-30 $221.28 $220.00 17.3% 4.9% 15.0% 50.1% 16.8% 2.0% -0.8% 11.1M -419.9M -3.2M 1.28 88.96 N/A N/A 75 96 41,585 34,928 2024-05-31 $225.04 $220.00 15.0% 4.3% 15.0% 43.3% 16.4% 1.5% -0.4% 12.2M -486.4M -3.1M 0.13 90.97 N/A N/A 843 112 41,635 34,926
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