COR Options History — June 2024

In June 2024, COR traded between $224.88 and $239.59. ATM implied volatility averaged 16.7%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.7% (HV 20d: 17.4%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 3.24.

Notable Days

  • 2024-06-10: Highest Volume — 3,168 contracts
  • 2024-06-11: Largest IV spike — 44.9% change
  • 2024-06-11: Highest IV Rank — 64.8%
  • 2024-06-28: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$233.57$224.88$239.59$229.92$224.88
Max Pain$225.79$220.00$230.00$220.00$230.00
ATM IV16.7%14.7%21.3%17.6%18.3%
Expected Move4.7%4.5%5.3%5.0%5.3%
HV 20d17.4%15.5%22.0%16.6%22.0%
HV 60d16.9%16.2%18.8%16.2%18.7%
IV Rank50.1%44.2%64.8%51.0%56.0%
IV Percentile33.4%12.7%75.0%47.6%63.5%
Term Structure2.2%-0.9%5.3%-0.8%3.3%
VWIV16.6%15.8%19.0%17.7%16.5%
Skew 25d1.6%0.8%2.8%1.6%2.2%
Skew 10d3.7%0.7%8.2%2.3%3.9%
Call IV 25d16.1%15.3%17.1%17.1%16.5%
Put IV 25d17.6%16.7%19.0%18.7%18.7%
Bid-Ask Spread %86.5681.9591.6991.1585.64
Gamma HHI0.230.200.310.210.27
Net GEX12.9M6.9M21.2M13.7M10.2M
Net DEX-591.1M-694.4M-372.5M-567.4M-372.5M
Net VEX-3.0M-3.3M-2.9M-3.0M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.240.0731.741.530.43
Total Volume1,163.3682043,168925505
Total OI80,360.21172,04386,80577,21073,154

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$229.92$220.0017.6%5.0%16.6%51.0%17.7%1.6%-0.8%13.7M-567.4M-3.0M1.5391.15N/AN/A36655942,25034,960
2024-06-04$230.94$220.0017.1%4.9%16.6%49.6%17.1%1.4%-0.6%13.5M-574.0M-3.0M0.1991.69N/AN/A2434542,32035,405
2024-06-05$231.53$220.0016.7%4.8%16.2%48.5%17.0%1.1%-0.9%13.3M-584.9M-3.0M1.7990.70N/AN/A7961,42442,26735,427
2024-06-06$235.87$220.0016.5%4.6%16.8%47.9%16.1%1.3%1.9%13.7M-655.2M-2.9M0.6983.75N/AN/A1,5341,05142,93836,365
2024-06-07$235.36$220.0016.6%4.5%16.9%48.0%16.2%1.5%1.9%14.4M-645.4M-3.1M7.1187.95N/AN/A13394644,22237,738
2024-06-10$234.63$220.0014.7%4.8%17.0%44.2%16.5%1.0%2.4%14.6M-645.8M-3.0M0.0982.84N/AN/A2,91825044,28938,228
2024-06-11$232.45$220.0021.3%4.9%17.1%64.8%17.3%1.5%2.1%15.0M-597.5M-3.2M13.1581.95N/AN/A1642,15646,56638,334
2024-06-12$229.56$220.0016.2%4.7%17.7%49.0%16.2%1.2%2.5%11.1M-550.0M-3.2M0.3687.15N/AN/A40714746,60839,143
2024-06-13$231.73$230.0016.4%4.7%17.9%49.6%16.3%1.0%2.5%11.8M-591.6M-3.1M0.2985.34N/AN/A2276546,69039,208
2024-06-14$232.31$230.0016.7%4.8%17.8%50.5%16.5%1.5%2.6%12.7M-602.1M-3.1M0.2486.18N/AN/A1653946,78239,216
2024-06-17$234.62$230.0017.1%4.9%18.0%52.0%16.4%1.6%2.5%15.7M-651.0M-3.0M0.2487.99N/AN/A2195346,87639,201
2024-06-18$237.37$230.0015.8%4.5%18.1%47.9%15.8%1.3%2.9%21.2M-694.4M-3.0M0.0786.71N/AN/A7485246,90439,212
2024-06-20$235.91$230.0015.9%4.6%16.5%48.3%16.0%0.8%2.8%13.3M-674.3M-3.0M0.4188.40N/AN/A41216747,43839,201
2024-06-21$237.28$230.0016.9%4.8%16.4%51.3%19.0%2.5%2.1%12.9M-687.9M-2.9M31.7487.21N/AN/A722,28547,44739,358
2024-06-24$239.59$230.0015.7%4.5%16.2%47.7%16.2%2.0%3.0%10.7M-592.3M-2.9M1.1584.35N/AN/A15517938,84433,199
2024-06-25$238.92$230.0016.0%4.6%16.2%48.5%16.1%2.2%2.7%10.5M-580.0M-2.9M0.3684.11N/AN/A48117338,82733,277
2024-06-26$237.01$230.0015.7%4.5%15.5%47.7%16.6%1.8%2.8%10.6M-561.6M-3.0M0.4085.33N/AN/A1536139,19033,234
2024-06-27$227.89$230.0016.1%4.6%21.5%48.9%16.4%2.8%5.3%6.9M-402.3M-3.3M1.2786.24N/AN/A1,2131,54139,24333,283
2024-06-28$224.88$230.0018.3%5.3%22.0%56.0%16.5%2.2%3.3%10.2M-372.5M-3.3M0.4385.64N/AN/A35315240,05033,104