COR Options History — July 2024 In July 2024, COR traded between $221.67 and $237.50. ATM implied volatility averaged 22.0%, placing in the 70.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 5.6% (HV 20d: 16.4%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.94.
Notable Days 2024-07-30 : Highest Volume — 3,429 contracts2024-07-31 : Largest IV drop — 33.8% change2024-07-30 : Highest IV Rank — 97.4%2024-07-30 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $224.86 $221.67 $237.50 $223.01 $237.50 Max Pain $225.45 $220.00 $230.00 $230.00 $230.00 ATM IV 22.0% 17.5% 28.8% 17.5% 19.1% Expected Move 6.4% 5.0% 8.3% 5.0% 5.5% HV 20d 16.4% 7.7% 21.4% 21.4% 11.9% HV 60d 17.7% 15.7% 18.5% 18.5% 16.5% IV Rank 70.8% 53.4% 97.4% 53.5% 63.9% IV Percentile 81.2% 52.4% 99.6% 53.2% 68.7% Term Structure -1.6% -6.2% 4.1% 4.1% -1.3% VWIV 21.9% 14.7% 29.5% 16.9% 20.5% Skew 25d 3.1% 1.0% 4.9% 2.3% 1.8% Skew 10d 6.3% 0.0% 17.1% 0.0% 4.5% Call IV 25d 20.7% 15.7% 28.4% 16.5% 18.6% Put IV 25d 23.8% 18.8% 30.6% 18.8% 20.4% Bid-Ask Spread % 85.88 82.35 91.24 87.27 87.07 Gamma HHI 0.27 0.20 0.32 0.28 0.20 Net GEX 11.2M 9.4M 15.4M 9.5M 15.4M Net DEX -375.7M -589.3M -313.2M -342.1M -589.3M Net VEX -3.1M -3.3M -2.7M -3.3M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.11 6.46 0.34 0.42 Total Volume 658.636 91 3,429 137 1,146 Total OI 73,549.318 72,567 74,941 73,338 74,304
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 2024-07-01 $223.01 $230.00 17.5% 5.0% 21.4% 53.5% 16.9% 2.3% 4.1% 9.5M -342.1M -3.3M 0.34 87.27 N/A N/A 102 35 40,120 33,218 2024-07-02 $222.06 $230.00 17.7% 5.1% 19.7% 54.0% 15.6% 3.7% 3.6% 9.9M -330.9M -3.2M 0.35 89.01 N/A N/A 333 118 40,176 33,233 2024-07-03 $221.89 $230.00 17.7% 5.1% 19.6% 54.1% 14.7% 4.9% 4.1% 10.2M -323.9M -3.3M 0.90 91.24 N/A N/A 48 43 40,330 33,187 2024-07-05 $222.07 $230.00 17.5% 6.2% 19.6% 53.4% 21.4% 3.6% -1.3% 10.0M -332.6M -3.1M 0.75 83.45 N/A N/A 222 167 40,167 33,177 2024-07-08 $223.38 $230.00 18.2% 6.4% 18.3% 55.6% 21.0% 1.0% -1.7% 10.7M -356.1M -3.0M 3.28 84.90 N/A N/A 58 190 40,268 33,174 2024-07-09 $222.53 $230.00 18.7% 6.0% 18.3% 57.2% 20.3% 2.5% -0.9% 10.1M -321.3M -3.3M 0.79 84.72 N/A N/A 470 373 40,263 33,306 2024-07-10 $221.75 $230.00 21.0% 6.0% 18.3% 64.4% 20.9% 2.9% -0.8% 9.4M -313.2M -3.3M 0.47 83.49 N/A N/A 80 38 40,426 33,316 2024-07-11 $221.67 $230.00 21.0% 6.0% 18.1% 64.5% 20.9% 2.9% -0.7% 10.9M -316.0M -3.2M 1.36 84.91 N/A N/A 58 79 40,433 33,331 2024-07-12 $222.82 $230.00 20.7% 5.9% 17.9% 63.5% 20.1% 2.8% -0.7% 10.2M -344.5M -3.1M 0.24 85.92 N/A N/A 87 21 40,472 33,337 2024-07-15 $222.48 $230.00 21.3% 6.1% 17.4% 65.5% 21.4% 2.9% -1.5% 10.4M -335.5M -3.1M 0.71 85.19 N/A N/A 141 100 40,509 33,354 2024-07-16 $224.91 $230.00 22.3% 6.4% 18.0% 68.6% 21.8% 3.2% -1.9% 11.2M -371.8M -3.0M 0.34 86.06 N/A N/A 510 174 40,533 33,394 2024-07-17 $224.72 $220.00 22.9% 6.6% 17.4% 71.0% 21.4% 2.9% -2.3% 11.6M -373.2M -3.0M 0.43 85.96 N/A N/A 287 124 40,953 33,494 2024-07-18 $223.78 $220.00 23.3% 6.7% 16.7% 78.5% 21.9% 3.0% -0.4% 11.3M -354.0M -3.0M 0.11 85.56 N/A N/A 408 46 41,100 33,564 2024-07-19 $223.81 $220.00 23.2% 6.7% 16.7% 78.3% 22.9% 3.5% -2.4% 12.0M -343.5M -3.2M 6.46 85.54 N/A N/A 379 2,448 41,375 33,566 2024-07-22 $224.44 $220.00 24.0% 6.9% 16.5% 80.9% 22.4% 3.9% -3.1% 11.4M -385.8M -3.0M 0.91 82.35 N/A N/A 291 266 39,774 32,793 2024-07-23 $224.15 $220.00 23.4% 6.7% 15.8% 78.7% 21.6% 3.4% -3.1% 11.3M -378.8M -3.1M 0.22 85.64 N/A N/A 866 189 40,011 33,024 2024-07-24 $225.25 $220.00 23.5% 6.7% 16.1% 79.1% 24.0% 3.3% -2.9% 12.0M -376.9M -3.2M 0.40 87.23 N/A N/A 381 151 39,737 32,877 2024-07-25 $227.59 $220.00 26.4% 7.6% 16.7% 89.1% 26.2% 3.3% -4.3% 12.3M -433.1M -2.9M 0.17 85.42 N/A N/A 202 34 39,952 32,846 2024-07-26 $227.80 $220.00 26.7% 7.7% 9.2% 90.2% 27.3% 3.9% -5.1% 12.1M -427.4M -3.0M 0.55 84.58 N/A N/A 93 51 40,054 32,865 2024-07-29 $227.74 $220.00 28.2% 8.1% 7.7% 95.3% 28.7% 3.4% -6.2% 12.2M -429.6M -3.0M 0.84 83.66 N/A N/A 137 115 40,119 32,883 2024-07-30 $231.53 $220.00 28.8% 8.3% 8.8% 97.4% 29.5% 2.2% -6.1% 12.8M -487.0M -2.9M 0.58 90.26 N/A N/A 2,172 1,257 40,144 32,926 2024-07-31 $237.50 $230.00 19.1% 5.5% 11.9% 63.9% 20.5% 1.8% -1.3% 15.4M -589.3M -2.7M 0.42 87.07 N/A N/A 806 340 40,760 33,544
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