COR Options History — August 2024

In August 2024, COR traded between $232.56 and $246.53. ATM implied volatility averaged 17.4%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 1.9% (HV 20d: 19.3%). Max pain ranged from $230.00 to $240.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.98.

Notable Days

  • 2024-08-26: Highest Volume — 2,860 contracts
  • 2024-08-12: Largest IV spike — 33.1% change
  • 2024-08-05: Highest IV Rank — 80.1%
  • 2024-08-05: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$238.48$232.56$246.53$244.90$238.63
Max Pain$233.18$230.00$240.00$230.00$240.00
ATM IV17.4%14.1%23.8%19.3%17.5%
Expected Move5.0%4.2%6.4%5.5%5.0%
HV 20d19.3%15.1%21.5%15.2%15.9%
HV 60d18.1%17.5%18.7%17.5%17.5%
IV Rank56.7%25.9%80.1%64.7%25.9%
IV Percentile42.0%6.0%92.9%70.2%46.4%
Term Structure1.1%-1.5%4.5%-0.3%-1.5%
VWIV17.7%15.1%22.2%19.5%17.8%
Skew 25d2.6%1.0%4.0%1.6%1.0%
Skew 10d5.8%2.3%8.0%2.3%4.7%
Call IV 25d16.7%14.0%20.5%18.2%18.3%
Put IV 25d19.2%16.3%24.6%19.8%19.3%
Bid-Ask Spread %87.2083.1891.5084.8091.50
Gamma HHI0.230.180.280.200.25
Net GEX14.5M11.7M18.2M13.8M14.8M
Net DEX-574.8M-684.2M-482.8M-678.7M-588.3M
Net VEX-2.6M-3.0M-2.4M-2.5M-2.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.083.930.370.65
Total Volume733.8181592,8604082,427
Total OI73,763.36469,18375,65074,27774,898

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$244.90$230.0019.3%5.5%15.2%64.7%19.5%1.6%-0.3%13.8M-678.7M-2.5M0.3784.80N/AN/A29811040,49533,782
2024-08-02$246.53$230.0019.6%5.6%15.1%65.7%22.2%2.2%0.4%12.8M-684.2M-2.6M0.5486.57N/AN/A21911940,58233,831
2024-08-05$239.79$230.0023.8%6.4%19.1%80.1%21.5%4.0%1.9%11.7M-557.9M-3.0M0.5883.32N/AN/A38222340,59733,968
2024-08-06$241.59$230.0017.9%5.6%19.0%59.9%20.0%2.9%2.8%14.1M-596.6M-2.9M1.3283.18N/AN/A13417740,72933,905
2024-08-07$241.25$230.0019.7%5.5%18.9%66.2%18.7%3.0%3.0%14.8M-613.1M-2.8M1.7083.57N/AN/A25943940,80233,988
2024-08-08$236.95$230.0017.8%5.0%20.4%59.4%19.1%2.9%4.5%15.5M-558.2M-2.7M0.4484.14N/AN/A2039040,84634,312
2024-08-09$237.24$230.0014.1%5.1%20.4%46.6%19.5%3.5%3.4%15.6M-560.6M-2.8M1.0183.57N/AN/A30931240,77834,366
2024-08-12$237.65$230.0018.7%5.0%20.3%62.7%17.5%2.9%3.7%15.8M-572.0M-2.7M2.1884.64N/AN/A11625340,88734,550
2024-08-13$236.37$230.0017.9%4.8%20.4%59.7%16.9%2.9%3.6%15.8M-552.2M-2.8M0.6085.40N/AN/A19911940,93134,583
2024-08-14$237.62$230.0016.4%4.7%20.3%54.6%16.4%2.7%3.5%16.8M-581.2M-2.7M0.8587.02N/AN/A867340,96434,683
2024-08-15$236.94$230.0014.9%4.3%20.3%49.7%15.1%2.4%1.3%15.4M-564.4M-2.7M0.1789.43N/AN/A1,47424540,95734,693
2024-08-16$237.65$230.0014.7%4.2%20.3%48.8%15.3%2.3%1.5%18.2M-586.7M-2.6M0.1089.18N/AN/A2092141,10734,457
2024-08-19$237.91$230.0015.1%4.3%20.3%50.0%15.1%2.5%1.0%13.7M-568.0M-2.5M0.4987.32N/AN/A31515338,16731,016
2024-08-20$238.20$230.0015.8%4.5%20.2%52.5%15.2%1.9%0.7%13.9M-566.1M-2.5M0.1285.38N/AN/A5957338,49831,124
2024-08-21$239.18$230.0016.1%4.6%20.2%53.5%15.5%2.4%0.2%14.3M-582.7M-2.5M2.0189.71N/AN/A49198638,99731,161
2024-08-22$240.18$240.0016.4%4.7%20.0%54.8%16.4%2.5%-0.1%14.2M-594.3M-2.5M0.3089.16N/AN/A1434339,38232,289
2024-08-23$237.91$240.0015.9%4.6%20.5%53.0%15.8%2.3%-0.1%14.5M-566.2M-2.6M0.3090.87N/AN/A2076239,48232,333
2024-08-26$234.04$240.0017.9%5.1%21.5%60.0%17.4%2.5%-0.8%14.3M-507.3M-2.6M3.9388.60N/AN/A5802,28039,68832,374
2024-08-27$232.56$240.0018.6%5.3%20.9%62.2%18.6%3.0%-1.3%13.1M-482.8M-2.6M3.7490.16N/AN/A17565540,16733,605
2024-08-28$236.23$240.0017.4%5.0%19.6%58.2%17.6%2.3%-1.0%12.6M-530.9M-2.6M0.0890.12N/AN/A4193340,25434,083
2024-08-29$237.32$240.0017.5%5.0%16.0%58.3%17.8%2.4%-1.2%13.1M-552.7M-2.6M0.1290.67N/AN/A3904840,39934,084
2024-08-30$238.63$240.0017.5%5.0%15.9%25.9%17.8%1.0%-1.5%14.8M-588.3M-2.4M0.6591.50N/AN/A1,47195640,79834,100