COR Options History — September 2024

In September 2024, COR traded between $223.40 and $243.70. ATM implied volatility averaged 20.3%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 0.0% (HV 20d: 20.3%). Max pain ranged from $230.00 to $240.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.11.

Notable Days

2024-09-19: Highest Volume — 6,017 contracts
2024-09-11: Largest IV drop — 10.0% change
2024-09-30: Highest IV Rank — 65.0%
2024-09-30: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$232.77	$223.40	$243.70	$243.70	$224.50
Max Pain	$236.50	$230.00	$240.00	$240.00	$230.00
ATM IV	20.3%	18.0%	23.9%	21.8%	23.9%
Expected Move	5.7%	5.2%	6.8%	6.3%	6.8%
HV 20d	20.3%	14.5%	23.8%	14.7%	22.2%
HV 60d	18.9%	17.6%	20.4%	17.6%	18.6%
IV Rank	43.1%	29.0%	65.0%	52.3%	65.0%
IV Percentile	72.4%	54.0%	93.7%	82.9%	93.7%
Term Structure	1.7%	-3.4%	3.0%	-3.4%	1.2%
VWIV	20.0%	17.7%	22.1%	21.3%	21.8%
Skew 25d	2.8%	1.8%	3.5%	3.0%	3.5%
Skew 10d	5.8%	0.9%	7.6%	4.9%	5.1%
Call IV 25d	18.9%	17.4%	21.6%	19.8%	21.6%
Put IV 25d	21.7%	19.7%	25.0%	22.8%	25.0%
Bid-Ask Spread %	84.27	79.98	90.26	89.95	86.58
Gamma HHI	0.25	0.22	0.29	0.26	0.24
Net GEX	13.3M	8.4M	16.5M	13.6M	15.6M
Net DEX	-474.5M	-648.2M	-348.6M	-648.2M	-370.3M
Net VEX	-2.6M	-2.7M	-2.4M	-2.4M	-2.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.01	5.11	1.58	0.74
Total Volume	1,918.75	74	6,017	1,088	247
Total OI	78,894.75	76,394	82,165	76,394	80,120

Daily Data (20 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
2024-09-03	$243.70	$240.00	21.8%	6.3%	14.7%	52.3%	21.3%	3.0%	-3.4%	13.6M	-648.2M	-2.4M	1.58	89.95	N/A	N/A	421	667	41,349	35,045
2024-09-04	$242.76	$240.00	21.8%	6.3%	14.5%	52.3%	22.1%	3.0%	-2.9%	11.9M	-618.7M	-2.5M	4.52	90.26	N/A	N/A	91	411	41,441	35,626
2024-09-05	$234.94	$240.00	22.1%	5.8%	18.7%	54.2%	19.0%	2.7%	1.9%	9.6M	-483.0M	-2.7M	0.04	79.98	N/A	N/A	3,131	113	41,491	35,992
2024-09-06	$235.05	$240.00	20.5%	5.3%	17.6%	44.6%	19.3%	3.1%	2.6%	12.2M	-494.4M	-2.7M	0.81	82.08	N/A	N/A	543	441	42,292	35,964
2024-09-09	$236.93	$240.00	20.3%	5.3%	17.9%	43.0%	19.8%	2.5%	2.5%	12.5M	-532.0M	-2.6M	0.25	80.98	N/A	N/A	59	15	42,585	36,233
2024-09-10	$238.44	$240.00	20.2%	5.4%	18.0%	42.7%	18.1%	2.8%	2.5%	12.7M	-559.2M	-2.6M	0.01	80.40	N/A	N/A	1,068	6	42,615	36,242
2024-09-11	$235.26	$240.00	18.2%	5.2%	18.5%	30.2%	19.2%	2.9%	2.6%	10.6M	-495.9M	-2.6M	0.02	82.12	N/A	N/A	1,322	29	42,750	36,242
2024-09-12	$237.38	$240.00	18.0%	5.2%	18.7%	29.0%	20.9%	2.9%	2.6%	12.5M	-556.9M	-2.5M	1.39	83.32	N/A	N/A	429	596	43,045	36,233
2024-09-13	$239.76	$240.00	18.1%	5.2%	19.0%	29.2%	17.7%	1.9%	2.7%	14.8M	-608.4M	-2.4M	0.04	83.51	N/A	N/A	2,494	94	43,069	35,843
2024-09-16	$241.49	$240.00	19.0%	5.4%	19.2%	34.8%	20.2%	2.4%	2.5%	13.6M	-633.9M	-2.4M	0.80	82.47	N/A	N/A	61	49	43,351	35,910
2024-09-17	$235.22	$240.00	18.7%	5.4%	21.4%	33.4%	18.4%	2.5%	2.6%	10.3M	-489.8M	-2.5M	0.13	83.77	N/A	N/A	3,860	506	43,374	35,925
2024-09-18	$228.56	$240.00	20.0%	5.7%	23.6%	41.4%	19.4%	2.3%	2.1%	8.4M	-370.9M	-2.6M	0.33	84.50	N/A	N/A	2,259	738	44,427	36,328
2024-09-19	$226.88	$240.00	18.7%	5.4%	23.6%	33.0%	18.6%	1.8%	2.5%	12.4M	-348.6M	-2.6M	3.69	86.57	N/A	N/A	1,284	4,733	44,901	36,172
2024-09-20	$228.68	$230.00	19.9%	5.7%	23.8%	40.5%	21.7%	3.2%	1.8%	14.6M	-374.6M	-2.6M	5.11	83.98	N/A	N/A	697	3,563	45,776	36,389
2024-09-23	$228.12	$230.00	19.8%	5.7%	23.6%	40.2%	19.8%	2.9%	1.4%	16.5M	-431.4M	-2.6M	0.32	84.60	N/A	N/A	387	122	42,629	33,778
2024-09-24	$225.83	$230.00	19.6%	5.6%	23.2%	39.0%	21.4%	3.0%	1.8%	16.0M	-389.8M	-2.6M	1.13	80.03	N/A	N/A	2,359	2,658	42,824	33,851
2024-09-25	$223.86	$230.00	20.4%	5.9%	23.3%	43.7%	18.9%	3.5%	3.0%	16.0M	-357.0M	-2.7M	0.55	86.16	N/A	N/A	1,100	608	43,248	35,455
2024-09-26	$223.40	$230.00	22.3%	6.4%	22.3%	55.3%	20.8%	2.8%	1.8%	15.4M	-352.3M	-2.7M	0.11	85.78	N/A	N/A	630	72	43,502	36,120
2024-09-27	$224.63	$230.00	22.9%	6.6%	22.4%	58.9%	21.1%	3.0%	1.4%	16.4M	-375.4M	-2.6M	0.70	88.41	N/A	N/A	302	210	43,648	36,110
2024-09-30	$224.50	$230.00	23.9%	6.8%	22.2%	65.0%	21.8%	3.5%	1.2%	15.6M	-370.3M	-2.7M	0.74	86.58	N/A	N/A	142	105	43,867	36,253