COR Options History — October 2024 In October 2024, COR traded between $219.74 and $237.37. ATM implied volatility averaged 26.4%, placing in the 75.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 10.0% (HV 20d: 16.3%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.68.
Notable Days 2024-10-15 : Highest Volume — 5,763 contracts2024-10-22 : Largest IV spike — 14.0% change2024-10-28 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $228.83 $219.74 $237.37 $224.22 $229.25 Max Pain $226.09 $220.00 $230.00 $230.00 $230.00 ATM IV 26.4% 21.6% 38.0% 24.3% 38.0% Expected Move 7.7% 6.6% 10.9% 7.0% 10.9% HV 20d 16.3% 14.8% 20.5% 20.3% 15.2% HV 60d 18.9% 17.1% 20.1% 18.6% 17.2% IV Rank 75.0% 51.4% 100.0% 67.5% 100.0% IV Percentile 92.9% 79.0% 100.0% 95.6% 100.0% Term Structure -4.6% -12.4% 1.8% 0.8% -12.4% VWIV 27.2% 22.5% 41.6% 23.4% 37.4% Skew 25d 3.6% 2.8% 4.5% 3.5% 2.8% Skew 10d 9.4% 6.0% 15.9% 6.7% 6.8% Call IV 25d 25.1% 21.1% 36.6% 21.8% 36.6% Put IV 25d 28.7% 24.8% 39.4% 25.3% 39.4% Bid-Ask Spread % 83.63 77.91 89.11 86.51 83.21 Gamma HHI 0.27 0.22 0.35 0.24 0.31 Net GEX 15.6M 12.5M 24.6M 15.6M 13.9M Net DEX -434.0M -621.1M -260.7M -360.8M -409.9M Net VEX -2.5M -2.8M -2.3M -2.7M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.68 0.15 14.77 0.58 1.90 Total Volume 1,049.391 101 5,763 163 456 Total OI 81,668.609 77,126 86,867 80,264 80,498
Daily Data (23 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 2024-10-01 $224.22 $230.00 24.3% 7.0% 20.3% 67.5% 23.4% 3.5% 0.8% 15.6M -360.8M -2.7M 0.58 86.51 N/A N/A 103 60 43,853 36,411 2024-10-02 $221.67 $230.00 22.9% 6.6% 20.5% 59.0% 22.5% 4.2% 1.8% 14.1M -315.5M -2.7M 0.87 88.39 N/A N/A 251 219 43,851 36,434 2024-10-03 $220.96 $220.00 23.0% 7.1% 17.6% 59.5% 25.3% 4.1% -2.4% 14.2M -302.8M -2.7M 2.58 78.12 N/A N/A 216 558 44,170 36,512 2024-10-04 $220.17 $220.00 21.7% 7.1% 17.5% 51.5% 24.2% 3.8% -2.6% 13.9M -289.8M -2.6M 8.31 77.91 N/A N/A 251 2,087 44,218 36,532 2024-10-07 $219.74 $220.00 22.6% 7.2% 17.0% 57.1% 24.8% 3.9% -2.8% 12.5M -260.7M -2.8M 2.91 80.97 N/A N/A 162 472 44,322 38,573 2024-10-08 $221.06 $220.00 21.6% 7.1% 17.0% 51.4% 24.8% 4.2% -2.8% 13.7M -295.7M -2.7M 0.64 78.57 N/A N/A 122 78 44,324 38,878 2024-10-09 $221.38 $220.00 24.6% 7.0% 16.7% 69.3% 24.4% 3.6% -3.0% 14.0M -298.5M -2.7M 4.21 79.82 N/A N/A 67 282 44,343 38,919 2024-10-10 $222.07 $220.00 24.9% 7.1% 16.2% 71.1% 25.1% 3.8% -3.0% 13.7M -302.8M -2.7M 1.22 80.10 N/A N/A 126 154 44,373 38,954 2024-10-11 $222.71 $220.00 24.5% 7.0% 15.7% 68.7% 24.9% 3.6% -2.5% 14.1M -323.0M -2.6M 5.38 79.89 N/A N/A 117 629 44,352 39,068 2024-10-14 $225.71 $220.00 24.7% 7.1% 16.4% 70.1% 25.0% 4.5% -3.3% 16.8M -372.4M -2.6M 4.00 79.94 N/A N/A 623 2,490 44,405 39,185 2024-10-15 $232.64 $220.00 23.4% 6.7% 18.1% 62.1% 23.3% 3.0% -2.5% 24.6M -541.2M -2.5M 0.25 89.11 N/A N/A 4,625 1,138 44,869 41,494 2024-10-16 $236.70 $230.00 23.3% 6.7% 15.8% 61.4% 23.7% 3.3% -2.8% 20.0M -599.6M -2.4M 0.84 84.75 N/A N/A 161 135 44,746 41,859 2024-10-17 $235.94 $230.00 23.9% 6.8% 15.6% 65.0% 23.8% 3.5% -3.1% 16.2M -585.5M -2.4M 1.08 85.41 N/A N/A 193 208 44,770 41,912 2024-10-18 $237.37 $230.00 23.7% 6.8% 15.5% 64.0% 24.0% 2.9% -3.7% 15.5M -621.1M -2.3M 0.25 84.62 N/A N/A 1,215 305 44,827 42,040 2024-10-21 $236.44 $230.00 24.9% 7.1% 15.5% 71.3% 25.3% 3.8% -4.5% 15.6M -557.7M -2.3M 2.04 85.33 N/A N/A 278 568 41,070 36,056 2024-10-22 $234.53 $230.00 28.4% 8.1% 15.3% 92.7% 27.7% 3.7% -6.8% 16.0M -532.6M -2.3M 1.74 83.23 N/A N/A 448 778 41,248 36,400 2024-10-23 $234.80 $230.00 29.4% 8.4% 14.8% 99.5% 28.4% 3.9% -7.2% 15.6M -527.7M -2.4M 1.37 83.87 N/A N/A 197 270 41,546 36,841 2024-10-24 $235.01 $230.00 27.2% 7.8% 14.8% 85.7% 27.1% 3.5% -6.0% 15.7M -536.3M -2.3M 0.15 87.97 N/A N/A 457 68 41,670 37,014 2024-10-25 $234.38 $230.00 29.2% 8.4% 14.8% 98.0% 30.1% 3.4% -6.7% 15.9M -520.0M -2.4M 1.24 88.10 N/A N/A 45 56 41,942 37,064 2024-10-28 $233.97 $230.00 31.1% 8.9% 14.9% 100.0% 41.6% 3.7% -8.1% 16.1M -518.6M -2.3M 14.77 87.71 N/A N/A 30 443 41,964 37,058 2024-10-29 $232.63 $230.00 34.0% 9.7% 15.1% 100.0% 34.1% 3.5% -10.5% 15.5M -485.3M -2.4M 4.71 86.84 N/A N/A 421 1,985 41,971 37,331 2024-10-30 $229.69 $230.00 35.0% 10.0% 15.2% 100.0% 35.2% 3.1% -11.0% 14.5M -424.5M -2.5M 0.65 83.01 N/A N/A 356 233 42,089 38,422 2024-10-31 $229.25 $230.00 38.0% 10.9% 15.2% 100.0% 37.4% 2.8% -12.4% 13.9M -409.9M -2.5M 1.90 83.21 N/A N/A 157 299 41,977 38,521
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