COR Options History — November 2024

In November 2024, COR traded between $233.34 and $252.86. ATM implied volatility averaged 22.4%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 1.2% (HV 20d: 23.6%). Max pain ranged from $195.00 to $230.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 4.96.

Notable Days

  • 2024-11-05: Highest Volume — 15,855 contracts
  • 2024-11-11: Largest IV spike — 99.9% change
  • 2024-11-04: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$244.55$233.34$252.86$234.28$252.86
Max Pain$208.25$195.00$230.00$230.00$210.00
ATM IV22.4%14.8%42.5%36.6%18.8%
Expected Move5.5%4.3%10.5%10.5%5.4%
HV 20d23.6%16.6%26.0%16.6%25.4%
HV 60d20.6%17.4%21.9%17.4%20.2%
IV Rank31.8%5.2%100.0%94.4%18.6%
IV Percentile59.5%3.2%100.0%99.6%60.3%
Term Structure-0.7%-12.1%1.4%-12.1%-0.3%
VWIV19.4%15.5%35.7%35.7%18.9%
Skew 25d1.9%0.8%3.3%2.7%1.5%
Skew 10d4.0%-2.6%7.5%5.9%0.4%
Call IV 25d18.4%14.7%34.7%34.7%18.3%
Put IV 25d20.3%16.0%37.5%37.5%19.8%
Bid-Ask Spread %89.5383.4894.3985.2692.23
Gamma HHI0.200.140.300.290.15
Net GEX6.7M1.6M14.6M14.5M1.8M
Net DEX-633.4M-741.4M-490.3M-503.5M-739.3M
Net VEX-2.5M-2.9M-2.3M-2.4M-2.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.960.0455.800.6555.80
Total Volume1,976.435715,8554302,783
Total OI93,901.9580,750100,93980,75093,999

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$234.28$230.0036.6%10.5%16.6%94.4%35.7%2.7%-12.1%14.5M-503.5M-2.4M0.6585.26N/AN/A26116942,11338,637
2024-11-04$233.34$195.0042.5%7.2%16.7%100.0%25.8%2.5%-2.0%14.6M-490.3M-2.3M2.0083.48N/AN/A29158242,12438,704
2024-11-05$234.08$195.0039.7%7.0%16.6%90.3%24.7%1.7%-1.8%14.5M-512.0M-2.3M21.1484.64N/AN/A71615,13942,17939,213
2024-11-06$246.81$195.0018.4%4.6%24.3%17.4%16.4%0.8%-0.2%10.2M-710.4M-2.6M5.8789.65N/AN/A2691,58042,42253,894
2024-11-07$248.72$200.0017.6%4.6%24.3%14.6%16.6%1.4%0.3%8.4M-719.3M-2.5M0.7289.09N/AN/A47834342,33855,020
2024-11-08$248.40$210.0014.8%4.3%24.4%5.2%15.5%1.3%0.6%7.2M-724.8M-2.4M2.3991.42N/AN/A13031142,23856,267
2024-11-11$249.78$210.0029.7%4.9%24.2%56.0%17.4%1.6%-0.3%7.0M-730.3M-2.5M0.6789.09N/AN/A93462842,28056,477
2024-11-12$248.43$210.0031.2%5.1%22.6%61.1%17.8%1.5%-0.7%7.4M-716.3M-2.5M1.3694.39N/AN/A8911,21642,58356,677
2024-11-13$250.90$210.0017.6%5.0%22.1%14.5%17.6%1.9%-0.2%4.6M-741.4M-2.5M1.0288.94N/AN/A88190042,91557,743
2024-11-14$244.80$210.0017.6%5.0%24.1%14.7%16.4%1.7%0.1%4.8M-638.1M-2.6M0.0490.67N/AN/A2,3708442,87358,066
2024-11-15$239.53$210.0018.6%5.3%25.5%17.9%18.7%3.3%-0.0%12.4M-506.8M-2.9M1.2890.03N/AN/A1,0961,40842,18057,607
2024-11-18$242.47$210.0020.0%5.7%25.7%22.9%19.8%2.4%-0.4%5.0M-571.0M-2.8M0.8990.27N/AN/A73665740,20153,172
2024-11-19$241.57$210.0020.2%5.8%25.6%23.5%20.7%2.6%-0.8%5.2M-556.0M-2.8M0.3590.48N/AN/A50117540,34153,438
2024-11-20$243.20$210.0017.3%5.0%25.6%13.7%17.3%1.2%1.4%3.8M-589.2M-2.7M2.3089.20N/AN/A32675040,25253,407
2024-11-21$245.48$210.0017.0%4.9%25.8%12.7%18.0%2.0%0.9%2.1M-625.9M-2.6M0.9091.52N/AN/A18816940,23453,368
2024-11-22$244.77$210.0017.6%5.0%25.8%14.5%16.3%1.9%0.5%3.2M-618.2M-2.6M0.1289.18N/AN/A6417740,33053,428
2024-11-25$244.26$210.0018.1%5.2%25.8%16.5%18.1%2.1%0.3%3.7M-610.7M-2.6M0.7688.96N/AN/A39229640,56053,443
2024-11-26$247.93$210.0017.6%5.0%26.0%14.7%18.2%1.9%0.2%1.8M-668.8M-2.5M0.5090.76N/AN/A52226340,40253,246
2024-11-27$249.42$210.0017.0%4.9%25.3%12.4%17.7%1.3%0.8%1.6M-696.3M-2.4M0.4691.37N/AN/A25711840,41053,258
2024-11-29$252.86$210.0018.8%5.4%25.4%18.6%18.9%1.5%-0.3%1.8M-739.3M-2.3M55.8092.23N/AN/A492,73440,51953,480