COR Options History — December 2024 In December 2024, COR traded between $224.32 and $250.41. ATM implied volatility averaged 20.7%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.8% (HV 20d: 17.9%). Max pain ranged from $210.00 to $230.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.33.
Notable Days 2024-12-19 : Highest Volume — 6,089 contracts2024-12-20 : Largest IV drop — 14.6% change2024-12-19 : Highest IV Rank — 39.9%2024-12-19 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $233.68 $224.32 $250.41 $249.55 $224.32 Max Pain $227.14 $210.00 $230.00 $210.00 $230.00 ATM IV 20.7% 17.2% 25.0% 17.6% 20.6% Expected Move 5.8% 4.9% 7.2% 5.0% 5.9% HV 20d 17.9% 11.9% 25.5% 25.4% 11.9% HV 60d 20.0% 19.5% 20.8% 20.4% 19.6% IV Rank 25.1% 13.3% 39.9% 14.7% 25.0% IV Percentile 66.7% 33.7% 92.5% 43.3% 69.0% Term Structure 1.9% -0.3% 5.0% -0.2% 3.0% VWIV 21.1% 17.6% 26.0% 20.1% 22.6% Skew 25d 2.9% 2.0% 4.6% 2.4% 2.4% Skew 10d 6.1% -2.3% 15.7% 8.9% 4.2% Call IV 25d 19.6% 16.9% 24.5% 17.6% 19.0% Put IV 25d 22.5% 19.5% 27.7% 19.9% 21.4% Bid-Ask Spread % 91.03 87.60 94.56 91.93 89.01 Gamma HHI 0.27 0.13 0.48 0.15 0.29 Net GEX 1.6M -8.8M 13.9M 472.5K -3.2M Net DEX -338.8M -704.8M 55.0M -690.1M 55.0M Net VEX -2.5M -2.6M -2.3M -2.4M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.33 0.17 14.81 2.10 1.93 Total Volume 1,421.19 149 6,089 821 378 Total OI 85,309.095 51,423 101,903 96,400 52,640
Daily Data (21 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 2024-12-02 $249.55 $210.00 17.6% 5.0% 25.4% 14.7% 20.1% 2.4% -0.2% 472.5K -690.1M -2.4M 2.10 91.93 N/A N/A 265 556 40,531 55,869 2024-12-03 $250.41 $210.00 17.9% 5.1% 25.2% 15.6% 20.8% 2.2% -0.3% -527.8K -704.8M -2.3M 1.40 92.35 N/A N/A 205 286 40,528 56,300 2024-12-04 $248.64 $210.00 17.2% 4.9% 25.5% 13.3% 17.7% 2.4% 0.1% -1.2M -670.9M -2.4M 1.31 91.33 N/A N/A 288 377 40,584 56,523 2024-12-05 $244.83 $230.00 19.7% 5.5% 18.3% 21.7% 18.8% 4.2% 2.4% -1.3M -607.7M -2.5M 3.83 91.78 N/A N/A 159 609 40,654 56,729 2024-12-06 $243.32 $230.00 20.6% 5.7% 18.1% 25.0% 19.5% 3.7% 1.1% -1.4M -589.2M -2.4M 1.64 92.64 N/A N/A 1,078 1,764 40,768 56,650 2024-12-09 $240.71 $230.00 23.1% 6.1% 18.5% 33.5% 22.9% 3.1% 1.0% 724.1K -547.0M -2.5M 14.81 88.95 N/A N/A 203 3,007 41,358 56,468 2024-12-10 $235.97 $230.00 23.9% 6.2% 19.3% 36.3% 22.7% 3.8% 1.3% 6.1M -461.5M -2.6M 4.95 90.16 N/A N/A 175 867 41,482 55,660 2024-12-11 $231.38 $230.00 22.0% 6.3% 20.2% 29.7% 21.8% 3.8% 1.3% 9.3M -370.5M -2.6M 0.55 87.96 N/A N/A 2,634 1,437 41,463 56,259 2024-12-12 $231.86 $230.00 20.5% 5.9% 19.7% 24.7% 20.1% 2.6% 2.3% 6.2M -405.8M -2.6M 1.02 88.16 N/A N/A 926 942 42,398 56,964 2024-12-13 $231.89 $230.00 21.2% 6.1% 18.2% 27.0% 22.3% 2.1% 1.7% 8.1M -406.4M -2.6M 1.07 92.06 N/A N/A 103 110 42,789 56,882 2024-12-16 $230.24 $230.00 22.6% 6.5% 16.9% 31.8% 22.3% 3.0% 1.2% 5.6M -404.2M -2.5M 0.23 89.75 N/A N/A 209 49 42,777 56,969 2024-12-17 $227.18 $230.00 23.2% 6.7% 16.4% 33.8% 24.3% 3.8% 1.0% 13.9M -331.7M -2.6M 0.46 90.88 N/A N/A 467 216 42,752 57,064 2024-12-18 $227.61 $230.00 24.9% 7.1% 16.5% 39.6% 24.8% 4.6% -0.1% 9.6M -363.6M -2.5M 1.18 92.26 N/A N/A 223 263 42,736 56,813 2024-12-19 $226.72 $230.00 25.0% 7.2% 16.1% 39.9% 26.0% 3.2% 0.1% 4.2M -359.8M -2.5M 5.28 87.60 N/A N/A 969 5,120 42,796 57,012 2024-12-20 $228.31 $230.00 21.3% 6.1% 15.9% 27.5% 21.8% 2.0% 2.1% -8.8M -380.3M -2.5M 2.12 88.39 N/A N/A 866 1,834 42,750 59,153 2024-12-23 $227.66 $230.00 20.2% 5.8% 15.9% 23.5% 21.1% 3.0% 3.4% -3.3M 23.5M -2.4M 0.17 94.56 N/A N/A 1,654 279 20,326 31,097 2024-12-24 $228.32 $230.00 17.9% 5.1% 16.1% 15.5% 17.6% 2.5% 4.6% -2.5M 7.9M -2.4M 0.70 92.96 N/A N/A 230 160 21,426 31,010 2024-12-26 $226.91 $230.00 17.6% 5.0% 14.6% 14.5% 17.8% 2.3% 5.0% -2.6M 18.4M -2.4M 0.31 92.20 N/A N/A 114 35 21,434 30,915 2024-12-27 $226.17 $230.00 18.3% 5.2% 14.0% 16.9% 18.5% 2.1% 4.3% -2.9M 30.6M -2.4M 0.21 93.46 N/A N/A 266 56 21,510 30,925 2024-12-30 $225.24 $230.00 18.5% 5.3% 12.2% 17.7% 19.6% 2.5% 4.3% -3.1M 42.4M -2.3M 3.57 93.20 N/A N/A 102 364 21,591 30,936 2024-12-31 $224.32 $230.00 20.6% 5.9% 11.9% 25.0% 22.6% 2.4% 3.0% -3.2M 55.0M -2.4M 1.93 89.01 N/A N/A 129 249 21,621 31,019
« Nov 2024 | All History | Jan 2025 » Home COR History December 2024