COR Options History — January 2025

In January 2025, COR traded between $224.63 and $258.49. ATM implied volatility averaged 22.6%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.7% (HV 20d: 17.0%). Max pain ranged from $230.00 to $240.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.79.

Notable Days

  • 2025-01-29: Highest Volume — 2,175 contracts
  • 2025-01-14: Largest IV drop — 16.4% change
  • 2025-01-31: Highest IV Rank — 42.3%
  • 2025-01-31: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$242.74$224.63$258.49$224.63$254.11
Max Pain$231.00$230.00$240.00$230.00$240.00
ATM IV22.6%19.6%25.7%21.5%25.7%
Expected Move6.6%5.6%7.4%6.2%7.4%
HV 20d17.0%11.7%19.3%11.7%18.2%
HV 60d20.4%19.5%21.1%19.5%20.5%
IV Rank31.8%21.6%42.3%28.1%42.3%
IV Percentile78.3%60.3%92.9%73.8%92.9%
Term Structure-1.2%-3.5%4.3%3.6%-3.5%
VWIV23.4%19.7%30.5%19.7%25.5%
Skew 25d3.0%1.4%3.7%3.0%3.7%
Skew 10d6.9%-0.9%12.1%6.5%9.4%
Call IV 25d21.7%19.3%23.3%19.3%23.3%
Put IV 25d24.7%22.0%27.0%22.3%27.0%
Bid-Ask Spread %86.3579.6295.9093.7889.88
Gamma HHI0.220.180.290.290.23
Net GEX499.7K-3.1M3.2M-3.1M2.4M
Net DEX-120.3M-218.2M46.6M46.6M-165.9M
Net VEX-2.2M-2.4M-2.0M-2.3M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.102.442.441.04
Total Volume798.65692,175413271
Total OI49,309.6541,17657,43552,53744,324

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$224.63$230.0021.5%6.2%11.7%28.1%19.7%3.0%3.6%-3.1M46.6M-2.3M2.4493.78N/AN/A12029321,66330,874
2025-01-03$230.58$230.0019.6%5.6%16.2%21.6%20.0%1.4%4.3%-2.0M-24.8M-2.4M0.2595.90N/AN/A1,20130021,72630,823
2025-01-06$228.34$230.0020.6%6.6%15.8%24.8%23.3%2.8%-1.2%-2.9M2.6M-2.3M0.7880.92N/AN/A24118922,13131,057
2025-01-07$233.75$230.0022.0%6.7%18.4%29.7%22.8%3.0%-1.5%-1.5M-64.7M-2.4M1.0079.89N/AN/A39639622,20731,213
2025-01-08$237.89$230.0023.0%6.7%19.3%33.2%30.5%3.3%-1.6%1.1M-119.0M-2.3M1.7779.62N/AN/A6431,13522,37631,438
2025-01-10$236.51$230.0023.4%6.8%18.1%34.4%24.8%3.6%-1.4%-1.5M-94.0M-2.3M0.2584.77N/AN/A1,04426122,53932,191
2025-01-13$235.55$230.0025.2%6.8%16.6%40.6%23.5%3.7%-1.8%-1.9M-84.8M-2.4M0.8385.82N/AN/A44636823,49132,384
2025-01-14$239.69$230.0021.1%6.6%17.6%26.5%23.5%2.8%-0.8%639.5K-157.8M-2.3M0.2884.14N/AN/A57216023,78932,335
2025-01-15$238.55$230.0022.7%6.5%17.7%32.1%23.2%2.9%1.1%252.2K-140.3M-2.3M0.7586.42N/AN/A77658323,90632,449
2025-01-16$240.36$230.0021.8%6.3%17.6%29.1%21.8%2.8%-1.0%967.8K-168.7M-2.3M0.1988.14N/AN/A90417024,14632,788
2025-01-17$242.16$230.0021.7%6.2%16.6%28.8%21.5%2.9%-1.6%867.0K-218.2M-2.2M1.9285.48N/AN/A19036424,50932,926
2025-01-21$244.50$230.0022.6%6.5%16.8%31.8%23.6%3.5%-1.6%904.8K-101.7M-2.2M0.6584.91N/AN/A39325415,60525,571
2025-01-22$247.25$230.0022.1%6.3%16.8%29.9%21.8%3.3%-1.9%1.5M-121.3M-2.1M0.4384.11N/AN/A51122115,78725,703
2025-01-23$248.04$230.0022.2%6.4%16.7%30.4%22.9%3.3%-1.7%1.6M-129.3M-2.1M1.1585.08N/AN/A21424616,17125,905
2025-01-24$248.39$230.0022.4%6.4%16.6%30.9%22.4%3.4%-1.9%1.7M-130.6M-2.1M0.1086.78N/AN/A63616,23926,051
2025-01-27$254.16$230.0024.5%7.0%17.8%38.3%23.6%2.8%-3.3%2.4M-170.2M-2.1M0.7387.33N/AN/A16111716,25526,054
2025-01-28$255.23$230.0023.3%6.7%17.3%34.0%24.8%2.9%-2.9%2.6M-179.6M-2.0M0.2985.15N/AN/A37110716,33026,162
2025-01-29$256.57$230.0023.4%6.7%17.0%34.7%24.2%3.5%-2.8%2.7M-179.0M-2.1M0.6786.38N/AN/A1,30587016,50226,237
2025-01-30$258.49$240.0023.6%6.8%16.5%35.0%24.2%2.0%-2.8%3.2M-205.1M-2.0M0.3992.40N/AN/A803117,31527,021
2025-01-31$254.11$240.0025.7%7.4%18.2%42.3%25.5%3.7%-3.5%2.4M-165.9M-2.2M1.0489.88N/AN/A13313817,29827,026