COR Options History — February 2025

In February 2025, COR traded between $240.66 and $254.76. ATM implied volatility averaged 21.1%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 3.3% (HV 20d: 17.8%). Max pain ranged from $240.00 to $260.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 3.50.

Notable Days

  • 2025-02-07: Highest Volume — 10,412 contracts
  • 2025-02-05: Largest IV drop — 17.9% change
  • 2025-02-03: Highest IV Rank — 44.7%
  • 2025-02-03: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$247.18$240.66$254.76$254.76$252.15
Max Pain$252.11$240.00$260.00$240.00$250.00
ATM IV21.1%18.7%26.4%26.4%23.0%
Expected Move6.0%5.3%7.6%7.6%6.6%
HV 20d17.8%16.4%19.7%18.2%19.7%
HV 60d18.1%16.9%20.7%20.5%18.2%
IV Rank26.7%18.3%44.7%44.7%33.0%
IV Percentile63.2%46.0%93.3%93.3%78.2%
Term Structure-0.1%-4.4%1.9%-3.8%-0.6%
VWIV20.8%18.2%26.9%25.9%24.8%
Skew 25d2.5%2.0%3.3%3.3%3.0%
Skew 10d6.8%4.0%13.8%6.5%6.7%
Call IV 25d19.8%18.2%25.3%24.3%21.4%
Put IV 25d22.3%20.2%27.6%27.6%24.4%
Bid-Ask Spread %83.8980.5088.7481.9283.66
Gamma HHI0.180.140.320.220.19
Net GEX1.2M-4.2M4.8M2.4M3.8M
Net DEX-134.7M-179.4M-94.1M-167.6M-173.4M
Net VEX-1.8M-2.3M-1.6M-2.1M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.500.1119.670.5419.67
Total Volume1,357.73729910,4125021,757
Total OI39,42832,52946,51744,50434,645

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$254.76$240.0026.4%7.6%18.2%44.7%25.9%3.3%-3.8%2.4M-167.6M-2.1M0.5481.92N/AN/A32717517,33827,166
2025-02-04$251.75$240.0026.2%7.5%17.7%44.2%26.9%2.2%-4.4%2.0M-152.9M-2.1M1.3281.01N/AN/A50766917,45127,302
2025-02-05$251.88$240.0021.6%6.2%16.9%28.2%21.5%2.4%-1.7%2.1M-144.9M-2.2M2.2988.74N/AN/A37185117,85127,663
2025-02-06$246.54$260.0020.6%5.6%17.9%25.0%19.8%2.6%0.9%-604.5K-96.9M-2.3M1.8980.50N/AN/A25448018,02028,253
2025-02-07$248.51$260.0020.2%5.6%17.1%23.5%19.6%2.4%1.1%-864.5K-110.5M-2.3M19.3883.60N/AN/A5119,90118,08428,433
2025-02-10$246.38$260.0020.8%5.5%17.3%25.5%19.3%2.6%1.3%-32.8K-139.0M-1.7M2.8581.69N/AN/A12435318,24020,342
2025-02-11$246.39$260.0020.3%5.4%17.2%23.8%19.1%2.3%0.8%280.0K-141.9M-1.6M0.5781.58N/AN/A1,00257318,27220,088
2025-02-12$244.02$260.0019.9%5.7%16.7%22.5%20.0%2.3%1.5%-574.5K-123.3M-1.6M0.2483.37N/AN/A87321218,30720,368
2025-02-13$243.70$260.0019.9%5.7%16.6%22.3%18.9%2.2%1.1%-775.1K-114.8M-1.7M2.8483.80N/AN/A29082418,86020,498
2025-02-14$243.48$260.0018.9%5.4%16.4%19.3%18.2%2.0%1.5%-137.4K-126.1M-1.6M0.8283.38N/AN/A16413518,90120,240
2025-02-18$240.66$250.0019.4%5.6%16.8%20.9%19.1%2.4%1.1%476.0K-95.8M-1.6M2.5385.46N/AN/A32682518,98520,248
2025-02-19$246.03$250.0018.7%5.3%18.3%18.3%18.9%2.4%1.9%-4.2M-129.0M-1.6M0.1985.20N/AN/A75314619,03420,977
2025-02-20$243.50$250.0020.0%5.7%18.2%22.7%19.2%2.7%-0.9%1.7M-101.8M-1.6M3.6486.67N/AN/A8330219,38521,079
2025-02-21$241.46$250.0020.6%5.9%18.3%24.9%20.1%2.4%-0.7%147.6K-94.1M-1.6M1.0486.52N/AN/A17017619,41520,908
2025-02-24$244.81$250.0020.9%6.0%19.1%26.1%19.6%2.6%-0.5%3.2M-143.1M-1.6M0.1183.37N/AN/A7088115,98716,542
2025-02-25$249.60$250.0020.8%6.0%18.5%25.6%20.3%2.4%0.0%4.3M-164.5M-1.7M0.1982.66N/AN/A3105816,57516,603
2025-02-26$252.08$250.0020.9%6.0%18.8%26.0%20.3%2.6%0.1%4.8M-179.4M-1.6M0.3284.36N/AN/A2738816,76016,653
2025-02-27$248.71$250.0022.6%6.5%19.2%31.6%23.6%2.7%-0.7%4.3M-160.9M-1.7M6.0286.46N/AN/A16398216,94416,715
2025-02-28$252.15$250.0023.0%6.6%19.7%33.0%24.8%3.0%-0.6%3.8M-173.4M-1.7M19.6783.66N/AN/A851,67217,01817,627