COR Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $309.05 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.44

4k P / 10k C

Put/Call (Volume)

6.00

114 P / 19 C that session

30d ATM IV

25%

annualized implied move

Call wall

$310

1k contracts

Put wall

$300

475 contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.44 puts per call outstanding.
●Call wall at $310 (1k contracts), 0% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $300 (475 contracts), 3% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 7.1× deep-OTM put OI — speculative upside positioning dominates the tails.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	1k	164	0.16	6
2026-11-20	2k	661	0.35	43
2026-12-18	2k	2k	1.38	72
2027-01-15	3k	664	0.23	4
2027-02-19	314	20	0.06	0
2027-03-19	403	202	0.50	2
2027-05-21	13	17	1.31	2
2027-09-17	21	4	0.19	0
2028-01-21	2k	447	0.23	4

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.