COR Options Chain Analysis

Delayed CBOE data, snapshot 2026-08-19. Spot $316.13.

Put/Call (OI)

0.55

6k P / 12k C

Put/Call (Volume)

1.30

140 P / 108 C today

30d ATM IV

22%

annualized implied move

Call wall

$330

1k contracts

Put wall

$310

2k contracts

Tail hedging

0.5×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.55 puts per call outstanding.
●Call wall at $330 (1k contracts), 4% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $310 (2k contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.2× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 22% — calm pricing; option premium is cheap.

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 2026-09-18. 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 today
2026-08-21	2k	2k	0.69	70
2026-09-18	3k	2k	0.53	134
2026-11-20	974	177	0.18	9
2026-12-18	563	2k	3.00	26
2027-01-15	3k	887	0.31	6
2027-02-19	85	8	0.09	0
2027-03-19	258	192	0.74	3
2028-01-21	2k	223	0.13	0

Source: CBOE delayed quotes, refreshed daily after US market close. Open interest is exchange-reported and lags one session. Research, not investment advice.