COR · Expected Move
Cencora, Inc.
The expected move for COR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
COR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current COR Expected Move
30-Day Straddle
$27.45
7-Day Straddle
$17.55
30-Day ATM IV
30.3%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to COR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
COR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $27.45 | $17.55 | 30.3% | 41% |
| 20261105 | $28.10 | $17.95 | 30.9% | 44% |
| 20261104 | $19.30 | $19.30 | 29.5% | 37% |
| 20261103 | $29.00 | $29.00 | 40.9% | 100% |
| 20261102 | $27.90 | $27.90 | 40.1% | 95% |
| 20261030 | $28.90 | $28.90 | 40.9% | 100% |
| 20261029 | $26.80 | $26.80 | 38.0% | 91% |
| 20261028 | $27.00 | $27.00 | 37.4% | 87% |
| 20261027 | $26.45 | $26.45 | 36.9% | 84% |
| 20261026 | $26.95 | $26.95 | 37.4% | 88% |
| 20261023 | $27.65 | $27.65 | 37.3% | 86% |
| 20261022 | $29.05 | $29.05 | 37.5% | 88% |
| 20261021 | $28.45 | $28.45 | 36.6% | 83% |
| 20261020 | $28.95 | $28.95 | 35.8% | 78% |
| 20261019 | $29.15 | $29.15 | 36.5% | 82% |
| 20261016 | $29.50 | $2.20 | 35.1% | 73% |
| 20261015 | $30.50 | $4.33 | 35.6% | 76% |
| 20261014 | $31.25 | $7.30 | 36.1% | 80% |
| 20261013 | $29.80 | $7.15 | 35.2% | 74% |
| 20261012 | $29.30 | $8.60 | 34.3% | 68% |
| 20261009 | $30.30 | $10.60 | 33.3% | 63% |
| 20261008 | $30.05 | $10.05 | 33.2% | 62% |
| 20261007 | $29.45 | $10.18 | 32.3% | 56% |
| 20261006 | $28.95 | $11.20 | 31.6% | 52% |
| 20261005 | $29.75 | $12.05 | 31.7% | 53% |
| 20261002 | $11.95 | $11.95 | 31.2% | 50% |
| 20261001 | $13.30 | $13.30 | 31.8% | 54% |
| 20260930 | $13.90 | $13.90 | 31.7% | 53% |
| 20260929 | $14.45 | $14.45 | 30.5% | 46% |
| 20260928 | $14.95 | $14.95 | 30.2% | 44% |
| 20260925 | $15.30 | $15.30 | 28.8% | 36% |
| 20260924 | $15.55 | $15.55 | 28.3% | 33% |
| 20260923 | $15.80 | $15.80 | 27.2% | 26% |
| 20260922 | $17.20 | $17.20 | 26.9% | 24% |
| 20260921 | $16.65 | $16.65 | 26.5% | 22% |
| 20260918 | $16.10 | $2.58 | 23.6% | 5% |
| 20260917 | $16.55 | $5.72 | 23.9% | 6% |
| 20260916 | $17.95 | $6.55 | 24.9% | 12% |
| 20260915 | $18.65 | $7.58 | 23.9% | 6% |
| 20260914 | $18.60 | $7.80 | 24.2% | 8% |
| 20260911 | $18.70 | $8.65 | 23.3% | 3% |
| 20260910 | $19.60 | $9.57 | 24.2% | 8% |
| 20260909 | $20.75 | $10.38 | 24.4% | 9% |
| 20260908 | $21.35 | $11.05 | 24.5% | 10% |
| 20260904 | $20.80 | $11.55 | 22.9% | 0% |
| 20260903 | $21.95 | $12.70 | 23.5% | 3% |
| 20260902 | $12.60 | $12.60 | 23.1% | 0% |
| 20260901 | $13.05 | $13.05 | 23.2% | 0% |
| 20260831 | $14.15 | $14.15 | 23.6% | 2% |
| 20260828 | $14.65 | $14.65 | 23.3% | 0% |
| 20260827 | $14.85 | $14.85 | 23.7% | 2% |
| 20260826 | $15.25 | $15.25 | 23.4% | 0% |
| 20260825 | $16.80 | $16.80 | 24.7% | 8% |
| 20260824 | $16.70 | $16.70 | 23.9% | 3% |
| 20260821 | $16.50 | $2.65 | 23.6% | 1% |
| 20260820 | $18.55 | $6.25 | 24.6% | 7% |
| 20260819 | $18.50 | $6.20 | 24.8% | 8% |
| 20260818 | $16.80 | $7.03 | 23.4% | 0% |
| 20260817 | $17.90 | $8.35 | 23.6% | 0% |
| 20260814 | $19.30 | $8.60 | 24.0% | 0% |
More on COR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.