One thing that you need to consider when purchasing or receiving corals is what kind of light are they in originally. If at the store it was under a T5 or MH lights how far away is the coral from the light? You need to
acclimate corals to the light just like you acclimate fish to the water. If at the store it was under T5's but at a distance of 3-4 feet and now in your tank it is only at a distance of only 6"-1' the light might be too much for it and it is stressing because of it. Try moving the coral to a spot in the tank that can closely mimic the intensity of light that it was getting and over time slowly move it back to were you want it.