CORZ Options History — February 2022

Name: CORZ Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, CORZ traded between $7.90 and $10.74. ATM implied volatility averaged 117.9%. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 14.1% (HV 20d: 103.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 5 of 18 days. Put/call ratio averaged 0.54.

Notable Days

2022-02-10: Highest Volume — 9,664 contracts
2022-02-28: Largest IV spike — 12.7% change
2022-02-28: Largest Expected Move — 36.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.50	$7.90	$10.74	$9.34	$9.12
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	117.9%	109.0%	127.9%	126.8%	127.9%
Expected Move	33.3%	31.2%	36.7%	36.4%	36.7%
HV 20d	103.7%	100.7%	106.8%	100.7%	103.7%
Term Structure	-4.1%	-11.5%	4.2%	-7.9%	-10.7%
VWIV	118.2%	110.8%	130.8%	130.8%	129.9%
Skew 25d	-0.0%	-11.4%	9.5%	-1.4%	-11.4%
Skew 10d	9.2%	-20.0%	83.7%	9.1%	-7.4%
Call IV 25d	121.1%	112.1%	139.9%	133.1%	139.9%
Put IV 25d	121.1%	113.7%	131.7%	131.7%	128.6%
Bid-Ask Spread %	51.35	25.66	64.63	25.66	59.53
Gamma HHI	0.26	0.23	0.31	0.23	0.29
Net GEX	216.5K	125.9K	316.6K	155.6K	221.2K
Net DEX	-10.1M	-19.1M	-1.6M	-8.3M	-6.7M
Net VEX	-73.1K	-91.8K	-55.4K	-80.4K	-61.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.19	1.38	0.52	0.61
Total Volume	4,960.167	1,782	9,664	5,660	4,146
Total OI	85,260.111	73,473	92,773	84,789	75,596

Daily Data (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-02-02	$9.34	$10.00	126.8%	36.4%	0.0%	0.0%	130.8%	-1.4%	-7.9%	155.6K	-8.3M	-80.4K	0.52	25.66	3,725	1,935	55,085	29,704
2022-02-03	$9.07	$10.00	127.5%	34.0%	0.0%	0.0%	123.0%	-3.4%	-6.7%	136.3K	-6.4M	-78.5K	0.60	47.47	2,729	1,636	56,384	30,114
2022-02-04	$9.34	$10.00	123.0%	33.7%	0.0%	0.0%	118.9%	2.2%	-3.8%	162.8K	-8.4M	-78.9K	1.38	49.19	2,416	3,331	56,772	30,365
2022-02-07	$10.74	$10.00	126.7%	34.7%	0.0%	0.0%	123.4%	-4.2%	-10.2%	275.2K	-19.1M	-91.8K	0.28	43.27	7,220	1,987	58,185	30,279
2022-02-08	$10.67	$10.00	125.2%	33.1%	0.0%	0.0%	117.7%	-6.9%	0.0%	284.7K	-18.1M	-88.1K	0.74	44.57	1,673	1,241	58,814	30,520
2022-02-09	$10.59	$10.00	114.5%	32.8%	0.0%	0.0%	112.4%	-2.8%	-7.7%	297.9K	-17.3M	-83.0K	0.50	46.83	5,787	2,876	58,552	30,591
2022-02-10	$10.42	$10.00	111.2%	31.9%	0.0%	0.0%	112.9%	1.2%	0.6%	274.3K	-15.8M	-81.5K	0.30	41.30	7,418	2,246	57,210	31,488
2022-02-11	$10.24	$10.00	113.7%	32.6%	0.0%	0.0%	116.5%	-5.0%	-4.4%	280.1K	-14.8M	-81.6K	0.36	52.25	2,586	923	59,114	30,168
2022-02-14	$9.86	$10.00	113.4%	32.5%	0.0%	0.0%	114.4%	1.5%	1.1%	254.5K	-11.5M	-73.4K	0.25	59.88	4,157	1,035	58,802	30,287
2022-02-15	$10.60	$10.00	114.3%	32.8%	0.0%	0.0%	114.3%	5.1%	-1.7%	265.9K	-18.8M	-75.5K	0.41	55.79	1,286	531	60,760	30,765
2022-02-16	$10.00	$10.00	113.2%	32.4%	0.0%	0.0%	120.2%	0.7%	1.5%	316.6K	-13.5M	-76.9K	0.19	56.59	6,573	1,262	61,063	30,866
2022-02-17	$9.24	$10.00	111.9%	32.1%	0.0%	0.0%	117.1%	-3.6%	-11.5%	196.5K	-6.6M	-68.7K	0.34	64.63	2,339	795	61,514	30,655
2022-02-18	$8.19	$10.00	109.0%	31.2%	0.0%	0.0%	114.8%	3.2%	4.2%	131.2K	-2.3M	-59.8K	0.30	63.83	6,877	2,062	62,151	30,622
2022-02-22	$7.96	$10.00	114.1%	32.7%	0.0%	0.0%	116.9%	9.5%	-4.5%	125.9K	-1.6M	-55.4K	1.01	49.54	1,464	1,482	52,997	20,476
2022-02-23	$7.90	$10.00	117.3%	33.6%	0.0%	0.0%	110.8%	7.9%	-7.8%	127.8K	-1.7M	-56.1K	0.70	63.14	1,051	731	53,803	20,810
2022-02-24	$8.38	$10.00	118.7%	34.0%	100.7%	0.0%	116.1%	0.9%	-1.2%	165.9K	-3.8M	-60.4K	0.76	55.50	1,118	846	53,992	20,909
2022-02-25	$9.30	$10.00	113.4%	32.5%	106.8%	0.0%	117.6%	5.5%	-2.8%	224.5K	-7.0M	-64.5K	0.55	45.26	1,158	641	54,123	21,146
2022-02-28	$9.12	$10.00	127.9%	36.7%	103.7%	0.0%	129.9%	-11.4%	-10.7%	221.2K	-6.7M	-61.7K	0.61	59.53	2,573	1,573	54,436	21,160