CORZ Options History — March 2022

In March 2022, CORZ traded between $6.27 and $9.13. ATM implied volatility averaged 130.5%. The 30-day expected move averaged 37.7%. IV traded above realized volatility by 8.5% (HV 20d: 122.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-03-01: Highest Volume — 20,587 contracts
  • 2022-03-17: Largest IV drop — 12.1% change
  • 2022-03-08: Largest Expected Move — 51.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.98$6.27$9.13$7.41$8.26
Max Pain$9.43$7.50$10.00$10.00$10.00
ATM IV130.5%90.4%164.5%150.6%93.4%
Expected Move37.7%28.1%51.9%43.2%28.1%
HV 20d122.0%78.1%134.2%126.8%78.1%
Term Structure-8.5%-34.5%12.3%-23.5%4.0%
VWIV136.0%99.9%200.9%156.4%99.9%
Skew 25d7.7%-5.3%30.1%-0.4%1.3%
Skew 10d10.4%-28.1%44.8%-1.3%-28.1%
Call IV 25d126.9%88.3%163.6%163.6%94.2%
Put IV 25d134.6%95.5%168.8%163.2%95.5%
Bid-Ask Spread %42.6614.6564.1930.0859.48
Gamma HHI0.300.260.430.290.27
Net GEX113.0K-5.7K325.8K102.8K325.8K
Net DEX-5.3M-14.3M5.3M-1.1M-12.0M
Net VEX-67.7K-85.1K-48.7K-53.2K-84.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.102.500.930.51
Total Volume10,142.874,05520,58720,5878,196
Total OI94,699.08760,769128,65976,98688,403

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$7.41$10.00150.6%43.2%126.8%0.0%156.4%-0.4%-23.5%102.8K-1.1M-53.2K0.9330.0810,6589,92955,08121,905
2022-03-02$7.65$10.00140.5%40.3%124.3%0.0%153.8%-5.3%-7.2%103.8K-1.6M-59.3K2.0629.452,2314,58758,54926,520
2022-03-03$6.76$10.00151.8%43.5%127.5%0.0%162.5%-4.5%-7.6%37.8K2.5M-51.9K1.1431.798,0539,18258,63929,399
2022-03-04$6.51$10.00164.5%47.2%127.6%0.0%192.1%9.9%-25.0%50.0K3.1M-53.6K2.5033.163,7559,40365,15332,171
2022-03-07$6.27$10.00163.4%46.9%126.6%0.0%178.3%6.6%-16.4%-5.7K5.3M-48.7K2.4314.653,0347,36065,52236,799
2022-03-08$7.16$10.00145.6%51.9%125.5%0.0%189.5%9.8%-22.0%51.6K1.6M-58.9K0.7916.095,9234,65066,91538,859
2022-03-09$7.45$10.00163.1%50.7%127.2%0.0%200.9%11.6%-34.5%67.5K1.1M-59.8K2.0823.075,02210,44068,08141,234
2022-03-10$7.92$10.00150.1%47.4%130.3%0.0%164.6%20.4%-15.1%83.9K-1.0M-69.3K1.1219.277,2638,16070,76248,853
2022-03-11$7.38$10.00149.3%45.5%131.8%0.0%166.7%13.2%-24.4%45.3K2.2M-67.9K1.2223.103,0053,67573,96750,749
2022-03-14$7.30$7.50148.9%36.4%131.8%0.0%130.6%14.9%-16.9%17.6K3.0M-62.7K0.7843.844,0793,16975,10650,254
2022-03-15$7.74$7.50140.5%36.0%134.2%0.0%129.3%30.1%-6.0%70.7K-1.3M-65.1K1.4648.032,3653,45277,89349,523
2022-03-16$8.25$7.50138.1%33.5%133.5%0.0%120.7%19.9%-11.2%192.4K-5.7M-65.4K0.4047.604,8841,97678,52048,596
2022-03-17$8.62$0.00121.4%36.9%133.8%0.0%113.8%-0.3%1.6%96.3K-6.2M-64.8K0.5664.194,0452,26279,07348,587
2022-03-18$8.64$7.50119.6%32.8%131.1%0.0%111.8%9.3%-1.5%100.8K-6.4M-68.4K0.8255.134,5803,74979,49949,160
2022-03-21$9.13$7.50115.7%32.2%125.0%0.0%109.8%14.5%-2.5%129.0K-14.3M-71.0K0.3450.604,6851,60040,92819,841
2022-03-22$8.85$10.00106.1%30.6%125.1%0.0%107.3%8.1%-0.6%133.7K-13.4M-75.7K0.4647.982,7981,29442,43420,000
2022-03-23$8.87$10.00116.5%31.5%125.0%0.0%105.0%2.7%-5.9%134.3K-13.0M-75.0K0.3951.952,9571,14443,15320,153
2022-03-24$8.70$10.00117.5%33.3%123.7%0.0%108.8%-1.9%0.9%130.6K-12.5M-77.8K0.5256.342,6601,39544,61020,203
2022-03-25$8.60$10.00107.5%31.2%117.6%0.0%108.8%-4.5%4.2%125.2K-12.2M-78.3K1.6752.923,0785,15245,26820,594
2022-03-28$8.90$10.00107.9%31.3%118.2%0.0%108.4%9.6%-2.0%120.6K-12.6M-78.9K0.1056.9814,2851,49145,45722,852
2022-03-29$8.71$10.0099.2%29.1%90.3%0.0%106.1%1.8%3.0%206.0K-13.8M-82.3K0.2162.2011,1292,33352,12623,085
2022-03-30$8.41$10.0090.4%29.0%91.1%0.0%102.6%10.9%12.3%280.0K-12.5M-85.1K1.2663.168,04010,15859,36524,238
2022-03-31$8.26$10.0093.4%28.1%78.1%0.0%99.9%1.3%4.0%325.8K-12.0M-84.0K0.5159.485,4162,78063,95124,452