CORZ Options History — May 2022

In May 2022, CORZ traded between $3.48 and $5.90. ATM implied volatility averaged 100.0%. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 14.9% (HV 20d: 85.1%). Max pain ranged from $4.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2022-05-02: Highest Volume — 22,357 contracts
  • 2022-05-31: Largest IV spike — 16.1% change
  • 2022-05-20: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.21$3.48$5.90$5.90$3.56
Max Pain$5.45$4.00$7.50$7.50$4.00
ATM IV100.0%84.7%114.5%97.1%98.4%
Expected Move28.4%24.3%32.8%27.8%28.2%
HV 20d85.1%51.2%104.8%53.3%104.8%
HV 60d92.9%83.9%99.7%92.5%83.9%
Term Structure-2.8%-12.9%7.0%0.3%-3.6%
VWIV103.0%85.4%125.6%92.8%96.1%
Skew 25d-5.0%-27.9%21.5%-4.7%-27.6%
Skew 10d-15.9%-55.3%30.3%-23.9%-55.3%
Call IV 25d104.8%92.6%117.5%108.9%108.3%
Put IV 25d99.8%71.0%125.7%104.2%80.7%
Bid-Ask Spread %56.477.2988.6776.7136.89
Gamma HHI0.250.190.390.250.22
Net GEX143.1K71.2K360.0K231.2K179.0K
Net DEX-2.3M-8.1M932.3K-5.4M-4.5M
Net VEX-53.4K-73.2K-35.0K-62.8K-66.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.122.950.121.09
Total Volume12,341.7143,87322,35722,3579,138
Total OI130,860.286100,576147,216100,576147,216

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$5.90$7.5097.1%27.8%53.3%0.0%92.8%-4.7%0.3%231.2K-5.4M-62.8K0.1276.7119,8802,47784,66515,911
2022-05-03$5.61$6.0095.5%27.4%51.2%0.0%99.6%2.7%-8.1%259.1K-5.7M-65.6K0.1665.5616,0382,56997,76316,033
2022-05-04$5.73$6.0087.3%25.0%53.0%0.0%93.2%-7.3%2.1%360.0K-8.1M-73.2K1.0439.593,2303,350108,87616,190
2022-05-05$5.26$6.0090.2%27.0%57.5%0.0%96.4%0.5%-4.1%259.9K-4.3M-63.4K1.6478.311,4662,407109,11916,906
2022-05-06$4.98$6.0093.0%25.6%58.3%0.0%104.1%-8.6%6.1%211.8K-3.0M-58.7K1.0466.512,3042,404109,03116,979
2022-05-09$4.46$6.00103.0%28.2%63.8%0.0%105.0%2.4%-6.6%129.5K-866.7K-47.1K0.2275.9112,9752,840109,70916,882
2022-05-10$4.29$6.00113.5%28.3%63.8%0.0%125.6%2.6%-1.3%135.3K-1.2M-50.2K1.0777.932,4332,615118,66216,913
2022-05-11$3.60$6.0097.4%27.9%81.6%0.0%99.1%6.1%-3.4%71.7K932.3K-35.0K0.8570.748,9237,550119,00515,236
2022-05-12$3.77$6.00108.7%31.2%82.4%0.0%106.4%21.5%-3.9%87.8K-484.3K-43.2K1.8588.675,4009,968115,81217,654
2022-05-13$4.21$6.00104.9%30.1%97.7%0.0%107.0%-17.9%-2.7%125.4K-3.2M-57.6K0.9783.118,0397,772117,11923,843
2022-05-16$3.86$5.00102.4%29.4%99.7%0.0%105.8%15.8%-5.0%87.2K-972.6K-50.1K0.8982.085,8965,261119,97624,978
2022-05-17$3.98$5.00105.6%30.3%100.7%0.0%107.9%18.0%-5.0%90.8K-1.4M-51.7K2.4179.752,0995,056120,15225,035
2022-05-18$3.72$5.00104.5%29.9%101.0%0.0%111.7%13.2%-5.4%71.2K243.2K-46.3K2.9587.211,7605,200120,35725,034
2022-05-19$3.85$5.00106.9%30.6%101.4%0.0%105.3%-23.0%-1.0%85.9K31.8K-46.8K1.9641.822,6835,255120,45025,088
2022-05-20$3.71$5.00114.5%32.8%101.3%0.0%116.8%-20.1%-9.4%72.4K-210.5K-42.5K1.8026.202,8695,175121,34325,099
2022-05-23$3.74$5.00105.2%30.1%101.5%0.0%105.0%-13.8%-12.9%76.6K-689.0K-42.8K0.627.298,5755,29282,83620,772
2022-05-24$3.48$5.0096.8%27.7%102.8%0.0%96.2%-26.0%3.9%74.7K-227.5K-39.6K0.3918.1315,5596,07489,88920,676
2022-05-25$3.51$5.0099.2%28.4%103.0%0.0%114.4%12.6%-11.1%103.7K-2.1M-52.1K0.6715.799,6686,429102,51521,669
2022-05-26$3.57$5.0091.1%26.1%102.8%0.0%89.3%-27.9%7.0%123.5K-3.5M-61.1K0.429.3613,9645,882109,47221,827
2022-05-27$3.69$4.0084.7%24.3%104.8%0.0%85.4%-23.1%4.6%168.1K-4.4M-66.5K0.5958.418,0064,695119,51521,859
2022-05-31$3.56$4.0098.4%28.2%104.8%0.0%96.1%-27.6%-3.6%179.0K-4.5M-66.0K1.0936.894,3664,772125,29821,918