CORZ Options History — June 2022

In June 2022, CORZ traded between $1.48 and $3.09. ATM implied volatility averaged 109.9%. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 7.5% (HV 20d: 102.5%). Max pain ranged from $1.50 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2022-06-21: Highest Volume — 25,402 contracts
  • 2022-06-15: Largest IV spike — 42.4% change
  • 2022-06-15: Largest Expected Move — 37.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.26$1.48$3.09$3.09$1.48
Max Pain$2.55$1.50$4.00$4.00$1.50
ATM IV109.9%87.5%130.7%93.6%125.0%
Expected Move30.7%25.1%37.5%26.8%35.8%
HV 20d102.5%91.0%112.5%112.5%101.8%
HV 60d85.6%79.8%92.2%87.9%91.4%
Term Structure6.1%-17.7%50.5%25.9%-3.7%
VWIV106.3%86.3%128.4%94.7%123.0%
Skew 25d4.1%-32.4%47.7%8.1%46.9%
Skew 10d15.9%-39.0%101.6%41.9%38.6%
Call IV 25d111.4%74.0%149.9%102.8%87.6%
Put IV 25d115.5%86.4%137.3%110.8%134.5%
Bid-Ask Spread %48.385.2187.125.2120.53
Gamma HHI0.190.140.240.200.14
Net GEX63.9K24.5K116.2K116.2K26.9K
Net DEX-1.3M-3.4M774.8K-2.4M-858.8K
Net VEX-37.2K-53.9K-26.7K-53.9K-29.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.243.361.322.45
Total Volume10,286.3333,92225,4028,77911,703
Total OI154,692.143117,668172,010149,386155,792

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$3.09$4.0093.6%26.8%112.5%0.0%94.7%8.1%25.9%116.2K-2.4M-53.9K1.325.213,7914,988127,41621,970
2022-06-02$3.02$3.0094.6%27.1%110.9%0.0%91.5%26.2%9.8%101.8K-1.2M-48.1K1.4051.843,4864,892129,89021,968
2022-06-03$2.82$3.00117.8%25.7%109.9%0.0%90.3%3.2%6.0%60.2K85.2K-40.9K0.4931.669,5054,651132,25122,083
2022-06-06$2.57$3.00120.3%25.9%111.8%0.0%90.6%-5.6%3.4%62.0K111.3K-37.7K0.5468.909,0174,901138,40522,141
2022-06-07$2.55$3.0096.0%27.0%108.3%0.0%92.2%-7.2%-5.7%85.4K-594.8K-40.4K1.5570.573,1354,844143,49222,298
2022-06-08$2.63$3.0087.5%25.1%110.2%0.0%99.3%5.5%10.6%98.8K-1.5M-43.3K1.4066.983,4224,795143,95722,305
2022-06-09$2.44$3.0090.8%26.0%96.9%0.0%91.8%1.8%8.5%76.0K-292.5K-36.6K1.7732.132,7184,807144,45422,344
2022-06-10$2.36$3.0091.6%26.3%93.9%0.0%90.2%-2.5%-17.7%78.9K-600.5K-37.9K1.9725.592,3864,706144,71322,285
2022-06-13$2.02$3.00116.6%33.4%91.0%0.0%118.0%-1.5%-5.8%36.1K585.3K-26.7K1.2266.651,9262,359144,91020,819
2022-06-14$2.14$3.0091.8%26.3%94.8%0.0%92.9%47.7%12.4%37.1K774.8K-27.1K1.2535.991,7452,177145,16020,725
2022-06-15$2.28$3.00130.7%37.5%98.2%0.0%127.2%25.0%-13.9%47.3K-502.9K-35.1K0.2666.697,8232,066145,33020,798
2022-06-16$2.22$2.00126.7%36.3%97.1%0.0%125.6%12.2%-5.8%59.9K-1.5M-38.4K0.3270.496,9292,227151,18720,797
2022-06-17$2.32$2.00119.3%34.2%98.0%0.0%111.5%-14.5%50.5%65.1K-1.7M-39.7K0.5587.124,3572,408151,32520,685
2022-06-21$2.29$2.00108.6%31.1%98.0%0.0%86.3%11.7%6.5%63.5K-3.0M-38.5K0.7028.8314,93810,464102,98614,682
2022-06-22$2.13$2.00109.9%31.5%98.6%0.0%118.6%-21.9%9.4%69.1K-3.4M-40.2K0.2463.247,2681,772115,69015,090
2022-06-23$2.01$2.00115.1%33.0%97.9%0.0%118.4%9.5%-2.8%60.9K-2.7M-36.0K0.4027.178,4793,349119,82414,931
2022-06-24$2.10$2.00112.7%32.3%100.4%0.0%111.2%-24.5%3.5%75.1K-3.4M-38.9K0.3850.058,3553,168126,68116,526
2022-06-27$1.81$2.00121.0%34.7%108.0%0.0%128.4%-5.5%8.8%55.9K-2.3M-33.2K0.4269.806,5702,778126,63316,546
2022-06-28$1.71$2.00122.2%35.0%105.3%0.0%116.5%5.0%4.3%42.1K-1.7M-30.4K2.3127.484,46610,313127,29017,683
2022-06-29$1.53$2.00116.9%33.5%108.4%0.0%113.9%-32.4%23.4%24.5K-735.2K-29.0K3.3649.142,8279,502128,26426,209
2022-06-30$1.48$1.50125.0%35.8%101.8%0.0%123.0%46.9%-3.7%26.9K-858.8K-29.0K2.4520.533,3888,315129,63326,159