CORZ Options History — July 2022

In July 2022, CORZ traded between $1.50 and $2.38. ATM implied volatility averaged 139.0%. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 6.8% (HV 20d: 132.1%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.97.

Notable Days

  • 2022-07-18: Highest Volume — 18,402 contracts
  • 2022-07-06: Largest IV drop — 15.7% change
  • 2022-07-01: Largest Expected Move — 43.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.78$1.50$2.38$1.50$2.38
Max Pain$1.70$1.50$2.00$1.50$1.50
ATM IV139.0%117.9%172.6%150.2%126.7%
Expected Move37.6%33.8%43.1%43.1%36.3%
HV 20d132.1%103.3%144.3%103.3%140.3%
HV 60d109.6%91.6%125.0%91.6%125.0%
Term Structure-9.3%-48.8%22.9%-48.8%-16.7%
VWIV130.4%111.5%181.6%128.3%125.4%
Skew 25d7.7%-37.9%60.7%60.7%-0.3%
Skew 10d29.7%-45.3%97.7%83.2%74.5%
Call IV 25d126.5%98.4%161.7%115.0%113.5%
Put IV 25d134.2%109.4%175.7%175.7%113.2%
Bid-Ask Spread %44.7122.5670.7922.5654.30
Gamma HHI0.190.140.250.140.20
Net GEX63.0K23.5K144.3K27.4K144.3K
Net DEX-3.3M-10.2M-743.5K-833.7K-10.2M
Net VEX-34.3K-47.3K-25.3K-28.1K-47.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.232.100.990.83
Total Volume7,562.84,29718,4027,6479,340
Total OI173,101.9159,679189,719159,679189,719

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$1.50$1.50150.2%43.1%103.3%0.0%128.3%60.7%-48.8%27.4K-833.7K-28.1K0.9922.563,8423,805131,81827,861
2022-07-05$1.70$2.00172.6%34.3%116.9%0.0%150.5%11.8%22.9%43.7K-1.9M-33.4K1.3426.042,3403,134132,80327,671
2022-07-06$1.62$2.00145.5%37.9%114.6%0.0%181.6%29.3%9.7%31.0K-1.6M-31.3K2.1029.161,4883,129132,89527,743
2022-07-07$1.80$2.00146.6%35.1%123.3%0.0%140.0%-5.4%0.8%39.3K-1.8M-28.3K1.7440.571,5682,729133,00027,665
2022-07-08$1.88$2.00142.7%36.9%124.0%0.0%129.9%-3.2%-5.6%54.4K-2.8M-35.8K0.4530.646,1942,809133,09027,914
2022-07-11$1.53$2.00153.9%38.4%139.9%0.0%128.0%-27.5%-2.5%27.3K-906.4K-27.2K0.6743.294,1002,751133,75327,958
2022-07-12$1.53$2.00158.4%37.3%140.1%0.0%123.9%-24.5%13.2%28.6K-875.6K-27.3K0.4025.316,0892,455136,29328,047
2022-07-13$1.53$2.00137.7%39.5%130.9%0.0%136.5%-37.9%-12.1%33.7K-1.1M-27.6K0.7526.593,4612,585140,13328,043
2022-07-14$1.51$2.00134.3%38.5%128.2%0.0%126.8%21.6%6.3%23.5K-743.5K-25.3K0.5341.157,1613,776141,63227,809
2022-07-15$1.50$1.50136.4%39.1%124.7%0.0%127.0%-13.4%-8.3%38.7K-1.3M-28.4K0.6853.174,9373,362147,11329,076
2022-07-18$1.68$1.50140.8%40.4%133.4%0.0%113.2%12.2%-12.3%48.2K-2.4M-32.7K0.2332.1014,9803,422137,71127,820
2022-07-19$1.91$1.50126.5%36.3%141.4%0.0%129.8%26.9%-18.7%82.2K-4.8M-40.6K0.4543.876,4762,917148,92228,249
2022-07-20$2.00$1.50126.6%36.3%142.8%0.0%124.5%37.0%-15.3%93.8K-5.5M-41.5K0.7370.793,6272,649153,51728,351
2022-07-21$1.99$1.50117.9%33.8%140.6%0.0%119.3%3.6%-13.8%99.1K-5.4M-40.3K1.2548.102,1792,725154,79328,462
2022-07-22$1.84$1.50127.7%36.6%141.9%0.0%126.8%-13.3%-6.4%85.8K-4.7M-39.7K1.3959.591,9902,762154,99728,573
2022-07-25$1.83$1.50132.9%38.1%140.7%0.0%130.9%8.0%-24.5%78.5K-3.6M-34.4K1.5853.402,1813,445155,19628,562
2022-07-26$1.70$1.50137.0%39.3%133.0%0.0%111.5%14.2%-13.9%71.8K-3.0M-33.6K1.4664.482,1953,196155,55428,718
2022-07-27$2.01$1.50138.0%39.6%144.3%0.0%134.4%28.6%-30.2%98.4K-5.2M-39.0K1.0265.933,1543,213156,06728,728
2022-07-28$2.15$1.50127.0%36.4%138.6%0.0%119.2%25.1%-10.5%110.4K-7.0M-44.8K0.7363.055,2623,828157,07428,708
2022-07-29$2.38$1.50126.7%36.3%140.3%0.0%125.4%-0.3%-16.7%144.3K-10.2M-47.3K0.8354.305,1004,240160,41329,306