CORZ Options History — August 2022

In August 2022, CORZ traded between $2.19 and $3.36. ATM implied volatility averaged 122.0%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 34.6%. IV traded below realized volatility by 7.4% (HV 20d: 129.4%). Max pain ranged from $1.50 to $3.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.12.

Notable Days

2022-08-02: Highest Volume — 17,501 contracts
2022-08-05: Largest IV drop — 19.5% change
2022-08-31: Highest IV Rank — 66.1%
2022-08-01: Largest Expected Move — 42.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.73	$2.19	$3.36	$2.44	$2.21
Max Pain	$2.57	$1.50	$3.00	$1.50	$2.50
ATM IV	122.0%	105.6%	148.7%	148.7%	135.1%
Expected Move	34.6%	30.6%	42.6%	42.6%	38.7%
HV 20d	129.4%	116.6%	144.3%	140.3%	117.9%
HV 60d	126.6%	124.1%	130.4%	125.1%	126.7%
IV Rank	53.4%	39.6%	66.1%	62.6%	66.1%
IV Percentile	61.2%	36.2%	82.8%	78.6%	82.8%
Term Structure	-2.3%	-31.4%	9.5%	-31.4%	-15.6%
VWIV	118.9%	99.7%	155.8%	155.8%	140.6%
Skew 25d	-1.4%	-36.6%	20.4%	-0.1%	-3.8%
Skew 10d	23.0%	-28.8%	74.3%	74.3%	-23.4%
Call IV 25d	121.9%	91.8%	147.5%	147.5%	133.3%
Put IV 25d	120.5%	74.6%	147.4%	147.4%	129.5%
Bid-Ask Spread %	49.90	20.95	69.63	32.81	36.98
Gamma HHI	0.17	0.14	0.43	0.19	0.14
Net GEX	123.1K	-81.3K	219.9K	134.9K	61.9K
Net DEX	-12.5M	-24.2M	-2.2M	-10.6M	-2.4M
Net VEX	-57.4K	-73.5K	-36.6K	-52.9K	-37.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.02	3.68	1.73	1.44
Total Volume	6,341.87	1,229	17,501	8,343	5,461
Total OI	202,103.174	175,730	229,274	189,340	182,840

Daily Data (23 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
2022-08-01	$2.44	$1.50	148.7%	42.6%	140.3%	0.0%	155.8%	-0.1%	-31.4%	134.9K	-10.6M	-52.9K	1.73	32.81	3,060	5,283	159,047	30,293
2022-08-02	$2.70	$1.50	129.2%	37.0%	138.3%	0.0%	131.2%	4.2%	-10.8%	164.9K	-15.2M	-62.5K	1.48	38.68	7,054	10,447	159,861	32,612
2022-08-03	$2.91	$2.00	110.2%	31.6%	136.7%	0.0%	118.4%	19.2%	6.8%	153.0K	-16.0M	-63.6K	2.27	38.80	5,214	11,859	159,749	39,743
2022-08-04	$2.62	$3.00	131.2%	32.7%	141.5%	62.6%	108.5%	9.8%	7.8%	118.2K	-11.8M	-60.4K	1.03	20.95	5,462	5,603	161,076	46,368
2022-08-05	$2.90	$3.00	105.6%	30.6%	144.3%	39.6%	110.7%	11.7%	4.9%	143.6K	-16.1M	-68.1K	0.93	32.20	2,943	2,743	162,301	47,434
2022-08-08	$2.99	$3.00	120.7%	34.3%	116.6%	53.2%	126.8%	4.6%	-1.8%	134.7K	-17.2M	-66.7K	1.04	46.32	2,660	2,770	162,436	47,632
2022-08-09	$2.85	$3.00	133.1%	34.2%	119.6%	64.4%	103.1%	4.0%	3.3%	126.1K	-15.6M	-65.1K	0.02	69.63	3,080	60	163,027	47,511
2022-08-10	$3.28	$3.00	114.6%	32.9%	125.1%	47.7%	110.4%	20.4%	7.5%	162.1K	-20.7M	-70.1K	0.10	54.93	5,126	526	162,973	47,530
2022-08-11	$3.23	$3.00	117.8%	33.8%	125.2%	50.6%	116.4%	-0.7%	-4.8%	155.1K	-21.2M	-68.7K	0.05	65.76	11,813	582	165,538	47,920
2022-08-12	$3.36	$2.50	117.1%	33.6%	124.1%	49.9%	113.6%	7.5%	0.0%	219.9K	-24.2M	-73.5K	0.10	68.39	11,005	1,085	175,120	48,090
2022-08-15	$3.05	$2.50	123.0%	35.2%	129.9%	55.2%	122.9%	-0.9%	0.6%	205.6K	-20.0M	-67.3K	0.86	62.21	1,907	1,642	179,573	47,517
2022-08-16	$2.97	$2.50	123.2%	35.3%	125.9%	55.5%	119.0%	4.9%	-7.1%	190.6K	-18.6M	-66.5K	1.04	59.07	2,138	2,220	179,350	48,996
2022-08-17	$2.88	$2.50	126.4%	36.2%	126.9%	58.3%	123.7%	-4.5%	-3.1%	164.7K	-16.5M	-61.9K	0.59	59.80	2,626	1,541	178,179	50,501
2022-08-18	$2.89	$2.50	117.0%	33.5%	126.8%	49.8%	121.2%	-4.3%	1.7%	180.2K	-16.7M	-63.2K	0.05	46.87	1,422	66	178,086	51,188
2022-08-19	$2.50	$2.50	114.0%	32.7%	135.4%	47.1%	114.4%	-28.7%	3.9%	-81.3K	-9.9M	-50.0K	2.85	61.62	3,443	9,808	177,628	51,160
2022-08-22	$2.38	$2.50	121.8%	34.9%	137.2%	54.2%	122.6%	-8.3%	-7.3%	84.8K	-5.2M	-46.6K	0.72	34.28	826	597	144,122	31,759
2022-08-23	$2.55	$2.50	111.4%	31.9%	134.6%	44.8%	99.7%	-21.3%	3.3%	99.2K	-6.2M	-49.2K	0.44	59.51	2,415	1,070	143,469	32,261
2022-08-24	$2.75	$2.50	121.7%	34.9%	124.8%	54.1%	114.9%	-13.2%	-6.5%	125.5K	-8.8M	-57.2K	3.68	56.09	825	3,034	144,624	32,330
2022-08-25	$2.52	$3.00	112.1%	32.1%	128.4%	45.4%	114.4%	-28.9%	3.6%	87.2K	-5.5M	-48.0K	1.23	49.20	974	1,202	145,230	35,131
2022-08-26	$2.36	$3.00	121.8%	34.9%	125.9%	54.2%	118.9%	-36.6%	-13.8%	76.8K	-4.2M	-44.9K	0.03	34.40	1,354	35	146,971	35,670
2022-08-29	$2.19	$2.50	133.5%	38.3%	128.2%	64.7%	114.2%	12.4%	-3.6%	62.1K	-2.8M	-39.2K	2.70	54.79	447	1,206	148,056	35,166
2022-08-30	$2.19	$2.50	116.8%	33.5%	121.9%	49.6%	113.5%	20.0%	9.5%	62.2K	-2.2M	-36.6K	1.36	64.38	520	709	148,009	34,296
2022-08-31	$2.21	$2.50	135.1%	38.7%	117.9%	66.1%	140.6%	-3.8%	-15.6%	61.9K	-2.4M	-37.4K	1.44	36.98	2,237	3,224	148,326	34,514