CORZ Options History — September 2022

In September 2022, CORZ traded between $1.30 and $2.26. ATM implied volatility averaged 125.6%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 35.4%. IV traded above realized volatility by 30.5% (HV 20d: 95.1%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2022-09-16: Highest Volume — 14,882 contracts
  • 2022-09-13: Largest IV spike — 52.9% change
  • 2022-09-13: Highest IV Rank — 83.6%
  • 2022-09-30: Largest Expected Move — 43.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.78$1.30$2.26$2.09$1.31
Max Pain$2.12$1.50$2.50$2.50$1.50
ATM IV125.6%101.0%154.4%118.9%150.0%
Expected Move35.4%30.8%43.0%34.1%43.0%
HV 20d95.1%82.4%114.1%114.1%90.1%
HV 60d123.6%118.6%127.2%127.2%118.6%
IV Rank57.6%35.5%83.6%51.5%79.6%
IV Percentile64.6%26.3%96.7%58.9%92.8%
Term Structure0.0%-25.4%14.0%12.4%-25.4%
VWIV120.9%98.7%150.6%105.6%142.7%
Skew 25d-5.8%-64.2%34.4%-2.3%12.7%
Skew 10d14.1%-85.0%173.0%28.1%11.5%
Call IV 25d125.4%88.5%164.6%115.2%121.8%
Put IV 25d119.6%94.0%167.3%112.9%134.6%
Bid-Ask Spread %72.4040.1693.1058.0248.80
Gamma HHI0.160.130.230.140.17
Net GEX44.6K27.8K70.6K51.4K40.8K
Net DEX-1.9M-2.8M-459.4K-1.6M-2.8M
Net VEX-25.9K-36.4K-17.8K-34.5K-21.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.004.351.110.63
Total Volume4,62239214,8824055,038
Total OI139,515.95275,125187,224183,014100,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$2.09$2.50118.9%34.1%114.1%51.5%105.6%-2.3%12.4%51.4K-1.6M-34.5K1.1158.02192213148,38234,632
2022-09-02$2.14$2.50118.3%33.9%107.0%51.1%116.0%6.8%12.0%55.1K-1.7M-34.2K0.1340.1637950148,46434,653
2022-09-06$2.12$2.50151.4%37.3%105.7%80.9%126.0%5.0%-6.9%55.8K-1.8M-33.9K1.3369.722,3713,160148,58834,286
2022-09-07$2.06$2.50126.1%36.2%105.2%58.1%124.9%19.1%-5.1%46.8K-1.8M-30.5K0.7466.654,8963,629148,58234,350
2022-09-08$2.06$2.50123.9%33.7%87.8%56.1%118.4%34.4%2.2%48.0K-913.3K-31.1K0.0170.728775150,60534,761
2022-09-09$2.25$2.50135.3%38.2%96.3%66.3%116.6%12.1%-6.8%70.6K-2.5M-36.4K0.0484.901,09245151,27834,762
2022-09-12$2.26$2.50101.0%34.8%94.3%35.5%115.6%0.4%0.5%68.4K-1.8M-33.0K0.3172.99583182152,04034,761
2022-09-13$2.02$2.50154.4%33.5%96.1%83.6%115.8%18.0%-8.3%48.2K-1.1M-31.0K1.7679.122,3104,066152,35234,872
2022-09-14$2.06$2.50111.7%32.0%97.1%45.1%125.4%-41.8%10.5%53.1K-1.2M-29.3K0.2088.8032864152,35032,697
2022-09-15$2.03$2.50125.3%35.9%97.0%57.4%116.3%-30.1%11.2%46.1K-1.3M-28.9K0.8489.65302253152,37132,700
2022-09-16$1.77$2.50125.4%36.0%105.5%57.5%127.9%-16.4%9.8%34.0K-459.4K-23.2K4.3593.102,78012,102152,53029,842
2022-09-19$1.64$2.50131.2%37.6%97.6%62.7%119.8%33.8%14.0%32.3K-2.6M-22.4K0.1966.084,44082470,8904,235
2022-09-20$1.52$2.00121.8%34.9%99.1%54.2%119.8%-6.1%-13.6%27.8K-2.2M-19.3K0.0275.006,84816775,2873,999
2022-09-21$1.54$2.00107.4%30.8%94.1%41.2%110.9%-7.4%6.1%36.2K-2.0M-17.8K0.0084.825,2111680,6944,100
2022-09-22$1.50$1.50112.2%32.2%86.2%45.5%98.7%21.1%7.7%38.3K-2.5M-20.2K0.1170.832,61929085,0274,110
2022-09-23$1.45$1.50131.7%37.7%83.6%63.1%122.6%-57.7%-1.8%36.7K-2.5M-20.5K0.3372.4432610787,2084,123
2022-09-26$1.37$1.50139.5%40.0%83.1%70.2%150.6%9.2%-7.6%33.3K-2.4M-19.2K0.2573.486,1321,55787,3244,103
2022-09-27$1.39$1.50123.4%35.4%82.4%55.6%120.1%-40.5%-4.4%35.6K-2.5M-19.6K0.1987.238,5011,61789,1404,062
2022-09-28$1.45$1.50118.8%34.0%85.2%51.4%116.2%-27.8%-6.8%41.8K-2.7M-19.7K0.2655.086,2831,60892,1934,064
2022-09-29$1.30$1.50110.1%31.6%90.0%43.6%129.5%-64.2%1.3%36.7K-2.4M-18.5K0.3472.864,1861,41394,4174,565
2022-09-30$1.31$1.50150.0%43.0%90.1%79.6%142.7%12.7%-25.4%40.8K-2.8M-21.0K0.6348.803,1001,93895,8684,568