CORZ Options History — October 2022

In October 2022, CORZ traded between $0.18 and $1.65. ATM implied volatility averaged 176.5%, placing in the 68.0% IV rank vs the trailing year. The 30-day expected move averaged 50.0%. IV traded below realized volatility by 6.4% (HV 20d: 182.8%). Max pain ranged from $0.50 to $1.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-10-27: Highest Volume — 13,639 contracts
  • 2022-10-27: Largest IV spike — 277.8% change
  • 2022-10-11: Highest IV Rank — 100.0%
  • 2022-10-27: Largest Expected Move — 132.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.06$0.18$1.65$1.40$0.22
Max Pain$1.12$0.50$1.50$1.50$0.50
ATM IV176.5%112.1%461.0%123.7%358.8%
Expected Move50.0%32.1%132.2%35.5%102.8%
HV 20d182.8%94.2%598.4%94.2%598.4%
HV 60d149.8%109.7%353.6%119.1%353.6%
IV Rank68.0%43.2%100.0%55.9%74.4%
IV Percentile78.6%35.0%100.0%65.3%98.9%
Term Structure4.7%-34.2%91.7%7.6%91.7%
VWIV171.0%109.4%461.0%129.6%423.8%
Skew 25d-9.7%-75.5%80.4%80.4%-25.7%
Skew 10d25.0%-75.5%157.3%123.5%-25.7%
Call IV 25d179.1%98.1%426.8%98.1%358.3%
Put IV 25d169.4%119.1%390.3%178.5%332.6%
Bid-Ask Spread %44.9421.3070.6764.9749.90
Gamma HHI0.190.120.230.190.14
Net GEX30.9K69863.2K44.5K875
Net DEX-2.1M-5.0M-15.9K-3.0M-166.8K
Net VEX-15.2K-25.0K-1.4K-21.5K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.180.920.310.46
Total Volume6,939.8574,75013,6397,6117,160
Total OI113,144.952101,506123,313101,506123,313

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$1.40$1.50123.7%35.5%94.2%55.9%129.6%80.4%7.6%44.5K-3.0M-21.5K0.3164.975,8091,80295,9265,580
2022-10-04$1.65$1.50122.5%35.1%115.0%54.8%129.7%35.7%2.6%45.4K-5.0M-23.9K0.2870.676,8401,92898,7185,724
2022-10-05$1.59$1.50132.4%38.0%115.2%63.7%131.8%13.8%-13.1%63.2K-4.6M-25.0K0.3667.964,5841,660102,1945,801
2022-10-06$1.51$1.50134.2%38.9%115.9%65.3%128.2%-25.9%-8.7%59.8K-4.1M-24.5K0.4435.233,8801,703103,4265,791
2022-10-07$1.32$1.50147.4%35.1%116.4%77.3%124.1%3.8%10.9%49.8K-3.2M-22.0K0.4252.124,2551,806104,1025,801
2022-10-10$1.30$1.50127.4%40.4%115.9%59.2%138.5%-1.0%-8.9%46.2K-2.9M-20.4K0.4455.003,8731,716104,6395,765
2022-10-11$1.25$1.50178.3%41.1%111.6%100.0%137.2%-29.4%34.9%32.4K-2.2M-18.6K0.2742.266,1911,654104,8285,764
2022-10-12$1.23$1.00154.9%44.4%110.5%79.9%125.6%41.5%-2.4%31.1K-2.1M-18.0K0.2640.536,2491,605106,4765,878
2022-10-13$1.24$1.00155.5%44.6%111.1%80.5%126.8%-21.8%-14.3%40.2K-2.7M-18.2K0.3960.334,8621,894107,3205,888
2022-10-14$1.12$1.00139.7%40.1%107.0%66.9%147.8%-8.5%19.1%33.2K-2.2M-15.5K0.4234.154,6491,955107,7006,246
2022-10-17$1.14$1.00141.5%40.6%106.0%68.4%131.1%22.3%-4.8%35.8K-2.2M-16.8K0.7151.142,7731,977107,9716,242
2022-10-18$1.05$1.00136.0%39.0%106.4%63.7%152.2%-19.0%-2.1%25.5K-1.5M-14.1K0.5543.923,7642,062108,2526,131
2022-10-19$0.94$1.00124.2%35.6%110.6%53.6%124.8%-23.5%-21.2%17.8K-890.9K-10.8K0.9239.252,6672,446109,9486,212
2022-10-20$0.99$1.00112.1%32.1%113.8%43.2%109.4%-35.9%24.1%21.1K-1.5M-13.6K0.5121.304,3922,248110,5856,232
2022-10-21$0.97$1.00139.2%39.9%113.7%66.5%135.6%-35.3%-16.5%20.9K-1.3M-13.0K0.4442.945,0022,200113,0356,239
2022-10-24$0.88$1.00130.3%37.4%116.4%58.8%130.9%12.2%-19.8%18.1K-1.0M-10.5K0.6645.243,3012,183105,4185,487
2022-10-25$1.07$1.00116.2%33.3%139.4%46.7%112.0%-34.3%10.5%29.9K-1.7M-14.1K0.3238.016,3722,070106,9255,401
2022-10-26$1.03$1.00122.0%35.0%138.1%51.8%125.2%-41.2%3.0%31.9K-1.8M-13.3K0.5532.223,7652,064111,1115,411
2022-10-27$0.20$1.00461.0%132.2%592.7%100.0%461.0%-36.6%-34.2%698-15.9K-1.4K0.1821.8211,5352,104112,3695,395
2022-10-28$0.18$0.50448.6%128.6%591.5%96.9%365.0%-75.5%40.6%857-83.8K-1.7K0.2734.795,3161,421115,9374,863
2022-10-31$0.22$0.50358.8%102.8%598.4%74.4%423.8%-25.7%91.7%875-166.8K-2.5K0.4649.904,9132,247118,5834,730