CORZ Options History — November 2022

In November 2022, CORZ traded between $0.13 and $0.23. ATM implied volatility averaged 394.1%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 106.3%. IV traded below realized volatility by 144.2% (HV 20d: 538.3%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2022-11-15: Highest Volume — 12,335 contracts
  • 2022-11-03: Largest IV spike — 73.7% change
  • 2022-11-03: Highest IV Rank — 100.0%
  • 2022-11-10: Largest Expected Move — 148.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.16$0.13$0.23$0.17$0.13
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV394.1%272.6%676.4%290.8%438.8%
Expected Move106.3%69.6%148.3%83.4%125.8%
HV 20d538.3%208.1%626.1%593.1%208.1%
HV 60d363.5%355.5%370.7%355.9%370.5%
IV Rank56.4%34.3%100.0%57.4%61.3%
IV Percentile96.4%93.0%100.0%98.4%97.1%
Term Structure-9.1%-283.9%191.4%77.8%-193.2%
VWIV400.0%325.9%492.0%406.5%359.0%
Skew 25d25.5%-85.6%211.0%-58.8%70.4%
Skew 10d23.3%-85.6%226.8%-58.8%70.4%
Call IV 25d246.2%120.3%425.3%266.8%169.2%
Put IV 25d271.7%174.6%410.1%208.0%239.6%
Bid-Ask Spread %52.184.5381.0546.929.17
Gamma HHI0.190.120.300.130.24
Net GEX6872891.2K760421
Net DEX-120.4K-265.9K-41.6K-97.5K-94.3K
Net VEX-1.6K-2.9K-775-1.9K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.000.920.270.00
Total Volume4,536.19812,3356,1141,074
Total OI128,341.571118,705142,711125,492120,245

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$0.17$0.50290.8%83.4%593.1%57.4%406.5%-58.8%77.8%760-97.5K-1.9K0.2746.924,7961,318120,9404,552
2022-11-02$0.16$0.50389.3%111.6%592.7%82.0%417.4%29.8%96.3%633-118.4K-1.7K0.4158.553,0061,246123,3234,191
2022-11-03$0.18$0.50676.4%101.5%598.2%100.0%389.4%0.0%-52.4%1.2K-265.9K-2.9K0.4326.462,9001,243124,2404,165
2022-11-04$0.16$0.50417.8%69.6%598.1%57.9%383.0%-15.3%191.4%542-118.9K-1.5K0.4031.913,0921,245124,9554,166
2022-11-07$0.17$0.50420.3%111.8%600.2%58.3%422.8%-32.0%-23.5%745-107.4K-1.9K0.4056.712,8001,132125,3843,933
2022-11-08$0.14$0.50472.7%147.3%600.6%66.9%0.0%5.5%3.6%527-72.1K-1.3K0.3668.393,1701,138125,9183,941
2022-11-09$0.13$0.50344.3%98.7%599.7%46.0%464.9%95.5%65.6%342-106.9K-9790.4579.683,7211,672126,8143,914
2022-11-10$0.14$0.50517.2%148.3%602.0%74.1%0.0%-13.7%69.4%289-41.6K-7750.5173.553,2461,653127,5783,895
2022-11-11$0.19$0.50375.8%107.7%619.7%51.1%437.5%56.7%-283.9%1.0K-150.3K-2.1K0.4634.953,5721,649128,0393,876
2022-11-14$0.20$0.50272.6%78.2%620.6%34.3%325.9%-15.7%116.9%756-68.3K-1.4K0.4180.364,0111,658128,9293,893
2022-11-15$0.23$0.50458.1%131.3%625.8%64.5%442.6%54.8%-166.4%788-113.1K-1.6K0.1681.0510,6501,685130,3793,893
2022-11-16$0.20$0.50418.9%120.1%626.1%58.1%430.3%-1.8%-48.7%1.0K-143.0K-2.1K0.7572.062,2461,676138,4303,906
2022-11-17$0.19$0.50286.9%82.2%624.3%36.6%338.9%-85.6%84.6%1.0K-206.1K-2.4K0.9270.362,0261,867138,6544,057
2022-11-18$0.18$0.50293.9%84.3%624.0%37.8%328.6%-30.7%172.0%863-138.2K-1.8K0.3869.024,9581,868138,5154,031
2022-11-21$0.17$0.50312.0%89.5%624.0%40.7%361.0%-3.7%80.8%836-87.8K-1.9K0.1859.995,662995114,9953,846
2022-11-22$0.13$0.50422.3%121.1%618.4%58.7%492.0%211.0%85.2%759-172.8K-1.8K0.2964.404,2541,248116,2453,792
2022-11-23$0.15$0.50327.9%94.0%624.3%43.3%359.0%20.1%28.2%399-108.4K-1.1K0.2749.064,6331,252116,5302,175
2022-11-25$0.14$0.50342.9%98.3%240.5%45.7%0.0%83.7%-139.3%698-145.1K-1.8K0.0053.9880117,1392,174
2022-11-28$0.13$0.50371.7%106.6%239.3%50.4%0.0%69.9%-172.8%361-74.4K-1.0K0.004.687952117,1422,162
2022-11-29$0.13$0.50425.7%122.0%225.4%59.2%0.0%70.2%-182.5%454-97.2K-1.2K0.154.538112118,0552,162
2022-11-30$0.13$0.50438.8%125.8%208.1%61.3%0.0%70.4%-193.2%421-94.3K-1.2K0.009.171,0740118,0722,173