CORZ Options History — December 2022

In December 2022, CORZ traded between $0.08 and $0.46. ATM implied volatility averaged 369.4%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 104.4%. IV traded above realized volatility by 35.5% (HV 20d: 334.0%). 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 2 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2022-12-15: Highest Volume — 21,291 contracts
  • 2022-12-28: Largest IV spike — 97.8% change
  • 2022-12-20: Highest IV Rank — 66.0%
  • 2022-12-20: Largest Expected Move — 133.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.15$0.08$0.46$0.15$0.08
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV369.4%234.5%467.1%405.0%430.0%
Expected Move104.4%67.2%133.9%116.1%123.3%
HV 20d334.0%163.1%506.1%214.5%502.4%
HV 60d413.3%371.2%465.8%372.5%463.7%
IV Rank50.1%28.1%66.0%55.9%59.9%
IV Percentile91.8%81.9%98.6%94.3%95.6%
Term Structure-91.2%-206.0%124.5%-182.8%-161.7%
VWIV376.9%27.4%491.5%406.4%477.2%
Skew 25d2.2%-202.5%86.0%53.2%-50.3%
Skew 10d8.0%-202.5%101.3%53.2%-50.3%
Call IV 25d222.8%108.9%360.1%240.1%246.0%
Put IV 25d225.0%15.0%358.3%293.3%195.7%
Bid-Ask Spread %13.215.2230.6410.2314.31
Gamma HHI0.420.141.000.211.00
Net GEX91516.6K7631
Net DEX-264.9K-1.8M34.1K-141.4K27.9K
Net VEX-1.9K-8.4K-109-1.8K-126
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.002.120.060.08
Total Volume4,090.42919521,291926347
Total OI121,941.23896,641141,429120,736125,667

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$0.15$0.50405.0%116.1%214.5%55.9%406.4%53.2%-182.8%763-141.4K-1.8K0.0610.2387551118,6102,126
2022-12-02$0.14$0.50420.6%120.6%210.7%58.4%0.0%86.0%-206.0%720-168.7K-2.0K0.0518.261,14953119,0442,173
2022-12-05$0.13$0.50420.0%88.1%208.4%58.3%356.5%71.5%-85.1%470-83.1K-1.2K0.0721.6752635119,7772,199
2022-12-06$0.12$0.50315.1%90.3%208.0%41.2%351.5%54.5%-93.0%459-137.7K-1.3K0.0015.131,0835120,0322,207
2022-12-07$0.12$0.50281.8%80.8%197.3%35.8%0.0%54.7%-95.2%533-173.9K-1.6K0.416.61851351120,9752,171
2022-12-08$0.13$0.50267.5%76.7%198.0%33.5%0.0%72.5%-91.5%645-158.1K-1.8K0.0116.791932121,6172,422
2022-12-09$0.14$0.50318.0%91.2%198.0%41.7%0.0%-15.0%14.9%629-194.6K-1.7K0.726.80217157121,7842,422
2022-12-12$0.13$0.50333.5%95.6%163.1%44.2%0.0%-23.8%-101.2%561-143.6K-1.5K2.1219.6795201121,9692,574
2022-12-13$0.15$0.50253.4%72.7%171.4%31.2%0.0%-202.5%-92.6%513-133.3K-1.3K0.0010.113,4622122,0152,824
2022-12-14$0.25$0.50403.3%115.6%248.8%55.6%402.9%40.1%-146.4%1.3K-296.3K-2.7K0.0530.645,046247124,5262,825
2022-12-15$0.46$0.50283.6%81.3%322.6%36.1%286.6%-19.5%-13.8%6.6K-1.8M-8.4K0.0523.7720,354937128,0382,896
2022-12-16$0.27$0.50359.2%103.0%381.0%48.4%359.9%-1.8%-26.8%2.8K-849.1K-5.2K0.107.945,189526137,8723,557
2022-12-19$0.20$0.50462.7%132.7%396.8%65.2%400.3%-70.3%124.5%1.3K-491.3K-3.4K0.047.9011,12446294,2432,398
2022-12-20$0.21$0.50467.1%133.9%396.4%66.0%491.5%0.5%-119.7%1.3K-591.0K-3.4K0.028.807,57612699,6952,542
2022-12-21$0.09$0.50407.0%116.7%492.1%56.2%384.3%-14.7%-121.1%223.4K-1090.125.2211,6361,423104,9542,598
2022-12-22$0.09$0.50413.8%118.6%488.5%57.3%391.3%2.7%-89.9%329.0K-1240.078.585,545415118,5513,228
2022-12-23$0.12$0.50397.8%114.0%500.5%54.7%449.3%57.2%-103.7%676-421.4K-2.3K0.0411.312,406107120,6543,392
2022-12-27$0.10$0.50234.5%67.2%503.9%28.1%27.4%17.4%-141.8%834.1K-1300.119.20922103121,6763,420
2022-12-28$0.09$0.50463.8%133.0%504.9%65.4%448.0%-15.7%-161.7%330.9K-1280.159.721,129171122,0323,443
2022-12-29$0.08$0.50420.1%120.4%506.1%58.3%420.1%-49.9%0.0%128.2K-1260.0414.8377129122,0983,520
2022-12-30$0.08$0.50430.0%123.3%502.4%59.9%477.2%-50.3%0.0%127.9K-1260.0814.3132126122,1813,486