CORZ Options History — January 2023

In January 2023, CORZ traded between $0.07 and $0.08. ATM implied volatility averaged 418.1%, placing in the 58.0% IV rank vs the trailing year. The 30-day expected move averaged 126.4%. IV traded above realized volatility by 58.2% (HV 20d: 359.9%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 12 of 18 trading days. Term structure was in contango for 0 of 18 days. Put/call ratio averaged 0.97.

Notable Days

  • 2023-01-30: Highest Volume — 1,617 contracts
  • 2023-01-18: Largest IV drop — 26.9% change
  • 2023-01-17: Highest IV Rank — 70.6%
  • 2023-01-17: Largest Expected Move — 142.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.08$0.07$0.08$0.07$0.08
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV418.1%362.4%495.6%440.3%411.5%
Expected Move126.4%113.8%142.1%122.1%118.9%
HV 20d359.9%80.5%506.7%503.5%80.5%
HV 60d440.5%317.4%465.4%464.0%317.4%
IV Rank58.0%48.9%70.6%61.6%56.9%
IV Percentile91.3%85.3%99.2%96.1%88.3%
Term Structure-112.9%-136.5%-96.0%-96.0%-136.5%
VWIV405.8%397.0%414.8%397.0%414.8%
Skew 25d-39.8%-77.5%-26.7%-26.7%-27.2%
Skew 10d-39.8%-77.5%-26.7%-26.7%-27.1%
Call IV 25d176.3%141.1%278.5%141.1%143.8%
Put IV 25d136.5%114.0%201.0%114.4%116.7%
Bid-Ask Spread %163.14143.95185.19143.95185.19
Gamma HHI1.001.001.001.001.00
Net GEX10100
Net DEX20.0K025.4K014.4K
Net VEX-104-12500-86
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.069.509.500.19
Total Volume372.833211,617211,187
Total OI103,486.3890125,158086,031

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$0.07$0.00440.3%0.0%503.5%61.6%0.0%0.0%0.0%0009.50143.9521900
2023-01-06$0.08$0.50425.8%122.1%506.7%59.2%0.0%-26.7%-96.0%025.4K-1250.82160.664940121,7723,386
2023-01-09$0.08$0.50441.8%126.7%506.4%61.8%0.0%-27.8%-104.8%125.3K-1251.29166.675166121,7273,369
2023-01-10$0.08$0.50447.6%128.3%506.4%62.8%0.0%0.0%-107.9%125.1K-1250.88154.545649121,6983,340
2023-01-11$0.08$0.50453.6%130.1%505.1%63.8%0.0%0.0%-111.4%125.1K-1250.88166.675649121,6933,338
2023-01-12$0.08$0.50459.9%131.8%503.8%64.8%0.0%0.0%-115.0%125.1K-1250.52166.679248121,6923,338
2023-01-13$0.08$0.50466.4%133.7%503.6%65.8%0.0%-77.5%-118.8%125.1K-1250.48166.679345121,6503,337
2023-01-17$0.08$0.50495.6%142.1%499.9%70.6%0.0%0.0%-136.5%125.0K-1250.41166.6711045121,6393,335
2023-01-18$0.08$0.50362.4%0.0%457.5%48.9%0.0%0.0%0.0%125.0K-1250.41166.6711045121,5903,335
2023-01-19$0.08$0.50365.5%0.0%385.1%49.4%0.0%0.0%0.0%124.8K-1250.62166.679358121,5903,309
2023-01-20$0.08$0.50368.8%0.0%348.0%50.0%0.0%-27.2%0.0%124.6K-1250.63166.679359121,5573,270
2023-01-23$0.08$0.50379.1%0.0%336.7%51.6%0.0%0.0%0.0%115.9K-890.09155.563863386,5032,112
2023-01-24$0.08$0.50382.7%0.0%335.4%52.2%0.0%0.0%0.0%115.9K-890.30166.671093386,2072,112
2023-01-25$0.08$0.50397.0%113.8%152.8%54.5%397.0%0.0%0.0%115.9K-890.06164.297224486,1882,112
2023-01-26$0.08$0.50405.6%116.3%152.8%55.9%405.6%0.0%0.0%015.6K-880.10152.384494585,3352,077
2023-01-27$0.08$0.50414.8%118.9%106.6%57.4%414.8%0.0%0.0%015.6K-880.06146.677134585,1842,077
2023-01-30$0.08$0.50407.0%0.0%87.8%56.2%0.0%0.0%0.0%015.6K-870.18173.331,37424384,7752,077
2023-01-31$0.08$0.50411.5%0.0%80.5%56.9%0.0%0.0%0.0%014.4K-860.19185.1999519284,1071,924