CORZ Options History — January 2024

In January 2024, CORZ traded between $2.91 and $3.40. ATM implied volatility averaged 67.0%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded below realized volatility by 1265.8% (HV 20d: 1332.8%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 3 of 4 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-01-29: Highest Volume — 100 contracts
  • 2024-01-29: Largest IV spike — 16.8% change
  • 2024-01-31: Highest IV Rank — 3.2%
  • 2024-01-31: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.20$2.91$3.40$3.40$2.91
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV67.0%55.0%75.1%55.0%75.1%
Expected Move19.2%15.8%21.5%15.8%21.5%
HV 20d1332.8%1331.4%1334.4%1332.7%1334.4%
HV 60d832.2%832.0%832.4%832.3%832.0%
IV Rank1.9%0.0%3.2%0.0%3.2%
IV Percentile0.9%0.0%1.6%0.0%1.6%
VWIV127.3%127.3%127.3%127.3%127.3%
Skew 25d-146.5%-146.5%-146.5%-146.5%-146.5%
Skew 10d-138.0%-138.0%-138.0%-138.0%-138.0%
Call IV 25d147.3%147.3%147.3%147.3%147.3%
Put IV 25d0.8%0.8%0.8%0.8%0.8%
Bid-Ask Spread %180.10174.05185.44176.88184.03
Gamma HHI0.500.390.560.550.39
Net GEX84401.8K1.3K264
Net DEX-2.5M-2.6M-2.2M-2.6M-2.2M
Net VEX-122-230-8-212-38
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume25.75010030
Total OI8,007.57,9978,0208,0207,997

Daily Data (4 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-26$3.40$0.5055.0%15.8%1332.7%0.0%0.0%0.0%0.0%1.3K-2.6M-2120.00176.88307,96852
2024-01-29$3.38$0.5064.2%18.4%1332.8%1.5%127.3%0.0%0.0%0-2.6M-80.00174.0510007,96452
2024-01-30$3.10$0.5073.7%21.1%1331.4%3.0%0.0%0.0%0.0%1.8K-2.4M-2300.00185.44007,94552
2024-01-31$2.91$0.5075.1%21.5%1334.4%3.2%0.0%-146.5%0.0%264-2.2M-380.00184.03007,94552