CORZ Options History — February 2024

In February 2024, CORZ traded between $2.66 and $4.04. ATM implied volatility averaged 120.8%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 35.0%. IV traded below realized volatility by 965.9% (HV 20d: 1086.7%). Max pain ranged from $0.50 to $4.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.30.

Notable Days

  • 2024-02-28: Highest Volume — 14,941 contracts
  • 2024-02-02: Largest IV spike — 500.7% change
  • 2024-02-27: Highest IV Rank — 22.9%
  • 2024-02-27: Largest Expected Move — 49.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.46$2.66$4.04$2.66$3.75
Max Pain$3.18$0.50$4.00$0.50$4.00
ATM IV120.8%20.5%170.8%20.5%138.4%
Expected Move35.0%5.9%49.0%5.9%39.7%
HV 20d1086.7%96.0%1336.3%1336.3%97.7%
HV 60d827.4%824.2%832.5%832.5%824.2%
IV Rank15.3%0.0%22.9%0.0%18.0%
IV Percentile44.2%0.0%74.2%0.0%61.9%
Term Structure-0.4%-128.9%76.8%15.6%3.6%
VWIV138.6%94.9%175.8%175.2%148.0%
Skew 25d-24.7%-51.3%4.5%-17.8%-51.3%
Skew 10d-6.3%-77.6%47.2%35.9%-77.6%
Call IV 25d143.3%98.7%185.3%124.5%161.0%
Put IV 25d118.6%93.8%170.1%106.6%109.7%
Bid-Ask Spread %46.3615.91183.46183.4628.72
Gamma HHI0.320.220.590.220.26
Net GEX14.1K-7744.6K2.0K44.6K
Net DEX-2.0M-5.2M0-1.9M-5.2M
Net VEX-11.0K-28.9K0-2.2K-28.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.800.000.30
Total Volume4,207.153014,9413012,642
Total OI18,977.65049,6827,89749,682

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$2.66$0.5020.5%5.9%1336.3%0.0%0.0%0.0%0.0%2.0K-1.9M-2.2K0.00183.463007,84552
2024-02-02$2.95$0.00123.2%38.7%1335.0%15.7%175.2%0.0%15.6%0000.2692.502847500
2024-02-05$3.13$2.5094.3%33.8%1334.2%11.3%128.8%0.0%3.0%-77-2.9K-4150.0229.1374416271375
2024-02-06$3.15$2.50130.2%33.8%1334.0%16.7%94.9%0.0%-2.8%661-70.6K-6900.0429.152,19686763416
2024-02-07$3.41$2.50116.2%33.3%1332.9%14.6%113.2%-17.8%-3.0%2.9K-563.8K-2.4K0.0238.983,467752,861495
2024-02-08$3.62$2.50121.0%34.7%1331.9%15.3%123.9%-1.6%-1.5%8.0K-1.5M-5.3K0.0141.882,168266,292570
2024-02-09$3.75$2.50114.1%32.7%1331.3%14.3%124.4%-13.7%-4.8%11.2K-2.0M-6.8K0.0446.452,318838,022640
2024-02-12$4.04$2.50124.5%35.7%1330.2%15.8%123.4%4.5%-13.2%18.9K-2.4M-8.1K0.0961.393,2402889,879723
2024-02-13$3.69$4.0098.6%28.3%1332.3%11.9%103.9%-22.4%31.8%18.7K-2.4M-8.8K0.0761.862,25016011,546964
2024-02-14$3.80$2.50131.7%37.8%1331.8%17.0%135.3%-37.9%-10.5%26.9K-2.7M-10.0K0.0642.844,01223313,1881,125
2024-02-15$3.65$2.50134.3%38.5%1332.6%17.4%148.1%-46.4%-128.9%25.0K-2.8M-11.2K1.2036.714,6585,57116,2631,326
2024-02-16$3.67$4.00127.6%36.6%1332.5%16.3%141.8%-46.4%36.5%21.5K-2.6M-15.1K0.0831.062,98723519,2686,843
2024-02-20$3.51$4.00143.2%41.1%1333.5%18.7%149.1%-11.4%4.0%17.6K-2.4M-14.1K0.3428.881,45349417,0696,631
2024-02-21$3.25$4.00121.4%34.8%1335.2%15.4%137.7%-17.7%21.5%16.1K-1.8M-13.9K2.8038.511,9005,32218,2766,999
2024-02-22$3.25$4.00122.7%35.2%1335.2%15.6%146.9%-26.7%23.8%5.3K-1.5M-16.8K0.1428.451,07415319,12112,082
2024-02-23$3.20$4.00125.2%35.9%1335.5%16.0%135.7%-13.3%-11.9%3.3K-1.3M-16.7K0.2238.311,38830819,45312,132
2024-02-26$3.25$4.0097.9%28.1%96.0%11.8%156.9%-30.0%76.8%7.4K-1.6M-16.9K0.0615.912,67815820,33612,287
2024-02-27$3.67$4.00170.8%49.0%105.6%22.9%170.8%-48.4%-33.8%18.0K-3.0M-19.8K0.0324.596,23619422,10112,412
2024-02-28$3.83$4.00159.8%45.8%100.7%21.2%175.8%-15.2%-14.3%34.9K-4.4M-22.8K0.1328.4113,2241,71728,65612,589
2024-02-29$3.75$4.00138.4%39.7%97.7%18.0%148.0%-51.3%3.6%44.6K-5.2M-28.9K0.3028.729,7032,93935,82113,861