CORZ Options History — March 2024

In March 2024, CORZ traded between $3.04 and $4.04. ATM implied volatility averaged 153.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 39.5%. IV traded above realized volatility by 59.3% (HV 20d: 94.2%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2024-03-21: Highest Volume — 26,301 contracts
  • 2024-03-11: Largest IV spike — 103.0% change
  • 2024-03-11: Highest IV Rank — 40.4%
  • 2024-03-21: Largest Expected Move — 46.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.52$3.04$4.04$3.75$3.50
Max Pain$3.05$3.00$4.00$4.00$3.00
ATM IV153.4%115.4%285.8%145.7%117.3%
Expected Move39.5%33.1%46.8%41.8%33.6%
HV 20d94.2%85.6%104.3%90.1%94.3%
HV 60d797.3%772.6%824.2%823.8%772.6%
IV Rank20.3%14.5%40.4%19.1%14.8%
IV Percentile59.8%30.2%77.4%66.3%32.9%
Term Structure-21.1%-128.8%26.9%-3.2%-20.3%
VWIV139.9%120.4%153.1%149.7%120.4%
Skew 25d-5.3%-33.0%40.1%-24.4%7.4%
Skew 10d-5.5%-62.2%43.0%19.7%43.0%
Call IV 25d141.9%85.5%164.1%163.5%129.3%
Put IV 25d136.6%121.8%152.9%139.1%136.7%
Bid-Ask Spread %66.4341.2382.0947.2174.95
Gamma HHI0.260.240.310.290.24
Net GEX75.9K45.5K130.1K51.5K90.2K
Net DEX-7.6M-11.0M-4.1M-6.1M-8.9M
Net VEX-49.3K-62.1K-36.8K-36.8K-62.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.016.030.380.05
Total Volume5,703.389726,3017,6182,483
Total OI79,810.5558,38993,68458,38987,072

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$3.75$4.00145.7%41.8%90.1%19.1%149.7%-24.4%-3.2%51.5K-6.1M-36.8K0.3847.215,5032,11541,94516,444
2024-03-04$4.00$3.00158.8%43.0%86.1%21.1%151.7%-21.1%-11.7%71.1K-8.2M-41.3K0.0241.2316,10739246,43218,402
2024-03-05$3.70$3.00164.2%40.9%90.5%21.9%144.1%-11.7%-17.4%77.9K-7.3M-44.3K0.0262.918,19613953,98318,181
2024-03-06$3.88$3.00151.4%40.6%91.5%20.0%141.7%-8.6%-54.0%103.4K-9.5M-48.9K0.0367.523,1379058,93018,264
2024-03-07$4.04$3.00153.3%40.9%88.6%20.2%139.9%-3.2%-15.2%113.5K-11.0M-50.7K0.0157.402,1322359,86918,315
2024-03-08$4.04$3.00140.8%40.7%86.5%18.3%141.1%-6.4%-12.7%130.1K-10.7M-50.8K0.1060.785,53452860,07418,310
2024-03-11$3.75$3.00285.8%40.1%90.2%40.4%146.5%23.2%-8.0%107.4K-9.3M-47.7K0.1463.975,15072562,80218,830
2024-03-12$3.54$3.00263.6%40.7%87.9%37.1%143.3%-1.1%-15.2%97.8K-7.7M-45.5K0.0458.654,98320164,90119,053
2024-03-13$3.30$3.00152.0%43.6%85.6%20.0%146.2%-33.0%-14.9%69.2K-6.0M-41.8K0.1579.196,31395668,52119,171
2024-03-14$3.04$3.00130.4%37.4%88.7%16.8%153.1%-24.2%-128.8%49.8K-4.1M-41.3K0.3275.114,1741,35171,44019,839
2024-03-15$3.41$3.00151.4%43.4%98.5%20.0%153.1%-9.4%-44.8%51.5K-6.8M-48.5K0.0969.602,70625073,29820,386
2024-03-18$3.17$3.00136.6%39.2%101.4%17.7%144.4%15.9%-15.6%51.7K-5.7M-46.7K0.1167.071,18313156,39818,227
2024-03-19$3.06$3.00139.2%39.9%101.0%18.1%133.3%-16.7%-10.1%45.5K-4.7M-44.4K0.0872.343,28627956,75018,285
2024-03-20$3.34$3.00127.6%36.6%102.7%16.3%140.5%-13.4%-39.1%54.4K-6.8M-50.3K0.0572.102,63114358,84418,284
2024-03-21$3.46$3.00163.1%46.8%103.4%21.7%128.7%1.5%-27.8%66.4K-7.9M-53.9K6.0368.403,73922,56260,25218,405
2024-03-22$3.34$3.00115.4%33.1%104.1%14.5%126.4%-28.3%26.9%72.0K-7.3M-56.5K0.2782.0990324262,79219,672
2024-03-25$3.42$3.00135.8%38.9%104.3%17.6%136.3%-2.8%-14.8%72.9K-8.2M-58.9K0.1862.302,03235763,60119,760
2024-03-26$3.33$3.00120.8%34.6%94.7%15.3%130.4%40.1%-3.4%68.2K-7.9M-57.8K0.0569.718534464,80120,085
2024-03-27$3.38$3.00115.6%33.1%93.4%14.5%127.4%10.8%7.8%74.1K-8.2M-58.6K0.1375.972,21128265,46520,128
2024-03-28$3.50$3.00117.3%33.6%94.3%14.8%120.4%7.4%-20.3%90.2K-8.9M-62.1K0.0574.952,35512866,89920,173