CORZ Options History — April 2024

In April 2024, CORZ traded between $2.69 and $3.55. ATM implied volatility averaged 109.1%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 31.6%. IV traded above realized volatility by 28.2% (HV 20d: 81.0%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-04-30: Highest Volume — 19,102 contracts
  • 2024-04-03: Largest IV drop — 28.4% change
  • 2024-04-01: Highest IV Rank — 17.1%
  • 2024-04-01: Largest Expected Move — 38.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.19$2.69$3.55$3.55$2.96
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV109.1%85.2%132.7%132.7%102.4%
Expected Move31.6%24.4%38.0%38.0%29.4%
HV 20d81.0%65.7%95.3%94.5%77.7%
HV 60d586.9%87.0%774.1%772.5%87.0%
IV Rank13.5%9.9%17.1%17.1%12.5%
IV Percentile23.7%6.3%54.8%54.8%12.7%
Term Structure-0.4%-40.1%60.4%-8.5%-40.1%
VWIV114.3%83.4%141.4%133.6%99.6%
Skew 25d-3.7%-39.9%52.0%8.3%-25.8%
Skew 10d-0.8%-65.1%45.9%-65.1%8.7%
Call IV 25d114.1%82.9%149.9%125.3%91.8%
Put IV 25d110.4%66.0%134.9%133.6%66.0%
Bid-Ask Spread %58.2228.9591.1067.0454.84
Gamma HHI0.220.190.260.230.20
Net GEX59.3K12.9K99.1K94.7K42.9K
Net DEX-6.7M-10.1M-2.1M-8.7M-5.8M
Net VEX-59.5K-74.7K-47.4K-61.3K-63.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.0119.260.4419.26
Total Volume4,059.04541519,1023,51519,102
Total OI95,800.45583,923106,19888,65499,936

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$3.55$3.00132.7%38.0%94.5%17.1%133.6%8.3%-8.5%94.7K-8.7M-61.3K0.4467.042,4491,06668,39120,263
2024-04-02$3.26$3.00119.0%34.1%95.3%15.0%141.4%-18.3%-2.1%74.1K-7.2M-58.3K0.1184.041,24313970,41421,238
2024-04-03$3.45$3.0085.2%24.4%94.6%9.9%104.6%-4.8%60.4%90.5K-9.2M-56.8K0.0179.072,3222570,95021,337
2024-04-04$3.50$3.0096.9%34.2%93.0%11.6%123.0%43.1%-34.0%96.3K-8.9M-63.4K0.1191.101,11411872,13721,347
2024-04-05$3.42$3.00110.5%34.1%91.5%13.7%122.1%52.0%5.9%99.1K-8.1M-61.6K0.3089.993209572,50921,363
2024-04-08$3.38$3.00124.8%35.4%91.5%15.9%127.0%-11.9%-4.6%85.4K-8.1M-60.0K0.0478.451,2764672,58921,429
2024-04-09$3.16$3.00119.2%32.3%90.9%15.0%127.8%22.2%9.3%61.8K-6.3M-55.9K0.1173.941,86321172,57621,445
2024-04-10$3.08$3.00131.1%37.6%89.3%16.9%133.0%-10.2%-8.7%50.7K-5.3M-55.2K0.2254.841,87240473,09721,588
2024-04-11$3.00$3.00124.1%35.6%86.4%15.8%125.1%-10.7%-7.1%32.4K-4.8M-52.4K0.3754.771,93971873,73621,702
2024-04-12$3.02$3.0095.9%27.5%81.5%11.5%117.8%6.0%58.1%40.2K-5.1M-52.3K0.2552.302,32558975,69722,065
2024-04-15$2.83$3.00115.4%33.1%72.3%14.5%115.1%-13.2%-17.5%20.7K-3.4M-49.4K0.3032.904,3891,32377,09722,284
2024-04-16$2.69$3.00115.2%33.0%70.1%14.4%113.6%-39.9%-7.8%12.9K-2.1M-47.7K0.4846.792,0981,00080,85023,372
2024-04-17$2.70$3.00103.2%29.6%69.5%12.6%100.5%-33.4%6.3%14.1K-2.2M-47.4K0.4252.5965527682,04823,004
2024-04-18$2.88$3.00105.6%30.3%65.7%13.0%106.7%-1.1%-4.2%14.9K-4.0M-54.6K0.0450.191,3125282,57522,839
2024-04-19$3.05$3.00105.3%30.2%68.0%12.9%105.2%2.6%-0.4%38.8K-5.6M-56.5K0.9950.641,4131,40483,36622,832
2024-04-22$3.25$3.00102.7%29.4%71.4%12.5%103.0%1.1%2.2%50.1K-6.7M-61.1K0.1928.953,40964464,40119,522
2024-04-23$3.48$3.00105.3%30.2%75.2%12.9%102.8%9.8%-0.2%72.2K-8.6M-66.7K0.1537.413,68655766,21119,541
2024-04-24$3.42$3.00108.5%31.1%74.8%13.4%83.4%-2.0%-4.4%73.9K-8.5M-66.8K0.0450.3214,09655368,72320,752
2024-04-25$3.48$3.00102.7%29.4%74.8%12.5%121.6%-15.2%-3.2%84.8K-9.9M-73.3K0.0243.679,41615973,35821,166
2024-04-26$3.46$3.0097.8%28.0%73.8%11.8%102.4%-6.2%-0.8%88.8K-10.1M-74.7K0.0849.722,39218177,04521,294
2024-04-29$3.17$3.0097.5%27.9%79.7%11.7%104.0%-33.3%-7.4%65.7K-7.8M-69.4K0.3457.2778526378,06421,457
2024-04-30$2.96$3.00102.4%29.4%77.7%12.5%99.6%-25.8%-40.1%42.9K-5.8M-63.6K19.2654.8494318,15978,28921,647