CORZ Options History — May 2024 In May 2024, CORZ traded between $3.04 and $5.25. ATM implied volatility averaged 90.6%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 11.1% (HV 20d: 79.5%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.14.
Notable Days 2024-05-31 : Highest Volume — 17,189 contracts2024-05-06 : Largest IV spike — 36.1% change2024-05-08 : Highest IV Rank — 17.9%2024-05-08 : Largest Expected Move — 28.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.94 $3.04 $5.25 $3.04 $4.75 Max Pain $3.30 $3.00 $4.00 $3.00 $4.00 ATM IV 90.6% 70.5% 137.7% 98.9% 78.0% Expected Move 24.2% 20.2% 28.5% 28.4% 22.4% HV 20d 79.5% 72.7% 88.4% 75.2% 82.4% HV 60d 84.8% 81.1% 87.0% 86.3% 85.3% IV Rank 10.7% 7.6% 17.9% 12.0% 8.8% IV Percentile 9.0% 1.2% 59.9% 11.5% 3.2% Term Structure -4.4% -68.0% 18.5% -46.7% -7.0% VWIV 85.1% 72.5% 102.0% 102.0% 73.8% Skew 25d -4.4% -46.0% 42.5% -36.4% -24.1% Skew 10d -2.0% -43.9% 45.8% 9.6% -26.2% Call IV 25d 84.5% 62.5% 103.1% 103.1% 93.2% Put IV 25d 80.1% 53.4% 104.9% 66.6% 69.1% Bid-Ask Spread % 64.20 48.48 85.98 72.61 85.98 Gamma HHI 0.22 0.17 0.29 0.18 0.29 Net GEX 195.4K 67.1K 344.0K 67.1K 344.0K Net DEX -16.7M -33.9M -6.8M -6.8M -28.0M Net VEX -99.6K -136.2K -68.1K -68.1K -136.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.01 0.47 0.47 0.30 Total Volume 6,514.227 648 17,189 872 17,189 Total OI 118,394.182 100,849 137,457 100,849 137,457
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-05-01 $3.04 $3.00 98.9% 28.4% 75.2% 12.0% 102.0% -36.4% -46.7% 67.1K -6.8M -68.1K 0.47 72.61 595 277 78,726 22,123 2024-05-02 $3.21 $3.00 94.2% 27.0% 78.0% 11.2% 94.6% 0.3% 0.4% 77.0K -7.9M -71.9K 0.16 57.76 557 91 78,943 22,351 2024-05-03 $3.37 $3.00 80.0% 22.9% 79.8% 9.1% 98.8% 42.5% -18.5% 98.4K -9.4M -76.5K 0.01 71.05 2,087 22 79,389 22,912 2024-05-06 $3.42 $3.00 108.9% 25.0% 79.9% 13.5% 72.5% 19.2% 18.5% 102.7K -9.8M -74.7K 0.16 79.72 1,948 317 80,512 22,904 2024-05-07 $3.34 $3.00 101.8% 28.4% 76.4% 12.4% 98.6% -46.0% -4.9% 98.5K -9.3M -74.0K 0.03 67.41 2,753 84 81,729 23,184 2024-05-08 $3.46 $3.00 137.7% 28.5% 76.5% 17.9% 98.7% 22.2% -2.2% 115.6K -10.9M -79.0K 0.06 69.89 5,560 338 83,725 23,236 2024-05-09 $3.83 $3.00 104.7% 23.3% 82.6% 12.8% 86.3% -3.1% 15.6% 192.8K -14.8M -86.7K 0.10 59.86 13,091 1,267 88,002 23,328 2024-05-10 $3.66 $3.00 89.6% 23.6% 85.1% 10.5% 81.9% -7.2% -2.5% 183.0K -12.7M -85.7K 0.28 60.18 8,241 2,272 92,491 24,323 2024-05-13 $3.67 $3.00 108.1% 22.8% 80.5% 13.4% 87.5% -2.4% 5.6% 175.7K -12.9M -90.0K 0.08 64.31 1,999 154 94,125 26,446 2024-05-14 $3.54 $3.00 96.6% 23.1% 79.1% 11.6% 83.6% -10.3% -0.7% 152.2K -11.6M -87.6K 0.34 48.48 1,720 591 94,400 26,595 2024-05-15 $3.83 $3.00 76.8% 22.0% 82.2% 8.6% 82.8% 1.3% 8.4% 207.9K -14.8M -95.7K 0.02 55.80 4,846 78 95,481 27,156 2024-05-16 $3.73 $3.00 81.0% 23.2% 81.7% 9.2% 74.6% -5.6% -68.0% 193.8K -14.5M -96.9K 0.34 62.52 1,905 654 98,608 27,227 2024-05-17 $3.75 $3.50 93.2% 26.7% 80.0% 11.1% 83.1% -4.8% -17.5% 145.3K -14.0M -97.2K 0.01 70.55 7,140 104 99,943 27,807 2024-05-20 $3.94 $3.50 79.9% 22.9% 78.9% 9.0% 81.7% 1.5% -7.0% 182.7K -16.2M -106.6K 0.01 57.40 7,357 66 92,895 23,877 2024-05-21 $4.00 $3.50 83.5% 23.9% 75.9% 9.6% 80.7% -3.3% 0.3% 213.0K -17.7M -111.9K 0.28 51.30 4,149 1,163 97,838 23,924 2024-05-22 $4.17 $3.50 84.4% 24.2% 76.2% 9.7% 85.9% 8.0% -4.5% 230.7K -19.8M -117.8K 0.01 64.88 13,000 162 99,850 25,027 2024-05-23 $4.17 $3.50 70.5% 20.2% 76.3% 7.6% 82.1% -27.5% 12.1% 242.2K -18.4M -109.7K 0.01 65.21 8,076 119 96,512 25,170 2024-05-24 $4.78 $3.50 77.3% 22.2% 88.4% 8.7% 77.0% -5.1% 12.3% 306.2K -27.1M -126.9K 0.10 51.27 9,164 885 99,644 25,260 2024-05-28 $4.96 $3.50 88.4% 25.4% 79.6% 10.4% 78.6% -2.1% -0.6% 316.1K -29.2M -129.3K 0.16 62.69 5,735 927 102,110 25,858 2024-05-29 $5.25 $4.00 79.9% 22.9% 72.7% 9.1% 80.0% 3.3% 7.4% 322.3K -33.9M -135.6K 0.07 60.95 10,090 708 103,583 26,568 2024-05-30 $4.87 $4.00 79.7% 22.8% 81.6% 9.0% 86.7% -17.5% 1.5% 332.2K -28.8M -132.8K 0.13 72.67 5,145 687 106,266 27,167 2024-05-31 $4.75 $4.00 78.0% 22.4% 82.4% 8.8% 73.8% -24.1% -7.0% 344.0K -28.0M -136.2K 0.30 85.98 13,249 3,940 109,619 27,838
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