CORZ Options History — June 2024

In June 2024, CORZ traded between $4.84 and $10.29. ATM implied volatility averaged 100.4%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded below realized volatility by 42.9% (HV 20d: 143.3%). Max pain ranged from $4.00 to $9.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.27.

Notable Days

  • 2024-06-14: Highest Volume — 124,424 contracts
  • 2024-06-27: Largest IV spike — 58.3% change
  • 2024-06-28: Highest IV Rank — 19.8%
  • 2024-06-17: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.69$4.84$10.29$4.84$9.05
Max Pain$7.47$4.00$9.00$4.00$9.00
ATM IV100.4%79.1%150.5%79.1%150.5%
Expected Move26.4%22.7%28.6%22.7%24.5%
HV 20d143.3%81.7%154.7%81.7%151.7%
HV 60d107.6%85.0%111.6%85.0%109.8%
IV Rank12.2%8.9%19.8%8.9%19.8%
IV Percentile17.6%3.6%67.5%3.6%67.5%
Term Structure1.2%-13.2%22.2%-6.3%-6.4%
VWIV92.9%76.3%105.0%76.3%95.0%
Skew 25d-16.3%-56.8%10.0%-20.3%10.0%
Skew 10d-12.0%-40.0%44.0%-22.3%19.9%
Call IV 25d107.0%84.9%168.5%84.9%160.1%
Put IV 25d90.6%64.6%170.1%64.6%170.1%
Bid-Ask Spread %63.3442.1089.1872.7946.68
Gamma HHI0.190.110.290.290.12
Net GEX1.4M371.2K2.9M371.2K1.7M
Net DEX-131.1M-198.2M-29.7M-29.7M-146.4M
Net VEX-461.4K-703.4K-145.5K-145.5K-685.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.060.750.150.16
Total Volume50,626.2632,699124,4242,69919,802
Total OI381,266.474143,184545,050143,184500,358

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$4.84$4.0079.1%22.7%81.7%8.9%76.3%-20.3%-6.3%371.2K-29.7M-145.5K0.1572.792,340359113,77329,411
2024-06-04$6.91$4.0086.8%24.9%145.1%10.1%84.4%-13.1%-9.4%381.5K-59.2M-160.0K0.4042.1084,48233,819114,59829,593
2024-06-05$7.19$5.0090.4%25.9%143.4%10.7%86.6%-19.4%-13.2%519.4K-70.4M-238.5K0.7564.6640,00929,881161,13157,634
2024-06-06$8.00$6.0098.6%27.7%145.4%11.9%93.1%-23.0%-5.8%698.1K-92.2M-279.8K0.3563.5879,89027,727179,14975,764
2024-06-07$7.80$6.0094.9%28.3%145.5%11.3%100.5%-23.2%4.5%599.9K-89.6M-338.2K0.3189.1829,6759,295204,44196,590
2024-06-10$8.30$7.00118.4%27.0%142.6%14.9%89.0%-18.3%-1.7%861.7K-107.4M-372.7K0.3471.2621,3067,351217,125102,947
2024-06-11$8.70$7.00113.8%27.4%141.8%14.2%93.6%-12.6%-0.1%1.0M-123.5M-382.5K0.0760.4825,9191,866226,123107,633
2024-06-12$9.64$7.0097.3%27.9%140.1%11.7%93.5%-18.8%1.3%1.3M-159.6M-389.8K0.4163.1857,67623,872235,161108,593
2024-06-13$9.68$8.0094.4%27.1%140.6%11.3%98.5%-18.9%0.5%1.5M-162.9M-421.9K0.1460.2950,4067,091250,132126,346
2024-06-14$10.29$8.0096.3%27.6%138.0%11.6%105.0%-14.5%4.3%1.7M-189.1M-438.7K0.0656.47117,0337,391266,066128,636
2024-06-17$9.88$8.0099.6%28.6%140.9%12.1%100.7%-16.5%5.0%2.4M-198.2M-562.1K0.4161.0227,21611,288352,979131,163
2024-06-18$8.84$9.0095.6%27.4%151.9%11.4%101.3%-13.8%4.6%1.9M-139.5M-548.4K0.1066.3561,6986,241361,101138,382
2024-06-20$9.18$9.0093.3%26.8%151.6%11.1%97.9%-13.5%22.2%2.9M-161.2M-597.8K0.1769.6122,4873,715395,892140,179
2024-06-21$8.77$9.0083.9%24.1%154.7%9.7%84.0%-12.6%12.4%1.3M-127.5M-569.2K0.4276.3221,7909,095405,512139,538
2024-06-24$9.20$9.0083.0%23.8%154.1%9.5%83.6%-9.7%12.7%1.6M-137.0M-602.2K0.1268.5525,9193,057345,87094,320
2024-06-25$9.25$9.0088.0%25.2%150.2%10.3%89.6%-7.7%5.6%1.7M-145.5M-638.2K0.3861.1318,8307,064363,07195,076
2024-06-26$9.98$9.0094.2%27.0%150.9%11.2%93.9%-7.5%-1.6%2.1M-180.3M-691.9K0.2855.8030,8858,779370,52498,135
2024-06-27$9.68$9.00149.1%27.8%152.4%19.6%98.2%-56.8%-6.1%1.9M-171.2M-703.4K0.1154.0523,9472,698377,814103,303
2024-06-28$9.05$9.00150.5%24.5%151.7%19.8%95.0%10.0%-6.4%1.7M-146.4M-685.6K0.1646.6817,0262,776395,163105,195