CORZ Options History — July 2024

In July 2024, CORZ traded between $9.25 and $11.64. ATM implied volatility averaged 103.8%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 13.0% (HV 20d: 90.8%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-07-16: Highest Volume — 103,916 contracts
  • 2024-07-24: Largest IV spike — 46.4% change
  • 2024-07-25: Highest IV Rank — 19.1%
  • 2024-07-22: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.20$9.25$11.64$9.89$9.66
Max Pain$9.23$9.00$10.00$9.00$10.00
ATM IV103.8%74.7%146.0%98.9%117.2%
Expected Move26.3%24.0%28.4%27.7%26.3%
HV 20d90.8%76.8%151.6%151.6%77.6%
HV 60d109.6%107.2%111.4%110.8%110.3%
IV Rank12.7%8.3%19.1%11.9%14.7%
IV Percentile23.9%2.0%66.7%17.1%38.9%
Term Structure-0.1%-60.4%47.8%-14.4%-39.9%
VWIV92.6%81.7%105.3%95.6%94.5%
Skew 25d15.7%-17.4%89.2%46.6%9.3%
Skew 10d8.6%-58.7%64.0%16.4%-40.8%
Call IV 25d112.4%58.9%147.7%108.6%79.0%
Put IV 25d128.1%79.7%165.9%155.2%88.4%
Bid-Ask Spread %60.3741.5776.0544.8771.09
Gamma HHI0.130.100.280.120.11
Net GEX3.5M2.2M6.0M2.4M2.9M
Net DEX-216.3M-354.8M-154.9M-190.3M-184.4M
Net VEX-871.5K-1.0M-740.1K-740.1K-894.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.060.420.290.08
Total Volume45,090.40914,860103,91629,50430,191
Total OI627,089.318513,363760,350513,363626,483

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$9.89$9.0098.9%27.7%151.6%11.9%95.6%46.6%-14.4%2.4M-190.3M-740.1K0.2944.8722,8326,672406,060107,303
2024-07-02$10.21$9.00113.7%25.0%151.4%14.2%84.8%27.2%0.5%3.1M-210.1M-771.1K0.4145.2244,89018,563418,287113,476
2024-07-03$9.98$9.00114.1%24.0%94.8%14.3%81.7%15.7%-12.2%3.2M-199.6M-752.1K0.0852.2514,7941,193441,458124,681
2024-07-05$10.21$9.00105.4%27.9%94.4%12.9%97.3%15.2%28.5%3.1M-218.1M-784.1K0.3456.7444,44915,312447,150124,870
2024-07-08$10.14$9.0092.0%26.4%88.6%10.9%99.4%44.9%31.0%3.1M-198.8M-759.5K0.2956.1758,05116,672445,685136,941
2024-07-09$9.66$9.0085.2%27.5%90.3%9.9%93.5%89.2%32.2%2.6M-170.3M-769.4K0.3466.9828,3169,517474,067148,070
2024-07-10$9.79$9.0085.7%26.6%88.3%9.9%91.1%2.1%44.4%3.0M-182.4M-784.7K0.2472.5734,6868,435484,569155,091
2024-07-11$9.68$9.00125.4%26.8%87.3%16.0%94.2%15.2%-49.2%3.0M-176.6M-798.1K0.1172.3634,2783,900504,301161,090
2024-07-12$9.98$9.00111.3%26.6%80.1%13.8%90.2%14.6%-7.5%5.5M-200.1M-836.5K0.3856.6243,99416,707509,913163,037
2024-07-15$10.98$9.0093.0%25.3%86.7%11.1%90.2%6.7%-9.6%4.8M-276.3M-895.8K0.1641.5773,81811,588512,557160,429
2024-07-16$11.64$9.0087.4%25.8%86.5%10.2%91.2%-8.5%10.4%6.0M-354.8M-974.6K0.0942.5295,3048,612546,894167,235
2024-07-17$11.23$9.0090.4%25.9%86.2%10.6%90.8%-14.2%15.4%5.9M-318.5M-1.0M0.1548.3949,2407,430566,106171,547
2024-07-18$10.39$9.0093.8%26.4%80.8%11.2%95.7%9.1%-5.2%4.7M-230.4M-942.1K0.4251.9633,87914,108567,372171,733
2024-07-19$10.29$9.0098.3%27.3%80.2%11.9%105.3%-17.4%-22.2%2.5M-233.9M-969.3K0.2572.7430,2067,411581,929178,421
2024-07-22$11.07$9.00101.6%28.4%81.2%12.4%96.1%20.3%25.5%3.3M-257.7M-1.0M0.1371.7132,1954,341469,339101,262
2024-07-23$10.91$9.0092.9%26.6%80.5%11.0%89.8%27.9%1.4%3.9M-252.6M-1.0M0.1676.0518,9053,000489,259104,434
2024-07-24$10.25$9.00136.0%25.3%84.4%17.6%85.1%2.1%-22.2%3.3M-208.6M-943.8K0.2475.5411,9812,879495,454105,158
2024-07-25$9.63$10.00146.0%26.8%83.2%19.1%91.4%22.2%-60.4%2.6M-172.4M-886.1K0.2865.9018,8645,347498,890106,622
2024-07-26$10.07$10.00125.0%25.4%84.1%15.9%93.7%33.3%-43.4%3.5M-197.5M-921.4K0.2261.5732,5177,141504,084108,789
2024-07-29$9.59$10.0074.7%25.3%82.3%8.3%87.3%-11.3%46.7%2.4M-169.4M-861.9K0.0662.8729,4961,813481,422106,400
2024-07-30$9.25$10.0094.4%26.2%76.8%11.3%99.1%-5.5%47.8%2.2M-154.9M-837.9K0.0662.5036,2862,176500,229107,868
2024-07-31$9.66$10.00117.2%26.3%77.6%14.7%94.5%9.3%-39.9%2.9M-184.4M-894.8K0.0871.0927,9952,196517,299109,184