CORZ Options History — August 2024

In August 2024, CORZ traded between $7.97 and $10.86. ATM implied volatility averaged 90.1%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded below realized volatility by 21.1% (HV 20d: 111.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.48.

Notable Days

2024-08-13: Highest Volume — 90,682 contracts
2024-08-02: Largest IV spike — 92.1% change
2024-08-06: Highest IV Rank — 20.2%
2024-08-05: Largest Expected Move — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.75	$7.97	$10.86	$9.43	$9.93
Max Pain	$7.73	$7.50	$10.00	$10.00	$7.50
ATM IV	90.1%	49.6%	153.2%	64.8%	55.4%
Expected Move	22.8%	16.8%	32.2%	27.2%	21.0%
HV 20d	111.2%	77.6%	120.2%	77.6%	113.6%
HV 60d	117.2%	96.4%	122.6%	110.6%	96.5%
IV Rank	10.6%	4.4%	20.2%	6.8%	5.3%
IV Percentile	19.4%	0.4%	70.2%	1.2%	1.2%
Term Structure	-6.5%	-66.9%	41.2%	-6.4%	7.3%
VWIV	83.8%	68.1%	116.9%	93.6%	74.0%
Skew 25d	12.5%	-33.5%	81.5%	37.1%	1.5%
Skew 10d	4.7%	-77.0%	86.4%	-77.0%	-13.5%
Call IV 25d	86.0%	45.8%	157.9%	56.9%	76.2%
Put IV 25d	98.6%	53.2%	183.1%	94.0%	77.6%
Bid-Ask Spread %	63.29	55.72	70.60	63.22	65.32
Gamma HHI	0.12	0.11	0.14	0.11	0.12
Net GEX	3.2M	830.5K	5.0M	2.5M	4.0M
Net DEX	-192.1M	-271.8M	-86.7M	-172.0M	-193.2M
Net VEX	-951.8K	-1.1M	-743.7K	-878.8K	-973.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.04	2.74	0.21	1.26
Total Volume	35,698.227	10,215	90,682	11,606	10,215
Total OI	721,487	618,042	810,225	635,071	763,006

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
2024-08-01	$9.43	$10.00	64.8%	27.2%	77.6%	6.8%	93.6%	37.1%	-6.4%	2.5M	-172.0M	-878.8K	0.21	63.22	9,563	2,043	524,272	110,799
2024-08-02	$8.91	$10.00	124.5%	29.2%	79.3%	15.9%	116.9%	26.1%	-4.6%	2.0M	-143.2M	-838.3K	0.25	59.68	32,811	8,177	528,034	111,749
2024-08-05	$7.97	$7.50	142.4%	32.2%	87.5%	18.6%	114.9%	81.5%	-25.3%	1.2M	-101.9M	-743.7K	0.09	61.69	36,196	3,197	507,506	110,536
2024-08-06	$9.79	$7.50	153.2%	27.8%	115.5%	20.2%	97.1%	9.9%	-11.5%	2.9M	-199.5M	-899.0K	0.26	66.03	44,342	11,506	521,423	110,978
2024-08-07	$9.75	$7.50	124.7%	26.8%	115.4%	15.9%	95.9%	-33.5%	28.8%	3.2M	-198.3M	-930.3K	0.59	66.91	27,131	15,973	549,634	121,353
2024-08-08	$10.13	$7.50	97.0%	22.7%	116.1%	11.7%	80.7%	10.6%	14.9%	4.0M	-221.1M	-953.1K	0.87	68.35	31,314	27,318	563,024	135,102
2024-08-09	$9.68	$7.50	86.0%	22.6%	116.8%	10.0%	84.6%	35.6%	18.3%	3.0M	-182.1M	-939.7K	0.79	66.31	16,040	12,625	574,318	159,421
2024-08-12	$9.55	$7.50	95.6%	22.3%	111.1%	11.5%	79.5%	-1.8%	-17.3%	2.5M	-165.6M	-902.0K	2.74	69.13	6,421	17,589	558,848	161,081
2024-08-13	$8.43	$7.50	145.2%	24.4%	115.7%	19.0%	89.4%	77.9%	-66.9%	830.5K	-86.7M	-800.9K	0.44	66.68	62,986	27,696	557,376	175,949
2024-08-14	$8.79	$7.50	77.2%	22.2%	117.2%	8.6%	79.8%	11.9%	-6.9%	1.9M	-122.9M	-868.9K	0.12	65.11	42,732	5,060	598,311	183,603
2024-08-15	$9.18	$7.50	93.5%	21.0%	116.1%	11.1%	78.1%	30.2%	19.8%	2.1M	-153.8M	-919.4K	0.41	70.60	23,366	9,590	615,009	185,568
2024-08-16	$9.96	$7.50	96.2%	20.7%	120.2%	11.5%	74.5%	-21.2%	-8.7%	3.3M	-221.6M	-1.0M	0.77	61.18	22,087	17,091	619,622	190,603
2024-08-19	$10.14	$7.50	63.0%	19.3%	117.2%	6.5%	68.1%	-4.7%	-25.2%	3.1M	-206.4M	-992.7K	0.61	62.48	17,853	10,945	544,003	156,818
2024-08-20	$10.20	$7.50	69.0%	20.1%	117.2%	7.4%	71.7%	3.6%	0.3%	3.5M	-214.5M	-1.0M	0.33	60.84	15,248	5,003	556,688	166,517
2024-08-21	$10.43	$7.50	66.0%	18.9%	115.4%	6.9%	73.4%	-3.6%	-8.2%	4.2M	-230.4M	-1.0M	0.25	59.37	19,384	4,764	561,139	170,577
2024-08-22	$9.86	$7.50	69.8%	19.6%	115.0%	7.5%	72.3%	-18.6%	-27.8%	3.0M	-189.7M	-981.3K	0.12	64.14	32,797	4,000	570,526	168,515
2024-08-23	$10.66	$7.50	67.9%	16.8%	117.2%	7.2%	79.1%	-11.3%	-26.6%	4.5M	-271.1M	-1.1M	0.17	64.87	35,786	5,925	580,783	168,924
2024-08-26	$10.86	$7.50	89.9%	22.3%	115.7%	10.6%	79.7%	7.4%	8.4%	5.0M	-271.8M	-1.1M	0.09	57.38	29,115	2,757	572,947	162,984
2024-08-27	$10.48	$7.50	85.4%	21.4%	115.7%	9.9%	79.3%	-5.4%	-14.3%	4.8M	-241.4M	-1.1M	0.06	55.72	10,475	624	583,444	162,978
2024-08-28	$10.18	$7.50	64.7%	22.7%	115.5%	6.7%	81.2%	11.2%	-33.0%	4.2M	-218.1M	-1.0M	0.15	59.08	32,893	4,836	587,322	163,131
2024-08-29	$10.25	$7.50	49.6%	21.6%	115.0%	4.4%	81.1%	31.5%	41.2%	4.7M	-220.0M	-1.0M	0.04	58.22	28,767	1,120	591,623	166,670
2024-08-30	$9.93	$7.50	55.4%	21.0%	113.6%	5.3%	74.0%	1.5%	7.3%	4.0M	-193.2M	-973.8K	1.26	65.32	4,526	5,689	595,982	167,024