CORZ Options History — September 2024

In September 2024, CORZ traded between $9.39 and $12.77. ATM implied volatility averaged 64.9%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded below realized volatility by 9.9% (HV 20d: 74.8%). Max pain ranged from $7.50 to $11.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-09-23: Highest Volume — 89,224 contracts
  • 2024-09-09: Largest IV spike — 63.9% change
  • 2024-09-16: Highest IV Rank — 10.1%
  • 2024-09-04: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.13$9.39$12.77$9.39$11.77
Max Pain$9.70$7.50$11.00$7.50$11.00
ATM IV64.9%49.3%86.5%59.7%82.9%
Expected Move20.9%15.1%23.3%22.9%21.7%
HV 20d74.8%64.8%107.6%107.6%65.6%
HV 60d91.5%87.5%96.0%94.9%87.6%
IV Rank6.8%4.4%10.1%6.0%9.5%
IV Percentile5.7%0.4%17.5%1.6%17.5%
Term Structure-7.3%-42.5%32.9%27.1%-36.1%
VWIV74.3%61.9%84.5%84.5%75.2%
Skew 25d-10.0%-47.4%24.7%-11.2%4.2%
Skew 10d-15.4%-96.5%27.6%-66.1%-7.7%
Call IV 25d63.2%39.7%96.1%77.4%43.2%
Put IV 25d53.2%38.6%71.8%66.2%47.5%
Bid-Ask Spread %55.2144.3762.3662.3461.60
Gamma HHI0.180.110.720.120.11
Net GEX5.9M2.7M23.3M2.9M3.3M
Net DEX-264.8M-393.5M-148.6M-148.6M-236.3M
Net VEX-1.1M-1.3M-864.0K-864.0K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.051.020.090.32
Total Volume44,127.8518,03589,22436,28636,004
Total OI759,507.1647,566878,564729,643708,748

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$9.39$7.5059.7%22.9%107.6%6.0%84.5%-11.2%27.1%2.9M-148.6M-864.0K0.0962.3433,3422,944574,260155,383
2024-09-04$9.84$7.5069.8%23.3%80.2%7.5%83.8%-33.1%-24.7%3.5M-184.5M-950.3K0.0560.7224,7951,139583,090157,626
2024-09-05$10.23$9.0071.7%22.6%81.3%7.8%80.6%-47.4%-42.5%4.0M-210.1M-970.7K0.1152.7822,3152,400582,290158,186
2024-09-06$9.39$9.0049.6%22.2%85.9%4.4%77.0%-23.8%12.2%2.7M-151.8M-892.0K0.0862.2824,1661,849588,201160,062
2024-09-09$9.88$9.0081.4%23.3%86.5%9.3%78.8%1.0%-28.8%3.4M-179.1M-929.1K0.1362.3616,0042,031576,599157,376
2024-09-10$10.04$9.0049.3%22.9%86.4%4.4%80.5%-5.8%32.9%3.8M-197.7M-938.4K0.7559.7312,5149,391582,052157,090
2024-09-11$10.11$9.0062.5%22.5%72.2%6.4%83.7%-2.9%-0.3%4.0M-200.0M-941.9K1.0254.7812,16112,354592,083166,026
2024-09-12$10.34$9.0062.1%21.7%71.4%6.3%76.9%-3.2%-0.7%4.6M-219.8M-963.9K0.4653.3235,45916,285594,646174,636
2024-09-13$11.23$9.0067.7%22.2%75.2%7.2%77.0%24.7%-6.8%5.8M-297.0M-1.0M0.0655.8565,8714,242605,872182,201
2024-09-16$11.27$9.0086.5%20.0%70.3%10.1%71.5%-3.8%-26.4%6.8M-302.2M-1.0M0.4355.6136,41915,779620,192178,584
2024-09-17$11.50$10.0071.1%20.4%70.3%7.7%71.6%-0.7%-28.4%7.0M-322.9M-1.1M0.2444.3743,19810,340624,480191,755
2024-09-18$11.98$10.0052.7%15.1%71.4%4.9%68.8%-12.2%6.3%8.5M-380.1M-1.1M0.1961.5758,14510,923635,929198,671
2024-09-19$11.57$10.0064.7%18.9%72.8%6.7%65.6%-4.8%-2.5%8.5M-324.8M-1.1M0.7647.1135,33526,889643,093211,215
2024-09-20$12.07$11.0071.2%19.4%70.1%7.7%67.2%-1.2%-1.4%23.3M-393.5M-1.1M0.5749.8044,57525,416650,687227,877
2024-09-23$12.52$11.0057.1%19.2%66.2%5.6%69.6%-14.2%15.1%4.4M-308.4M-1.2M0.3353.7766,95822,266458,641188,925
2024-09-24$12.77$11.0053.3%18.7%66.2%5.0%61.9%-15.1%-14.9%5.4M-341.8M-1.2M0.3050.3742,99612,758495,006206,769
2024-09-25$12.32$11.0054.9%19.0%66.2%5.2%68.3%3.4%-31.4%5.3M-303.1M-1.2M0.8354.3218,73615,571505,118214,116
2024-09-26$12.39$11.0067.9%20.3%64.8%7.2%70.5%-32.5%0.3%5.5M-313.8M-1.3M0.5449.0418,80710,198511,142222,983
2024-09-27$12.07$11.0062.0%20.9%66.0%6.3%73.1%-21.3%4.3%4.4M-280.7M-1.2M0.3552.5423,6268,356517,179231,353
2024-09-30$11.77$11.0082.9%21.7%65.6%9.5%75.2%4.2%-36.1%3.3M-236.3M-1.2M0.3261.6027,2198,785489,246219,502