CORZ Options History — October 2024

In October 2024, CORZ traded between $11.75 and $14.21. ATM implied volatility averaged 70.2%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 19.7% (HV 20d: 50.6%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.37.

Notable Days

2024-10-22: Highest Volume — 132,670 contracts
2024-10-31: Largest IV spike — 143.8% change
2024-10-31: Highest IV Rank — 16.7%
2024-10-29: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.93	$11.75	$14.21	$11.75	$13.21
Max Pain	$11.26	$11.00	$12.00	$11.00	$12.00
ATM IV	70.2%	48.1%	130.2%	48.1%	130.2%
Expected Move	22.0%	12.5%	24.4%	21.6%	24.3%
HV 20d	50.6%	43.6%	61.2%	61.2%	56.7%
HV 60d	81.5%	64.4%	87.6%	87.6%	65.5%
IV Rank	7.6%	4.2%	16.7%	4.2%	16.7%
IV Percentile	13.9%	0.4%	63.9%	0.4%	63.9%
Term Structure	1.5%	-104.7%	50.3%	33.8%	-104.7%
VWIV	77.7%	72.4%	85.8%	76.2%	84.7%
Skew 25d	4.9%	-25.8%	35.5%	2.5%	22.7%
Skew 10d	13.6%	-8.1%	65.4%	0.1%	65.4%
Call IV 25d	57.8%	37.5%	79.6%	42.1%	45.3%
Put IV 25d	62.7%	43.5%	90.1%	44.6%	68.1%
Bid-Ask Spread %	62.08	52.79	73.53	59.89	66.70
Gamma HHI	0.14	0.11	0.32	0.11	0.11
Net GEX	5.7M	3.3M	9.6M	3.3M	4.2M
Net DEX	-333.8M	-421.1M	-237.4M	-237.4M	-304.8M
Net VEX	-1.4M	-1.5M	-1.2M	-1.2M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.02	1.39	0.58	0.64
Total Volume	43,634.783	13,310	132,670	41,881	34,657
Total OI	806,622	719,443	893,625	719,443	893,625

Daily Data (23 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
2024-10-01	$11.75	$11.00	48.1%	21.6%	61.2%	4.2%	76.2%	2.5%	33.8%	3.3M	-237.4M	-1.2M	0.58	59.89	26,486	15,395	496,457	222,986
2024-10-02	$11.98	$11.00	59.2%	21.5%	59.8%	5.9%	76.4%	-2.3%	-18.3%	3.8M	-262.7M	-1.3M	0.31	62.62	18,224	5,619	507,700	234,315
2024-10-03	$12.09	$11.00	55.1%	22.2%	58.8%	5.3%	75.4%	-3.9%	-14.7%	4.3M	-276.5M	-1.3M	1.39	59.87	15,604	21,659	520,485	235,970
2024-10-04	$12.07	$11.00	53.3%	22.1%	47.5%	5.0%	75.5%	-25.8%	7.7%	4.3M	-278.2M	-1.3M	0.39	61.04	19,994	7,859	532,636	247,152
2024-10-07	$12.43	$11.00	78.3%	22.7%	45.8%	8.8%	79.3%	-19.0%	21.8%	5.1M	-309.0M	-1.3M	0.16	61.45	38,775	6,191	528,758	236,318
2024-10-08	$12.14	$11.00	49.8%	23.1%	47.4%	4.5%	72.4%	0.7%	31.6%	4.9M	-279.9M	-1.3M	0.34	62.67	31,577	10,595	538,734	241,161
2024-10-09	$12.00	$11.00	57.7%	22.9%	48.0%	5.7%	77.9%	-4.7%	31.7%	5.3M	-272.2M	-1.3M	0.43	60.67	17,077	7,425	547,833	245,901
2024-10-10	$11.98	$11.00	66.3%	22.0%	47.8%	7.0%	76.0%	16.2%	1.5%	5.8M	-272.3M	-1.3M	0.02	65.58	12,997	313	557,892	247,881
2024-10-11	$13.14	$11.00	83.4%	22.2%	49.9%	9.6%	77.7%	4.9%	-0.3%	9.6M	-405.3M	-1.3M	0.29	52.79	88,697	25,662	557,200	247,654
2024-10-14	$12.98	$11.00	79.9%	22.7%	50.4%	9.1%	79.2%	1.3%	-1.3%	6.1M	-359.3M	-1.4M	0.18	61.05	23,326	4,301	556,394	261,236
2024-10-15	$13.04	$11.00	81.4%	23.0%	50.2%	9.3%	80.5%	2.4%	4.0%	6.6M	-368.8M	-1.4M	0.16	54.83	19,903	3,148	565,693	264,985
2024-10-16	$13.20	$11.00	79.9%	22.9%	48.6%	9.1%	80.1%	1.2%	-2.1%	6.9M	-379.2M	-1.3M	0.17	58.21	29,308	4,871	562,561	264,750
2024-10-17	$13.09	$11.00	79.1%	22.7%	46.6%	8.9%	78.7%	2.7%	-0.7%	7.6M	-368.3M	-1.3M	0.40	64.91	20,939	8,270	572,815	267,956
2024-10-18	$12.91	$11.00	79.3%	22.5%	45.0%	9.0%	78.9%	0.4%	4.0%	9.5M	-345.8M	-1.3M	0.15	69.89	35,325	5,155	576,454	274,765
2024-10-21	$12.73	$11.00	60.3%	12.5%	43.6%	6.1%	81.7%	6.6%	31.0%	4.3M	-281.2M	-1.3M	0.15	69.06	27,245	4,000	486,420	236,936
2024-10-22	$13.75	$11.00	76.5%	22.3%	51.0%	8.5%	75.7%	21.6%	-1.6%	5.9M	-381.8M	-1.4M	0.65	55.26	80,509	52,161	504,659	240,373
2024-10-23	$13.50	$11.00	77.9%	21.7%	49.6%	8.8%	73.3%	35.5%	-36.6%	5.6M	-356.1M	-1.4M	0.34	67.96	38,138	12,879	528,375	285,942
2024-10-24	$13.70	$12.00	56.9%	20.9%	49.7%	5.5%	72.5%	25.8%	12.3%	6.2M	-380.6M	-1.5M	0.77	73.53	20,518	15,753	541,003	297,355
2024-10-25	$13.39	$12.00	73.8%	21.2%	49.5%	8.1%	72.8%	4.2%	-3.2%	4.8M	-338.1M	-1.5M	0.21	64.59	33,841	7,168	544,387	307,707
2024-10-28	$14.21	$12.00	54.8%	21.7%	51.7%	5.2%	75.3%	-7.1%	3.3%	5.8M	-406.2M	-1.4M	0.28	58.62	53,532	14,990	528,512	311,760
2024-10-29	$14.21	$12.00	80.8%	24.4%	51.6%	9.2%	85.8%	10.5%	50.3%	5.9M	-421.1M	-1.5M	0.15	57.76	40,089	5,840	541,817	314,688
2024-10-30	$13.93	$12.00	53.4%	23.6%	52.5%	5.0%	80.8%	15.6%	-15.6%	6.2M	-392.6M	-1.5M	0.44	58.88	26,098	11,487	557,179	316,926
2024-10-31	$13.21	$12.00	130.2%	24.3%	56.7%	16.7%	84.7%	22.7%	-104.7%	4.2M	-304.8M	-1.5M	0.64	66.70	21,162	13,495	566,532	327,093