CORZ Options History — November 2024

In November 2024, CORZ traded between $12.66 and $18.13. ATM implied volatility averaged 73.2%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded below realized volatility by 4.0% (HV 20d: 77.2%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2024-11-07: Highest Volume — 230,700 contracts
2024-11-05: Largest IV drop — 44.1% change
2024-11-04: Highest IV Rank — 19.2%
2024-11-01: Largest Expected Move — 26.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.19	$12.66	$18.13	$13.05	$17.72
Max Pain	$11.90	$11.00	$13.00	$12.00	$13.00
ATM IV	73.2%	60.0%	116.0%	100.7%	73.9%
Expected Move	20.2%	17.8%	26.4%	26.4%	17.9%
HV 20d	77.2%	57.0%	86.1%	57.0%	82.8%
HV 60d	66.1%	61.0%	68.6%	65.3%	66.3%
IV Rank	10.7%	8.3%	19.2%	12.2%	11.2%
IV Percentile	19.7%	7.9%	56.0%	46.0%	22.6%
Term Structure	-5.6%	-72.0%	32.2%	32.2%	25.8%
VWIV	70.6%	61.8%	91.4%	91.4%	65.0%
Skew 25d	-14.6%	-60.5%	31.2%	-60.5%	-28.6%
Skew 10d	-2.4%	-38.7%	25.8%	24.2%	-11.4%
Call IV 25d	74.9%	38.7%	137.8%	137.8%	68.2%
Put IV 25d	60.3%	38.4%	77.3%	77.3%	39.6%
Bid-Ask Spread %	57.45	44.51	71.31	68.20	66.06
Gamma HHI	0.12	0.10	0.17	0.10	0.13
Net GEX	7.6M	2.8M	10.6M	2.8M	7.8M
Net DEX	-566.0M	-758.7M	-252.4M	-290.7M	-657.1M
Net VEX	-1.7M	-1.9M	-1.4M	-1.5M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.11	0.76	0.76	0.42
Total Volume	64,741.9	15,699	230,700	45,113	37,418
Total OI	912,603.95	815,207	1,005,189	910,281	943,802

Daily Data (20 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
2024-11-01	$13.05	$12.00	100.7%	26.4%	57.0%	12.2%	91.4%	-60.5%	32.2%	2.8M	-290.7M	-1.5M	0.76	68.20	25,561	19,552	571,470	338,811
2024-11-04	$12.66	$11.00	116.0%	21.5%	57.4%	19.2%	76.8%	21.6%	-72.0%	3.4M	-252.4M	-1.4M	0.11	53.75	37,504	4,051	555,209	304,145
2024-11-05	$13.14	$11.00	64.9%	21.5%	58.0%	8.9%	75.9%	12.7%	8.7%	4.5M	-304.5M	-1.5M	0.34	45.69	11,700	3,999	567,223	306,936
2024-11-06	$14.24	$11.00	67.9%	19.6%	63.6%	9.5%	68.9%	31.2%	-46.1%	7.5M	-412.3M	-1.5M	0.23	49.99	114,190	26,619	567,749	308,947
2024-11-07	$16.55	$11.00	73.2%	19.0%	80.9%	10.6%	66.9%	-22.0%	-7.2%	9.2M	-676.5M	-1.5M	0.25	46.46	184,175	46,525	579,585	323,069
2024-11-08	$16.69	$12.00	63.6%	17.8%	75.8%	8.7%	61.8%	-31.1%	-38.0%	9.8M	-693.3M	-1.5M	0.22	50.25	49,933	11,176	607,461	337,248
2024-11-11	$17.62	$12.00	63.1%	20.8%	76.6%	9.0%	73.4%	-56.8%	-2.4%	8.6M	-758.7M	-1.6M	0.12	44.51	101,512	11,721	599,424	329,009
2024-11-12	$17.05	$12.00	73.2%	20.0%	78.4%	11.1%	69.8%	-24.1%	2.3%	9.8M	-707.4M	-1.7M	0.30	51.05	33,501	10,088	628,644	338,874
2024-11-13	$16.32	$12.00	60.0%	19.0%	81.0%	8.3%	66.8%	23.7%	-1.7%	10.6M	-623.3M	-1.6M	0.46	59.87	39,507	18,033	638,085	340,557
2024-11-14	$15.39	$12.00	62.4%	19.2%	84.5%	8.8%	70.1%	-5.7%	-5.0%	8.7M	-501.0M	-1.6M	0.22	64.25	23,836	5,300	643,759	354,483
2024-11-15	$15.59	$12.00	72.3%	19.4%	84.1%	10.9%	67.4%	-35.2%	-7.3%	8.3M	-518.0M	-1.6M	0.36	69.61	27,658	10,072	645,262	359,927
2024-11-18	$15.58	$12.00	64.6%	18.5%	83.7%	9.3%	63.3%	-5.3%	0.0%	6.0M	-459.9M	-1.6M	0.53	54.43	24,754	13,056	549,095	266,112
2024-11-19	$16.51	$12.00	65.3%	18.7%	82.0%	9.4%	66.3%	-3.1%	-0.3%	7.0M	-542.8M	-1.6M	0.48	58.49	25,432	12,119	557,535	278,312
2024-11-20	$17.13	$12.00	72.9%	20.9%	81.8%	11.0%	73.2%	-5.2%	-0.4%	7.2M	-605.7M	-1.7M	0.19	62.96	66,261	12,280	562,200	287,868
2024-11-21	$17.89	$12.00	76.0%	21.9%	82.6%	11.7%	75.2%	-10.1%	-1.2%	8.0M	-698.9M	-1.8M	0.33	59.79	69,372	22,781	584,913	297,286
2024-11-22	$18.13	$12.00	80.2%	23.2%	81.5%	12.6%	80.5%	-11.2%	-2.6%	9.2M	-717.8M	-1.9M	0.50	60.02	54,144	27,035	600,800	318,067
2024-11-25	$18.02	$12.00	76.5%	21.9%	80.1%	11.8%	67.5%	-40.1%	1.4%	7.8M	-687.4M	-1.9M	0.16	57.11	35,609	5,581	593,418	312,148
2024-11-26	$16.78	$12.00	68.7%	19.7%	85.3%	10.2%	66.8%	-29.6%	7.0%	6.8M	-564.5M	-1.8M	0.23	55.20	40,023	9,314	605,945	316,258
2024-11-27	$17.71	$13.00	67.5%	18.0%	86.1%	9.9%	64.1%	-13.6%	-6.0%	8.2M	-647.5M	-1.9M	0.47	71.31	15,901	7,545	608,630	323,813
2024-11-29	$17.72	$13.00	73.9%	17.9%	82.8%	11.2%	65.0%	-28.6%	25.8%	7.8M	-657.1M	-1.9M	0.42	66.06	26,337	11,081	613,992	329,810