CORZ Options History — December 2024

In December 2024, CORZ traded between $13.97 and $17.37. ATM implied volatility averaged 74.8%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 6.0% (HV 20d: 80.7%). Max pain ranged from $10.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2024-12-02: Highest Volume — 180,968 contracts
2024-12-30: Largest IV spike — 18.3% change
2024-12-02: Highest IV Rank — 16.5%
2024-12-02: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.40	$13.97	$17.37	$15.73	$14.01
Max Pain	$10.81	$10.00	$14.00	$13.00	$11.00
ATM IV	74.8%	65.3%	99.0%	99.0%	69.5%
Expected Move	21.1%	19.2%	26.3%	26.3%	20.8%
HV 20d	80.7%	66.8%	95.5%	95.1%	66.8%
HV 60d	70.9%	68.5%	74.2%	68.7%	74.2%
IV Rank	11.4%	9.4%	16.5%	16.5%	10.3%
IV Percentile	25.7%	14.3%	52.8%	52.8%	19.0%
Term Structure	-0.6%	-22.6%	12.6%	-22.6%	-1.5%
VWIV	77.7%	69.3%	93.9%	93.9%	78.9%
Skew 25d	-3.1%	-27.6%	74.0%	-8.9%	8.0%
Skew 10d	3.2%	-43.9%	36.0%	26.2%	-23.2%
Call IV 25d	75.0%	42.1%	116.6%	116.6%	62.9%
Put IV 25d	71.9%	41.4%	116.1%	107.7%	70.9%
Bid-Ask Spread %	55.91	46.75	67.13	53.89	53.56
Gamma HHI	0.13	0.09	0.44	0.11	0.12
Net GEX	5.6M	1.8M	12.5M	4.6M	3.5M
Net DEX	-407.0M	-682.6M	-208.4M	-444.7M	-242.3M
Net VEX	-1.8M	-2.1M	-1.6M	-1.9M	-1.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.03	5.05	0.24	0.08
Total Volume	51,548.19	14,158	180,968	180,968	21,327
Total OI	996,645.238	827,105	1,122,105	888,196	841,730

Daily Data (21 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
2024-12-02	$15.73	$13.00	99.0%	26.3%	95.1%	16.5%	93.9%	-8.9%	-22.6%	4.6M	-444.7M	-1.9M	0.24	53.89	145,505	35,463	583,723	304,473
2024-12-03	$16.48	$14.00	87.0%	22.0%	94.8%	14.0%	78.1%	-27.6%	-3.6%	8.4M	-562.6M	-2.0M	0.53	62.91	53,349	28,187	673,748	328,657
2024-12-04	$17.37	$14.00	77.9%	21.4%	95.5%	12.1%	75.4%	-10.7%	1.0%	9.9M	-682.6M	-2.1M	0.24	58.58	40,358	9,773	693,109	348,783
2024-12-05	$17.14	$10.00	69.9%	20.4%	92.6%	10.4%	74.0%	-5.6%	2.8%	10.1M	-645.3M	-2.0M	0.35	48.93	35,323	12,301	691,922	352,960
2024-12-06	$17.09	$10.00	69.3%	20.1%	76.1%	10.3%	72.5%	-11.0%	3.8%	9.3M	-645.2M	-2.0M	0.24	52.57	56,391	13,273	695,307	360,784
2024-12-09	$15.98	$10.00	69.6%	20.0%	79.9%	10.3%	73.6%	74.0%	1.1%	5.9M	-475.1M	-2.0M	0.22	56.95	59,501	13,199	693,852	357,781
2024-12-10	$15.75	$10.00	71.1%	20.2%	77.1%	10.6%	73.1%	-6.1%	-0.6%	5.1M	-443.9M	-2.0M	0.38	58.04	27,973	10,749	700,776	366,642
2024-12-11	$15.93	$10.00	69.8%	19.8%	76.6%	10.4%	71.9%	-21.3%	0.7%	5.2M	-464.5M	-2.0M	0.39	58.03	16,753	6,507	708,080	369,147
2024-12-12	$15.66	$10.00	66.5%	19.5%	75.3%	9.7%	71.6%	-4.9%	1.7%	4.3M	-429.0M	-1.9M	1.41	56.84	17,533	24,786	717,465	373,237
2024-12-13	$15.64	$10.00	65.3%	19.2%	72.3%	9.4%	69.3%	-5.7%	3.4%	2.6M	-416.5M	-1.9M	0.36	59.32	16,441	5,974	718,662	379,455
2024-12-16	$16.34	$10.00	71.9%	20.9%	73.8%	10.8%	75.7%	-7.2%	-1.0%	7.2M	-532.0M	-1.9M	0.09	52.68	42,567	3,685	690,719	358,610
2024-12-17	$16.00	$10.00	73.0%	21.0%	74.3%	11.1%	75.3%	-6.1%	-1.2%	6.2M	-489.1M	-1.9M	0.03	46.75	25,952	895	702,738	359,546
2024-12-18	$14.25	$10.00	79.4%	22.8%	81.9%	12.4%	83.1%	-6.3%	2.3%	4.3M	-285.4M	-1.7M	0.32	59.86	26,070	8,448	708,862	359,470
2024-12-19	$14.75	$10.00	83.6%	23.8%	81.8%	13.3%	88.9%	-5.0%	12.6%	4.4M	-337.5M	-1.8M	0.51	59.17	68,746	35,212	715,697	359,082
2024-12-20	$14.00	$10.00	76.7%	22.8%	80.9%	11.8%	90.9%	-4.6%	-6.1%	12.5M	-238.7M	-1.7M	0.87	67.13	42,770	37,323	743,128	378,977
2024-12-23	$14.05	$11.00	76.2%	21.8%	80.6%	11.7%	88.3%	-4.3%	2.0%	2.1M	-223.9M	-1.7M	0.05	50.04	36,981	1,716	588,248	258,990
2024-12-24	$14.79	$11.00	69.8%	19.9%	83.7%	10.4%	77.1%	-1.3%	1.6%	2.2M	-285.3M	-1.7M	0.17	52.69	15,042	2,497	607,072	260,280
2024-12-26	$14.56	$11.00	71.3%	20.1%	80.6%	10.7%	74.0%	-1.4%	9.0%	1.8M	-258.5M	-1.7M	5.05	53.16	5,983	30,219	609,095	261,173
2024-12-27	$14.01	$11.00	70.0%	20.6%	77.9%	10.4%	75.0%	-3.2%	2.4%	3.4M	-208.4M	-1.6M	0.28	59.90	11,068	3,090	609,552	270,913
2024-12-30	$13.97	$11.00	82.8%	20.0%	77.9%	13.1%	70.2%	-6.0%	-20.4%	3.5M	-235.6M	-1.6M	0.47	53.02	22,914	10,668	586,378	240,727
2024-12-31	$14.01	$11.00	69.5%	20.8%	66.8%	10.3%	78.9%	8.0%	-1.5%	3.5M	-242.3M	-1.6M	0.08	53.56	19,674	1,653	594,325	247,405