CORZ Options History — January 2025

In January 2025, CORZ traded between $11.21 and $16.38. ATM implied volatility averaged 78.0%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded below realized volatility by 6.8% (HV 20d: 84.8%). Max pain ranged from $11.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2025-01-27: Highest Volume — 274,212 contracts
2025-01-27: Largest IV spike — 71.0% change
2025-01-29: Highest IV Rank — 31.6%
2025-01-27: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.07	$11.21	$16.38	$14.31	$12.38
Max Pain	$13.78	$11.00	$15.00	$11.00	$12.00
ATM IV	78.0%	54.6%	112.8%	68.5%	89.6%
Expected Move	21.7%	18.5%	31.9%	19.5%	24.8%
HV 20d	84.8%	55.0%	142.2%	64.8%	142.2%
HV 60d	82.5%	74.0%	104.9%	74.0%	104.9%
IV Rank	15.2%	8.7%	31.6%	10.1%	26.0%
IV Percentile	33.4%	4.0%	74.2%	17.9%	52.8%
Term Structure	1.9%	-9.5%	28.1%	3.3%	2.7%
VWIV	76.8%	64.6%	114.8%	70.6%	83.1%
Skew 25d	6.0%	-28.8%	50.3%	-3.4%	9.1%
Skew 10d	6.5%	-42.9%	86.9%	-42.9%	47.5%
Call IV 25d	72.8%	60.1%	98.2%	70.9%	80.4%
Put IV 25d	78.8%	39.6%	131.2%	67.6%	89.5%
Bid-Ask Spread %	48.52	14.56	65.84	46.30	14.56
Gamma HHI	0.14	0.08	0.49	0.12	0.09
Net GEX	4.5M	892.9K	12.1M	4.1M	3.5M
Net DEX	-250.2M	-372.4M	-54.4M	-266.3M	-214.3M
Net VEX	-1.7M	-1.9M	-1.4M	-1.6M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.05	0.52	0.12	0.10
Total Volume	60,217.2	18,863	274,212	18,863	41,310
Total OI	832,042.5	633,459	959,045	841,887	959,045

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
2025-01-02	$14.31	$11.00	68.5%	19.5%	64.8%	10.1%	70.6%	-3.4%	3.3%	4.1M	-266.3M	-1.6M	0.12	46.30	16,855	2,008	593,418	248,469
2025-01-03	$15.48	$11.00	72.7%	20.0%	68.5%	11.0%	69.5%	0.7%	-4.7%	5.4M	-372.4M	-1.7M	0.10	65.84	42,976	4,263	598,999	249,417
2025-01-06	$15.07	$15.00	72.0%	19.9%	68.9%	10.8%	69.7%	-2.0%	13.3%	4.9M	-328.8M	-1.7M	0.05	50.44	39,104	1,924	600,329	245,755
2025-01-07	$14.11	$15.00	71.6%	20.1%	72.0%	10.8%	71.4%	-2.3%	-1.2%	3.7M	-254.0M	-1.7M	0.20	54.90	28,350	5,811	615,886	246,395
2025-01-08	$14.14	$15.00	89.1%	20.1%	68.8%	14.4%	68.9%	-1.5%	4.7%	3.7M	-256.4M	-1.7M	0.52	56.17	18,556	9,638	626,856	248,720
2025-01-10	$14.09	$15.00	74.4%	20.3%	68.7%	11.3%	71.2%	10.3%	-8.7%	3.7M	-246.3M	-1.7M	0.09	63.78	23,481	2,047	627,476	256,605
2025-01-13	$13.55	$14.00	73.0%	20.9%	69.4%	11.0%	72.6%	13.5%	-5.3%	2.6M	-204.6M	-1.6M	0.33	49.35	21,464	7,007	625,492	254,442
2025-01-14	$13.91	$14.00	73.9%	19.8%	70.3%	13.5%	71.7%	3.3%	-7.2%	3.2M	-234.4M	-1.6M	0.27	42.50	28,010	7,687	634,250	257,665
2025-01-15	$14.61	$14.00	54.6%	19.5%	73.0%	8.7%	69.6%	-13.4%	28.1%	4.6M	-299.7M	-1.7M	0.37	47.13	32,268	11,835	646,243	264,044
2025-01-16	$14.71	$14.00	68.1%	18.6%	71.0%	12.1%	67.2%	-20.1%	-3.9%	5.2M	-308.5M	-1.7M	0.47	42.83	24,331	11,426	664,545	273,622
2025-01-17	$15.02	$14.00	70.7%	19.0%	71.3%	12.7%	68.1%	-28.8%	-9.5%	12.1M	-341.3M	-1.7M	0.38	34.37	68,491	26,302	671,122	274,962
2025-01-21	$15.27	$15.00	68.4%	19.6%	57.7%	12.2%	70.2%	9.3%	-0.5%	4.3M	-246.2M	-1.7M	0.13	60.06	20,857	2,616	441,182	192,277
2025-01-22	$15.91	$15.00	67.2%	19.3%	58.3%	11.8%	67.1%	0.4%	3.5%	5.4M	-294.5M	-1.8M	0.22	55.91	25,304	5,599	451,850	194,014
2025-01-23	$16.38	$15.00	68.5%	19.1%	55.0%	12.2%	66.5%	3.7%	19.5%	6.5M	-335.4M	-1.8M	0.12	59.26	37,818	4,570	464,218	198,298
2025-01-24	$16.02	$15.00	66.0%	18.5%	56.0%	11.5%	64.6%	0.0%	5.5%	8.9M	-306.4M	-1.8M	0.09	27.46	21,967	2,069	474,571	200,851
2025-01-27	$11.21	$15.00	112.8%	31.9%	138.9%	23.6%	114.8%	50.3%	-3.0%	892.9K	-54.4M	-1.4M	0.28	51.52	213,940	60,272	467,310	200,066
2025-01-28	$11.46	$12.50	104.1%	29.6%	139.5%	21.4%	111.1%	32.8%	0.1%	2.1M	-113.3M	-1.6M	0.23	47.51	183,553	41,897	604,045	233,043
2025-01-29	$11.43	$12.00	104.4%	28.7%	139.2%	31.6%	102.2%	40.8%	-1.1%	2.3M	-131.2M	-1.7M	0.15	53.16	32,899	4,936	644,660	262,177
2025-01-30	$12.27	$12.00	90.5%	25.3%	142.1%	26.4%	86.1%	17.0%	2.1%	3.4M	-194.9M	-1.9M	0.26	47.46	56,245	14,658	664,995	263,536
2025-01-31	$12.38	$12.00	89.6%	24.8%	142.2%	26.0%	83.1%	9.1%	2.7%	3.5M	-214.3M	-1.9M	0.10	14.56	37,391	3,919	689,501	269,544