CORZ Options History — February 2025

In February 2025, CORZ traded between $9.80 and $12.82. ATM implied volatility averaged 88.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded below realized volatility by 33.5% (HV 20d: 121.6%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.37.

Notable Days

  • 2025-02-25: Highest Volume — 208,834 contracts
  • 2025-02-05: Largest IV drop — 19.3% change
  • 2025-02-03: Highest IV Rank — 27.3%
  • 2025-02-25: Largest Expected Move — 33.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.74$9.80$12.82$12.32$10.98
Max Pain$12.00$11.00$13.00$12.00$11.00
ATM IV88.0%71.7%111.2%92.8%85.5%
Expected Move25.5%22.2%33.6%24.7%25.7%
HV 20d121.6%61.0%141.8%141.8%62.0%
HV 60d98.6%96.1%104.7%104.7%98.6%
IV Rank17.7%9.9%27.3%27.3%15.8%
IV Percentile51.9%26.6%78.6%54.8%50.8%
Term Structure0.6%-10.1%36.7%-4.4%-10.1%
VWIV89.8%76.9%120.1%88.9%88.8%
Skew 25d11.4%-10.8%54.8%10.8%7.0%
Skew 10d17.6%-14.7%51.9%49.8%43.4%
Call IV 25d77.9%42.9%95.0%82.5%85.1%
Put IV 25d89.3%70.6%117.9%93.2%92.0%
Bid-Ask Spread %30.268.6552.7038.1033.34
Gamma HHI0.120.080.390.090.21
Net GEX3.1M-2.7M7.2M3.5M7.2M
Net DEX-157.4M-220.9M-44.0M-201.7M-158.6M
Net VEX-1.7M-1.8M-1.4M-1.8M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.091.170.110.37
Total Volume53,292.78917,905208,83425,77235,917
Total OI964,171.895845,9171,102,093915,3471,102,093

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$12.32$12.0092.8%24.7%141.8%27.3%88.9%10.8%-4.4%3.5M-201.7M-1.8M0.1138.1023,2882,484660,910254,437
2025-02-04$12.36$12.0088.9%23.6%138.2%25.8%80.6%8.0%5.0%3.6M-199.6M-1.8M0.2943.8219,8935,682662,669254,950
2025-02-05$12.64$12.0071.7%22.2%138.6%9.9%76.9%17.1%36.7%4.1M-220.0M-1.8M0.2241.9429,4556,566667,398258,077
2025-02-06$12.52$13.0081.6%24.2%136.9%14.1%82.6%-2.9%3.8%3.9M-208.4M-1.8M0.6947.5418,19812,642675,340261,862
2025-02-07$12.41$13.0086.8%24.6%136.9%16.3%86.2%0.8%17.5%3.7M-198.3M-1.8M0.1329.8320,0802,533686,204271,826
2025-02-10$12.82$13.0081.7%23.3%137.6%14.1%82.1%8.1%-2.8%4.2M-220.9M-1.8M0.259.8126,0996,396670,415267,846
2025-02-11$12.36$12.0079.9%23.3%137.5%13.4%81.3%0.8%0.0%3.4M-179.0M-1.7M0.8127.469,8958,010675,657270,295
2025-02-12$12.09$12.0079.8%23.2%137.2%13.3%81.1%30.2%-1.3%2.6M-153.8M-1.7M0.298.6518,0595,306675,223275,051
2025-02-13$12.61$12.0085.5%24.1%136.8%15.8%83.5%9.9%-7.1%3.8M-200.7M-1.8M0.1515.4427,2863,966677,828276,769
2025-02-14$12.50$12.0090.7%24.2%136.7%17.9%84.7%-10.8%-1.8%3.9M-197.3M-1.8M0.7715.4712,7209,828692,764278,544
2025-02-18$12.38$12.0084.5%24.3%136.3%15.3%88.4%2.1%-1.8%3.8M-179.9M-1.7M0.4744.1735,11716,628682,687276,005
2025-02-19$12.11$12.0085.2%24.4%136.0%15.6%84.9%1.2%-1.0%3.1M-160.1M-1.7M0.0946.3726,8652,457701,991285,650
2025-02-20$11.77$12.0081.6%23.2%134.6%14.1%81.8%0.4%0.4%2.0M-130.1M-1.6M0.1920.9336,8907,071708,737286,553
2025-02-21$10.89$12.0089.3%26.4%135.3%17.4%101.6%2.6%-5.4%-2.7M-59.3M-1.5M1.1752.7054,78863,846714,374286,423
2025-02-24$9.82$12.00101.8%30.9%138.5%22.6%110.0%12.6%-8.4%1.2M-44.0M-1.4M0.1915.0380,88315,100617,220228,697
2025-02-25$9.80$12.00111.2%33.6%61.2%26.5%120.1%54.8%-5.6%1.6M-58.2M-1.4M0.5221.90137,43371,401659,914237,560
2025-02-26$9.98$11.00106.0%31.7%61.0%24.4%107.7%53.1%-5.3%2.2M-81.6M-1.5M0.1624.6775,89612,069740,334297,295
2025-02-27$10.71$11.0088.4%27.7%66.9%17.0%95.0%11.3%2.8%4.2M-139.2M-1.7M0.1337.8463,7628,054774,709304,959
2025-02-28$10.98$11.0085.5%25.7%62.0%15.8%88.8%7.0%-10.1%7.2M-158.6M-1.7M0.3733.3426,1859,732794,397307,696