Share price$14.15
1D-0.8%
Sold putSold call
Core Scientific, Inc. Common Stock CORZ
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:00:31.862Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:00:16.737800978Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:30.973894+00:00
Core Scientific, Inc. Common Stock options
PutsExpensive1.69×
CallsFair1.02×
SkewBearish+36.44 pp
Implied moveBearish±$0.81
TiltBearish32.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.70 | 138.6% | 12.0% | 11.95 | 287.1% | 17.7% |
| 25Δ | 14.86 | 91.5% | 6.1% | 13.51 | 97.8% | 5.6% |
| 30Δ | 14.72 | 92.2% | 5.3% | 13.65 | 96.4% | 5.0% |
| 35Δ | 14.57 | 92.9% | 4.6% | 13.79 | 95.1% | 4.3% |
| 40Δ | 14.44 | 93.6% | 4.0% | 13.93 | 93.7% | 3.6% |
| 45Δ | 14.31 | 94.3% | 3.5% | 14.06 | 92.7% | 3.1% |
| 50Δ | 14.19 | 95.0% | 3.0% | 14.19 | 92.0% | 2.7% |
| 55Δ | 14.06 | 95.7% | 2.6% | 14.31 | 91.3% | 2.3% |
| 60Δ | 13.93 | 96.8% | 2.2% | 14.43 | 90.7% | 1.9% |
| 65Δ | 13.78 | 98.4% | 1.8% | 14.59 | 93.6% | 1.5% |
| 70Δ | 13.64 | 100.0% | 1.5% | 14.79 | 101.4% | 1.3% |
| 75Δ | 13.49 | 101.3% | 1.2% | 15.00 | 109.2% | 1.1% |
| 80Δ | 13.34 | 96.7% | 0.9% | 19.58 | 419.8% | 3.0% |
20Δ
- Pseudo strike
- 15.70
- IV
- 138.6%
- B/E move
- 12.0%
- Pseudo strike
- 11.95
- IV
- 287.1%
- B/E move
- 17.7%
25Δ
- Pseudo strike
- 14.86
- IV
- 91.5%
- B/E move
- 6.1%
- Pseudo strike
- 13.51
- IV
- 97.8%
- B/E move
- 5.6%
30Δ
- Pseudo strike
- 14.72
- IV
- 92.2%
- B/E move
- 5.3%
- Pseudo strike
- 13.65
- IV
- 96.4%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 14.57
- IV
- 92.9%
- B/E move
- 4.6%
- Pseudo strike
- 13.79
- IV
- 95.1%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 14.44
- IV
- 93.6%
- B/E move
- 4.0%
- Pseudo strike
- 13.93
- IV
- 93.7%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 14.31
- IV
- 94.3%
- B/E move
- 3.5%
- Pseudo strike
- 14.06
- IV
- 92.7%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 14.19
- IV
- 95.0%
- B/E move
- 3.0%
- Pseudo strike
- 14.19
- IV
- 92.0%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 14.06
- IV
- 95.7%
- B/E move
- 2.6%
- Pseudo strike
- 14.31
- IV
- 91.3%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 13.93
- IV
- 96.8%
- B/E move
- 2.2%
- Pseudo strike
- 14.43
- IV
- 90.7%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 13.78
- IV
- 98.4%
- B/E move
- 1.8%
- Pseudo strike
- 14.59
- IV
- 93.6%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 13.64
- IV
- 100.0%
- B/E move
- 1.5%
- Pseudo strike
- 14.79
- IV
- 101.4%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 13.49
- IV
- 101.3%
- B/E move
- 1.2%
- Pseudo strike
- 15.00
- IV
- 109.2%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 13.34
- IV
- 96.7%
- B/E move
- 0.9%
- Pseudo strike
- 19.58
- IV
- 419.8%
- B/E move
- 3.0%
Options history
Table
| Date | IV |
|---|---|
| 86.87% | |
| 91.62% |