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Core Scientific, Inc. Common Stock CORZ

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Market dataready · fetched 2026-11-10T22:24:05.121Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:13:20.042858659Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:24:04.394989+00:00

Share price$13.20
1D+4.9%
AH$12.09$12.43$12.77$13.10$13.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCORZ
Sold putSold callAH

Core Scientific, Inc. Common Stock options

Live interpolated CORZ call and put midpoint premiums by absolute delta.Core Scientific, Inc. Common Stock$0.17$0.41$0.65$0.89$1.14$11.15$12.11$13.07$14.03$14.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CORZ spot · $13.20CORZ PRICE$0.19$0.24$0.30$0.36$0.43$0.51$0.60$0.68$0.76$0.84$0.94$1.07$0.20$0.26$0.33$0.41$0.49$0.58$0.68$0.77$0.88$1.00
Puts——
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.96139.0%10.9%
25Δ14.22111.2%9.2%12.22137.5%9.4%
30Δ13.99111.8%7.9%12.47135.8%8.0%
35Δ13.81111.9%6.9%12.68134.7%7.0%
40Δ13.62112.1%6.0%12.89133.7%6.0%
45Δ13.44112.3%5.1%13.10132.3%5.2%
50Δ13.27112.9%4.5%13.29130.4%4.4%
55Δ13.10113.4%3.8%13.49128.5%3.7%
60Δ12.94112.2%3.2%13.68125.6%3.1%
65Δ12.78108.5%2.6%13.87122.6%2.5%
70Δ12.62104.9%2.0%
75Δ12.46101.3%1.5%
80Δ12.2898.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.96
IV
139.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
14.22
IV
111.2%
B/E move
9.2%
Puts
Pseudo strike
12.22
IV
137.5%
B/E move
9.4%

30Δ

Calls
Pseudo strike
13.99
IV
111.8%
B/E move
7.9%
Puts
Pseudo strike
12.47
IV
135.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
13.81
IV
111.9%
B/E move
6.9%
Puts
Pseudo strike
12.68
IV
134.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
13.62
IV
112.1%
B/E move
6.0%
Puts
Pseudo strike
12.89
IV
133.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
13.44
IV
112.3%
B/E move
5.1%
Puts
Pseudo strike
13.10
IV
132.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
13.27
IV
112.9%
B/E move
4.5%
Puts
Pseudo strike
13.29
IV
130.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
13.10
IV
113.4%
B/E move
3.8%
Puts
Pseudo strike
13.49
IV
128.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
12.94
IV
112.2%
B/E move
3.2%
Puts
Pseudo strike
13.68
IV
125.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
12.78
IV
108.5%
B/E move
2.6%
Puts
Pseudo strike
13.87
IV
122.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
12.62
IV
104.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.46
IV
101.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.28
IV
98.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.80%
Daily close
CORZ60.5%83.8%107.0%2026-08-12: 76.50%2026-08-13: 72.87%2026-08-14: 71.26%2026-08-17: 74.08%2026-08-18: 75.71%2026-08-19: 77.54%2026-08-20: 75.76%2026-08-21: 74.47%2026-08-24: 75.12%2026-08-25: 74.59%2026-08-26: 73.78%2026-08-27: 73.30%2026-08-28: 63.73%2026-08-31: 67.16%2026-09-01: 66.52%2026-09-02: 69.90%2026-09-03: 71.77%2026-09-04: 67.09%2026-09-08: 75.91%2026-09-09: 74.12%2026-09-10: 74.31%2026-09-11: 66.75%2026-09-14: 74.27%2026-09-15: 73.48%2026-09-16: 75.92%2026-09-17: 73.53%2026-09-18: 66.65%2026-09-21: 72.76%2026-09-22: 72.38%2026-09-23: 71.27%2026-09-24: 70.17%2026-09-25: 66.91%2026-09-28: 72.36%2026-09-29: 73.23%2026-09-30: 71.74%2026-10-01: 71.54%2026-10-02: 68.01%2026-10-05: 70.46%2026-10-06: 69.56%2026-10-07: 68.94%2026-10-08: 68.38%2026-10-09: 64.55%2026-10-12: 69.95%2026-10-13: 81.00%2026-10-14: 84.83%2026-10-15: 93.18%2026-10-16: 83.06%2026-10-19: 86.92%2026-10-20: 91.58%2026-10-21: 86.93%2026-10-22: 97.49%2026-10-23: 93.55%2026-10-26: 103.50%2026-10-27: 95.60%2026-10-28: 103.10%2026-10-29: 98.38%2026-10-30: 103.80%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
76.50%
72.87%
71.26%
74.08%
75.71%
77.54%
75.76%
74.47%
75.12%
74.59%
73.78%
73.30%
63.73%
67.16%
66.52%
69.90%
71.77%
67.09%
75.91%
74.12%
74.31%
66.75%
74.27%
73.48%
75.92%
73.53%
66.65%
72.76%
72.38%
71.27%
70.17%
66.91%
72.36%
73.23%
71.74%
71.54%
68.01%
70.46%
69.56%
68.94%
68.38%
64.55%
69.95%
81.00%
84.83%
93.18%
83.06%
86.92%
91.58%
86.93%
97.49%
93.55%
103.50%
95.60%
103.10%
98.38%
103.80%