Share price$14.32
1D-0.1%
Sold putSold call
Core Scientific, Inc. Common Stock CORZ
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:51:36.947Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:31.388084842Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:36.253803+00:00
Core Scientific, Inc. Common Stock options
PutsExpensive2.28×
CallsExpensive1.21×
SkewBearish+65.89 pp
Implied moveBearish±$0.80
TiltBearish58.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.32 | 451.6% | 45.2% | 13.02 | 163.6% | 10.4% |
| 25Δ | 14.99 | 87.1% | 5.6% | 13.63 | 102.0% | 6.0% |
| 30Δ | 14.86 | 87.3% | 5.0% | 13.79 | 100.2% | 5.2% |
| 35Δ | 14.73 | 87.5% | 4.4% | 13.95 | 98.5% | 4.3% |
| 40Δ | 14.59 | 87.8% | 3.8% | 14.09 | 97.2% | 3.7% |
| 45Δ | 14.47 | 88.2% | 3.2% | 14.22 | 96.0% | 3.2% |
| 50Δ | 14.34 | 89.2% | 2.8% | 14.35 | 94.8% | 2.7% |
| 55Δ | 14.22 | 90.3% | 2.4% | 14.48 | 93.6% | 2.3% |
| 60Δ | 14.10 | 91.3% | 2.1% | 14.67 | 103.4% | 2.0% |
| 65Δ | 13.98 | 92.1% | 1.7% | 14.88 | 115.6% | 1.9% |
| 70Δ | 13.84 | 91.6% | 1.4% | 16.12 | 223.2% | 2.7% |
| 75Δ | 13.70 | 91.1% | 1.1% | 20.16 | 519.7% | 4.9% |
| 80Δ | 13.55 | 90.6% | 0.8% | 23.01 | 574.6% | 3.9% |
20Δ
- Pseudo strike
- 20.32
- IV
- 451.6%
- B/E move
- 45.2%
- Pseudo strike
- 13.02
- IV
- 163.6%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 14.99
- IV
- 87.1%
- B/E move
- 5.6%
- Pseudo strike
- 13.63
- IV
- 102.0%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 14.86
- IV
- 87.3%
- B/E move
- 5.0%
- Pseudo strike
- 13.79
- IV
- 100.2%
- B/E move
- 5.2%
35Δ
- Pseudo strike
- 14.73
- IV
- 87.5%
- B/E move
- 4.4%
- Pseudo strike
- 13.95
- IV
- 98.5%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 14.59
- IV
- 87.8%
- B/E move
- 3.8%
- Pseudo strike
- 14.09
- IV
- 97.2%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- 14.47
- IV
- 88.2%
- B/E move
- 3.2%
- Pseudo strike
- 14.22
- IV
- 96.0%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 14.34
- IV
- 89.2%
- B/E move
- 2.8%
- Pseudo strike
- 14.35
- IV
- 94.8%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 14.22
- IV
- 90.3%
- B/E move
- 2.4%
- Pseudo strike
- 14.48
- IV
- 93.6%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 14.10
- IV
- 91.3%
- B/E move
- 2.1%
- Pseudo strike
- 14.67
- IV
- 103.4%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 13.98
- IV
- 92.1%
- B/E move
- 1.7%
- Pseudo strike
- 14.88
- IV
- 115.6%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 13.84
- IV
- 91.6%
- B/E move
- 1.4%
- Pseudo strike
- 16.12
- IV
- 223.2%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 13.70
- IV
- 91.1%
- B/E move
- 1.1%
- Pseudo strike
- 20.16
- IV
- 519.7%
- B/E move
- 4.9%
80Δ
- Pseudo strike
- 13.55
- IV
- 90.6%
- B/E move
- 0.8%
- Pseudo strike
- 23.01
- IV
- 574.6%
- B/E move
- 3.9%
Options history
Table
| Date | IV |
|---|---|
| 86.87% | |
| 91.62% |