Information Technology

Core Scientific, Inc. (CORZ) options and signal

Figures as of 28 Sep 2026

CORZ is Core Scientific, Inc., an Information Technology name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
Trade CardBull call spread, 18 Dec25 Sep
IV rank29 of 10028 Sep
At the money IV74.8%28 Sep
Priced move to 30 Oct22.4% down, 22.2% up28 Sep
Call wall and put wall20 and 1528 Sep
Signal and the desk's viewBullish signal, view bullish25 Sep
Last close16.5228 Sep
Next report23 Oct 202628 Sep

Trade Cards

On 25 Sep 2026 the Trade Card for CORZ was a bull call spread expiring 18 Dec 2026, paper trading.

FigureValue
SignalBullish, over 45 trading days
StrategyBull call spread, debit
LegsBuy the 18 call, Sell the 22 call
Expiry18 Dec 2026, 84 days to expiry
LimitA debit of at most $1.15
Probability of profit40%, the option market's odds at expiry, from delta
Max loss$115 per contract
Max profit$285 per contract
Breakeven19.15
IV rank at that expiry33 of 100

Probability of profit is the option market's own odds from delta, not the model's.

Priced on the option chain at the close on 25 Sep 2026.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Options Snapshot

CORZ's IV rank is 29 of 100 on 28 Sep 2026.

FigureValue
IV rank29 of 100
At the money IV74.8%, near month, 32 days
Put/call ratio, open interest0.43
Call open interest, strikes captured near the price519,000 contracts
Put open interest, strikes captured near the price223,000 contracts
Cost to trade at the moneyWide, 53.9% of the option's mid price

IV rank is where the at the money IV sits among CORZ's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, CORZ options priced a move of 22.4 percent down and 22.2 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
2 Oct 202647.4%7.6%15.29 to 17.78
9 Oct 20261110.5%13.3%14.78 to 18.71
23 Oct 20262519.2%16.8%13.35 to 19.29
30 Oct 20263222.4%22.2%12.82 to 20.18
20 Nov 20265329.5%29.9%11.64 to 21.46
18 Dec 20268135.5%32.9%10.66 to 21.96
19 Mar 202717249.8%56.1%8.30 to 25.78

The range is one standard deviation either side of the close of 16.52, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, CORZ's call wall is the 20 strike and its put wall is the 15 strike.

FigureValue
Call wall, most open call gamma20
Put wall, most open put gamma15
Net dollar gamma, calls minus puts$2.58 million
Total dollar gamma, both sides$10.67 million
Close16.52

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 3 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, CORZ's at the money IV is 74.8 percent against 20 day realized volatility of 63.5 percent.

FigureValue
At the money IV74.8%
Realized volatility, 20 trading days63.5%
Realized volatility, 60 trading days84.9%
IV against its own weekly recordIn the middle
Weekly readings on record115, from 2 Feb 2024
Weeks the price moved more than the one week priced move21.1% of 114 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, CORZ's at the money IV runs from 69.4 percent at 4 days to 75.2 percent at 172 days.

Days to expiryAt the money IV
469.4%
1169.7%
1874.2%
2570.7%
3972.0%
5378.0%
8172.5%
17275.2%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, CORZ's IV ten percent below the price sits 6.1 points below at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price68.8%-6.1 points
At the money74.8%0.0 points
10% above the price65.3%-9.5 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, CORZ's surface spans 10 expiries out to 172 days, with IV from 60.6 to 79.4 percent near the price.

FigureValue
Expiries captured10
Nearest expiry2 Oct 2026, 4 days
Farthest expiry19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more39
Lowest IV among them60.6%
Highest IV among them79.4%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, CORZ has 10 captured expiries, from 2 Oct 2026 to 19 Mar 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
2 Oct 2026469.4%16,14821,936
9 Oct 20261169.7%4,46710,660
16 Oct 20261874.2%77,40065,232
23 Oct 20262570.7%1,045552
30 Oct 20263274.8%1,797266
6 Nov 20263972.0%24
20 Nov 20265378.0%87,1205,460
18 Dec 20268172.5%150,44054,235
15 Jan 202710973.3%172,61061,153
19 Mar 202717275.2%8,3013,912

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, CORZ's largest open interest sits at the 12 strike, with 86,412 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
1234,43351,97986,412
3074,14041474,554
2061,5296,75768,286
2547,59514,76862,363
2245,37211,40256,774
1510,04037,21947,259

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, CORZ's at the money IV moved from 72.2 percent to 74.8 percent.

Figure25 Sep28 SepChange
At the money IV72.2%74.8%+2.6 points
Open interest, strikes captured near the price763,653742,740-20,913
Put/call ratio, open interest0.420.43+0.01

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 65,212 CORZ option contracts traded, 1.6 times its own recent average.

FigureValue
Calls traded31,170
Puts traded34,042
Against its recent average1.6 times
Busier than11 of its last 20 trading days
Open interest, whole chain951,886 contracts
Volume to open interest0.07
Unusual volume flagYes, 5 contracts traded well above open interest
Largest flagged contractThe 11 put expiring 16 Oct, 11,426 traded against 228 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 32 trading days of CORZ's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 202619.76minus $2.73 million2119
21 Sep 202618.36$3.72 million2015
28 Sep 202616.52$2.58 million2015

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of CORZ was bullish, paper trading.

FigureValue
SideBullish at 45 trading days, signal on
Level above the close19.10, the swing high of 8 Sep 2026
Level below the close16.01, the swing low of 15 Sep 2026, a close past it runs against the view
The chartSits against the view
Strategy familyBull call spread (buy a call spread)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 CORZ sat at the 100th percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days75 of 100Neutral
20 trading days97 of 100Bullish
45 trading days100 of 100Bullish

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 2 of 3 timeframes put CORZ on the bullish side, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayBullish1 of 2
Long45 dayBullish1 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 CORZ's bullish signal had held 10 trading days in a row, paper trading.

Trading daySignal45 day percentile
25 Sep 2026Bullish100 of 100
24 Sep 2026Bullish100 of 100
23 Sep 2026Bullish99 of 100
22 Sep 2026Bullish100 of 100
21 Sep 2026Bullish97 of 100
18 Sep 2026Bullish99 of 100
17 Sep 2026Bullish98 of 100
16 Sep 2026Bullish98 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 80 of 187 Information Technology names were bullish and 61 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Information Technology187806146

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

CORZ closed at 16.52 on 28 Sep 2026.

FigureValue
Last close16.52
Change over 5 trading days-10.0%
Change over 21 trading days-6.2%
Change over 63 trading days-36.3%
Change over 252 trading days-1.9%
52 week high30.46
52 week low13.36
20 day moving average17.47
50 day moving average19.17
200 day moving average19.80
RSI, 14 days41

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

CORZ reports next on 23 Oct 2026, a date worked out from past quarters.

FigureValue
Next report23 Oct 2026, before the open
DateWorked out from past quarters
Move after the report of 28 Jul 2026+0.0%
Move after the report of 6 May 2026-9.2%
Move after the report of 2 Mar 2026-7.2%
Move after the report of 17 Nov 2025+4.3%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 2 Septembers on record, CORZ's average change was plus 20.0 percent, and it rose in 100.0 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September+20.0%+20.0%100.0%2
October+16.1%+16.1%100.0%2
November+6.5%+6.5%50.0%2

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 1 headline naming CORZ in the 3 days to 28 Sep 2026.

FigureValue
Headlines in the window1
Latest28 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 28 Sep 2026. Current on every plan.

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The Desk Analyst

The Free plan shows the first paragraph of The Desk Analyst's column on CORZ for 25 Sep 2026, quoted below.

The share price closed at 17.34, which is 12.4% below the 200-day simple moving average of 19.8.

Other moving averages are the SMA5 at 18.14, SMA20 at 17.47, SMA50 at 19.26, and SMA100 at 22.31.

Paper trading. Column for 25 Sep 2026, general commentary published the same way to every reader.

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Questions

What is CORZ's IV rank?
CORZ's IV rank is 29 of 100 on 28 Sep 2026.
What move are CORZ options pricing?
On 28 Sep 2026, CORZ options priced a move of 22.4 percent down and 22.2 percent up by 30 Oct 2026.
Where are CORZ's call wall and put wall?
On 28 Sep 2026, CORZ's call wall is the 20 strike and its put wall is the 15 strike.
What was the latest Trade Card for CORZ on the Free plan?
On 25 Sep 2026 the Trade Card for CORZ was a bull call spread expiring 18 Dec 2026, paper trading.
When does CORZ report earnings next?
CORZ reports next on 23 Oct 2026, a date worked out from past quarters.

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