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Core Scientific CORZ 11.76 0.38 3.34%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $11.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.8% ±$0.57 $11.23 – $12.37 $11.11 – $12.49 $10.57 – $13.03
2 sessions ±6.8% ±$0.80 $11.00 – $12.60 $10.83 – $12.77 $10.08 – $13.52
3 sessions ±8.5% ±$1.00 $10.80 – $12.80 $10.60 – $13.00 $9.66 – $13.94
1 week ±10.8% ±$1.27 $10.53 – $13.07 $10.24 – $13.36 $9.08 – $14.52
2 weeks ±15.2% ±$1.79 $10.01 – $13.59 $9.59 – $14.01 $7.98 – $15.62
3 weeks ±17.0% ±$2.00 $9.80 – $13.80 $9.31 – $14.29 $7.57 – $16.03
1 month ±19.3% ±$2.28 $9.52 – $14.08 $8.96 – $14.64 $6.97 – $16.63
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.17%
Average actual move
5.66%
Beyond the implied move
0 / 6
Median IV change
-22.74%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±11.87% -10.82% 0.91× —
July 28, 2026 ±9.40% +0.02% 0.00× —
May 07, 2026 ±10.92% -9.22% 0.84× 98.2% → 69.4%
August 11, 2025 ±10.65% +0.83% 0.08× 91.3% → 87.1%
May 08, 2025 ±11.52% +6.18% 0.54× 102.1% → 80.3%
February 27, 2025 ±12.67% +6.89% 0.54× 120.1% → 91.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →