What move does the options market price into Core Scientific's report?

Implied ±4.0%, either direction.

How often does Core Scientific move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

CORZNasdaqFinance Services

Core Scientific, Inc. (CORZ) earnings date, market-implied expected move, and options open interest by expiry

13.26

−1.17 · −8.13%

post 13.22 −0.28%

Closed18:46 ET

Open13.95Volume18.9MMkt cap$4.3BEPS-6.64

Day12.83 – 13.9535%52-wk12.31 – 30.465%

CORZ

Core Scientific, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.0%implied · report alone

8Q avg ±6.0%·×0.66·cheap

12.7213.78

straddle ±10.6%

spot 13.25exp Nov 6ATM strike 13.5ATM straddle 1.64IV 110%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+0.02%

vs ±8.0% implied · ×0.00

shaded = implied · ▲▼ = realized

Jul 28 '26 · confirmed

Implied vs realized

Linked news

2dCOIN · supplierHere are Friday's biggest analyst calls: Nvidia, SpaceX, Amazon, Intel, Rivian, Coinbase, Reddit, GE Vernova & more
4dCRWV · customerCoreWeave Announces Date of Third Quarter 2026 Financial Results and Conference Call

News

Largest filed tie

13F top-10 QoQ

+2.98%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

425 managers

Top fund weight

1.03%

CORZ weight · BCOR

N-PORTJun 30 '26

5 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Core Scientific (CORZ) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±9.8%
avg realized: ±6.0%

Nov 6 '24Nov 6 '24confirmed±5.5%▲+14.86%×2.71

Feb 26 '25Feb 26 '25confirmed±11.2%▲+6.89%×0.61

May 7 '25May 7 '25confirmed±10.5%▲+6.18%×0.59

Aug 8 '25Aug 8 '25confirmed±10.0%▲+0.83%×0.08

Oct 24 '25Oct 24 '25confirmed±8.9%▲+2.74%×0.31

Q1 FY26Mar 2 '26confirmed±15.1%▼−7.22%×0.48

May 6 '26May 6 '26confirmed±9.3%▼−9.22%×0.99

Q2 FY26Jul 28 '26confirmed±8.0%▲+0.02%×0.00

quarterimplied−20%0+20%realized×

Q2 FY26±8.0%▲+0.02%×0.00

May '26±9.3%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 28 close

0.33OI · 9 expiries · Oct 28 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,590+8%Nov 65d10,779+471%

1,997+7%Nov 1312d1.191,675+54%1.19

111,611+5%Nov 2019d0.50224,066+2%0.50

339+7%Nov 2726d1.48229+34%1.48

84+62%Dec 433d0.59142+914%0.59

4 later expiries

60,7520%Dec 1847d0.35174,1430%0.35

114,152+10%Jan 1575d0.30

ExpiryPutsCallsP/C

Nov 65d3,590+8%10,779+471%0.33

Nov 1312d1,997+7%1,675+54%1.19

Nov 2019d111,611+5%224,066+2%0.50

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 4

BCOR±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

COIN±4.3%×0.41

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−703.59%as filednet margin · revenue +42.48% QoQ · +108.83% YoY

Revenue$164M+42.48%

Gross profit$70M42.66%+132.66%

Operating income−$78M−47.79%+74.72%

Pre-tax income−$1.2B−232.79%

Net income−$1.2B−703.59%−232.76%

Cost of revenue$94M+10.59%

Operating expenses$149M−56.45%

Tax$2M+217.83%

Other expense−$1.1B−2913.89%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

GDP ×1.32· ±5.1% vs ±3.8% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.1%9 of 19×1.32

FOMCrate decision±4.7%13 of 22×1.22

CPROFcorporate profits±4.4%5 of 12×1.15

CPIconsumer prices±3.9%7 of 10×1.01

NFPjobs report±3.7%2 of 9×0.97

PPIproducer prices±3.5%3 of 10×0.90

PCEpersonal income & outlays±2.9%10 of 19×0.76

Bar = avg |move| to ±6% · tick = ±3.8% avg day · ×base = |move| ÷ ±3.8% · min 6 releases

Earnings history

EPS -3.32 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	-3.32	—
Q1 FY26	Mar 2 '26 · confirmed	-1.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod