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

Implied ±9.0%, 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

12.50

pre 12.52 +0.12%

Pre-market05:03 ETdelayed

Open12.81Volume12.2MMkt cap$4.3BEPS-6.64

Day12.52 – 12.810%52-wk12.31 – 30.461%

CORZ

Core Scientific, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.0%implied · report alone

8Q avg ±6.0%·×1.50·rich

11.3813.63

straddle ±10.9%

spot 12.51exp Nov 6ATM strike 12.5ATM straddle 1.61IV 154%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 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

21hCOIN · supplierCoinbase has been battered over the past month. Morgan Stanley says steer clear
6dCRWV · 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 '26126d 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%▼−9.22%×0.99

Q1 FY26±15.1%▼−7.22%×0.48

Oct '25±8.9%▲+2.74%×0.31

Aug '25±10.0%▲+0.83%×0.08

May '25±10.5%▲+6.18%×0.59

2 older reports

Feb '25±11.2%▲+6.89%×0.61

Nov '24±5.5%▲+14.86%×2.71

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.30OI · 10 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

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

4,097+14%Nov 63d13,499+25%

2,051+3%Nov 1310d0.842,440+46%0.84

112,207+1%Nov 2017d0.50225,405+1%0.50

558+65%Nov 2724d1.51369+61%1.51

84+62%Dec 431d0.59142+914%0.59

5 later expiries

5—Dec 1138d0.1436—0.14

61,0440%Dec 1845d0.35173,7770%0.35

114,152+10%Jan 1573d0.30379,315+9%0.30

10,301+1%Mar 19136d0.3926,131+1%0.39

30,1050%Apr 16164d1.5419,5260%1.54

ExpiryPutsCallsP/C

Nov 63d4,097+14%13,499+25%0.30

Nov 1310d2,051+3%2,440+46%0.84

Nov 2017d112,207+1%225,405+1%0.50

Nov 2724d558+65%369+61%1.51

Dec 431d84+62%142+914%0.59

5 later expiries

Dec 1138d5—36—0.14

Dec 1845d61,0440%173,7770%0.35

Jan 1573d114,152+10%379,315+9%0.30

Mar 19136d10,301+1%26,131+1%0.39

Apr 16164d30,1050%19,5260%1.54

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

Positioning

Linked exposure

scenario · straddle±10.9%

Funds 4

BCOR±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

COIN±4.5%×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 · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 05:00 ET

Intraday

Event sensitivity

GDP ×1.30· ±5.0% vs ±3.8% · 20 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.0%9 of 20×1.30

FOMCrate decision±4.7%14 of 23×1.22

CPIconsumer prices±4.6%7 of 11×1.21

CPROFcorporate profits±4.4%5 of 12×1.15

PPIproducer prices±3.8%4 of 11×0.99

NFPjobs report±3.4%3 of 10×0.89

PCEpersonal income & outlays±3.0%10 of 20×0.77

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