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Core Scientific CORZ 11.38 -1.38 -10.82%

Previous-day view · Thu Nov 5 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 05, 2026 close · $11.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.7% ±$0.63 $10.48 – $11.74 $10.35 – $11.87 $9.75 – $12.47
2 sessions ±7.9% ±$0.88 $10.23 – $11.99 $10.04 – $12.18 $9.21 – $13.01
3 sessions ±10.0% ±$1.11 $10.00 – $12.22 $9.78 – $12.44 $8.74 – $13.48
1 week ±12.7% ±$1.41 $9.70 – $12.52 $9.38 – $12.84 $8.10 – $14.12
2 weeks ±17.4% ±$1.93 $9.18 – $13.04 $8.72 – $13.50 $6.99 – $15.23
3 weeks ±18.8% ±$2.08 $9.03 – $13.19 $8.52 – $13.70 $6.71 – $15.51
1 month ±21.2% ±$2.36 $8.75 – $13.47 $8.17 – $14.05 $6.11 – $16.11
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 →