CORZW · Expected Move

Core Scientific, Inc. Tranche 1 Warrants

The expected move for CORZW is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CORZW straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CORZW Expected Move
30-Day Straddle
$5.54
7-Day Straddle
$5.54
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to CORZW's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CORZW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250117 $5.54 $5.54 — —
20250116 $3.13 $3.13 — —
20250115 $3.19 $3.19 — —
20250114 $3.01 $3.01 — —
20250113 $2.68 $2.68 — —
20250110 $2.85 $2.85 — —
20250108 $2.86 $2.86 — —
20250107 $3.22 $3.22 — —
20250106 $3.62 $3.62 — —
20250103 $3.65 $3.65 — —
20250102 $3.14 $3.14 — —
20241231 $2.98 $2.98 — —
20241230 $2.77 $2.77 — —
20241227 $2.98 $2.98 — —
20241226 $3.25 $3.25 — —
20241224 $3.25 $3.25 — —
20241223 $2.95 $2.95 — —
20241220 $3.07 $3.07 — —
20241219 $3.20 $3.20 — —
20241218 $3.20 $3.20 — —
20241217 $4.20 $4.20 — —
20241216 $4.30 $4.30 — —
20241213 $3.85 $3.85 — —
20241212 $4.10 $4.10 — —
20241211 $4.10 $4.10 — —
20241210 $4.10 $4.10 — —
20241209 $4.20 $4.20 — —
20241206 $4.70 $4.70 — —
20241129 $5.10 $5.10 — —
20241127 $4.95 $4.95 — —
20241126 $4.50 $4.50 — —
20241125 $5.15 $5.15 — —
20241122 $4.85 $4.85 — —
20241121 $4.80 $4.80 — —
20241120 $4.65 $4.65 — —
20241119 $4.17 $4.17 — —
20241118 $4.00 $4.00 — —
20241115 $3.88 $3.88 — —
20241114 $4.08 $4.08 — —
20241113 $4.40 $4.40 — —
20241112 $4.60 $4.60 — —
20241111 $4.88 $4.88 — —
20241108 $7.55 $7.55 — —
20241107 $4.38 $4.38 — —
20241106 $3.20 $3.20 — —
20241105 $2.62 $2.62 — —
20241104 $2.48 $2.48 — —
20241101 $2.58 $2.58 — —
20241031 $2.80 $2.80 — —
20241030 $3.02 $3.02 — —
20241029 $3.20 $3.20 — —
20241028 $3.15 $3.15 — —
20241025 $2.85 $2.85 — —
20241024 $3.02 $3.02 — —
20241023 $2.80 $2.80 — —
20241022 $2.80 $2.80 — —
20241021 $2.48 $2.48 — —
20241018 $2.62 $2.62 — —
20241017 $2.27 $2.27 — —
20241016 $2.82 $2.82 — —

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.