CORZCore Scientific, Inc. Common Stock
Options Analysis Report•FINANCE SERVICES
Market Cap $7.9B|NASDAQ
● 2026-05-15$24.92
BULLISH
Analysis: 2026-05-14 EOD data
1Y +137.1%YTD +55.8%7D +8.7%
Options Vol
137,859
30D
Implied Move
±21.6%
IV Rank
26%
CORZ Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 84.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.19x — IV premium over HV
Sector Relative≤50%
Sector percentile 68% — above sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 78.8% — normal range
Spread-Adjusted Value
<80%Effective IV 92.6% (ATM 78.8% + spread 6.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 10.37% (spread 6.89% + slippage 3.48%) — high friction
Vega Efficiency
≥5.0Vega efficiency 7.31 (vega 5.040 / spread 6.89%) — efficient
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: -5%, Raw: +5%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -5% (neutral) — Raw: +5%
OI Skew Magnitude
≥15%|OI skew| 30.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +67.5%, OI skew +30.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 27%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -56%, ATM: -14%, OTM: +22% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 35% — bullish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.0x avg — normal
Turnover Rate
≥15%Vol/OI 6.7% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +5.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 63% — heavy institutional
Execution Urgency
≥60%Aggressive execution 51% — patient
Flow Conviction
≥30Conviction -5 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 6.9% — wide
Adequate OI
≥10,000OI 2,055,090 — deep
Active Volume
≥500Volume 137,859/day — active
Reasonable Cost
≤$0.50$0.34 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 82% — much wider than sector
Order Book Depth
≥100 contractsDepth 535.7 contracts (bid:326.9 ask:208.8) — deep
Execution Quality
<1.0%Avg slippage 3.48% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.1% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 85% — seller opportunity
Event Detection
≥10pts kinkIV kink 3.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 227.03 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -5% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 93 (ITM 20% + inst 63%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts5.0
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.8
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.