CORZCore Scientific, Inc. Common Stock
Options Analysis Report•FINANCE SERVICES
Market Cap $6.3B|NASDAQ
● 2026-04-17$19.85
BULLISH
Analysis: 2026-04-16 EOD data
1Y +210.6%YTD +24.1%7D +8.4%
Options Vol
119,292
30D
Implied Move
±23.8%
IV Rank
32%
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?
3.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 86.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.27x — IV premium over HV
Sector Relative≤50%
Sector percentile 78% — above sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 82.5% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 100.0% (ATM 82.5% + spread 8.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 14.16% (spread 8.77% + slippage 5.39%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.79 (vega 1.569 / spread 8.77%) — spread drag
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -17%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -4% (neutral) — Raw: -17%
OI Skew Magnitude
≥15%|OI skew| 31.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +72.7%, OI skew +31.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 19%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -55%, ATM: +52%, OTM: -17% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 29% — very bullish vs sector
Activity
Unusual activity?
4.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.2x avg — normal
Turnover Rate
≥15%Vol/OI 5.9% — 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 +16.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 79% — heavy institutional
Execution Urgency
≥60%Aggressive execution 42% — patient
Flow Conviction
≥30Conviction -4 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 8.8% — wide
Adequate OI
≥10,000OI 2,021,601 — deep
Active Volume
≥500Volume 119,292/day — active
Reasonable Cost
≤$0.50$0.44 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 88% — much wider than sector
Order Book Depth
≥100 contractsDepth 1,102.6999999999998 contracts (bid:617.3 ask:485.4) — deep
Execution Quality
<1.0%Avg slippage 5.39% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 86% — seller opportunity
Event Detection
≥10pts kinkIV kink -4.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 38.26 — 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 -4% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 109 (ITM 20% + inst 79%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.5
bullishIV expensive, bullish flow
Long Puts4.5
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.2
bullishIV rich premium, bullish flow
Covered Call5.2
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.