Ahead of every covered report, the options market prices an expected move. We record it before the event and put it next to what the stock actually did — for this quarter and every past one we cover. How moves are measured
Upcoming reports
The implied move is recorded at the close before each report; until then the cell says so instead of guessing. Historical averages are the company's own past reaction sizes.
Thursday, September 3
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| DOCU DocuSign, Inc. | 1.09 | ±10.7% | 12.8% | 7.0% | 71.0% |
| LULU Lululemon Athletica Inc. | 1.79 | ±10.0% | 9.6% | 9.3% | 57.8% |
| ZS Zscaler, Inc. | 1.09 | ±13.1% | 9.2% | 6.4% | 71.8% |
Tuesday, September 8
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| GME GameStop Corp. | 0.27 | not yet recorded | 10.4% | 5.9% | 51.6% |
| ORCL Oracle Corporation | 1.73 | not yet recorded | 9.6% | 8.8% | 65.5% |
Wednesday, September 9
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| CHWY Chewy, Inc. | 0.18 | not yet recorded | 11.0% | 10.5% | 62.7% |
Thursday, September 10
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| ADBE Adobe Inc. | 6.07 | not yet recorded | 7.8% | 7.1% | 51.7% |
Thursday, September 17
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| FDX FedEx Corporation | 4.21 | not yet recorded | 6.0% | 3.8% | 26.6% |
Tuesday, September 22
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| AZO AutoZone, Inc. | 54.58 | not yet recorded | 4.4% | 3.5% | 34.9% |
Wednesday, September 23
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| GIS General Mills, Inc. | 0.72 | not yet recorded | 4.0% | 3.7% | 29.7% |
Thursday, September 24
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| COST Costco Wholesale Corporation | 6.55 | not yet recorded | 3.1% | 2.6% | 24.8% |
Tuesday, September 29
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| KMX CarMax, Inc. | 0.72 | not yet recorded | 8.6% | 6.9% | 50.0% |
Wednesday, September 30
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| MU Micron Technology, Inc. | 31.14 | not yet recorded | 6.9% | 4.5% | 60.5% |
Thursday, October 1
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| NKE NIKE, Inc. | 0.45 | not yet recorded | 8.0% | 6.8% | 45.7% |
Monday, October 5
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| CCL Carnival Corporation & plc | 1.35 | not yet recorded | 6.2% | 4.5% | 46.8% |
| STZ Constellation Brands, Inc. | 3.63 | not yet recorded | 4.2% | 3.3% | 26.7% |
Thursday, October 8
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| DAL Delta Air Lines, Inc. | 2.09 | not yet recorded | 4.6% | 3.9% | 33.3% |
| PEP PepsiCo, Inc. | 2.30 | not yet recorded | 3.2% | 2.8% | 19.6% |
Tuesday, October 13
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| BLK BlackRock, Inc. | 14.24 | not yet recorded | 3.2% | 3.5% | 24.1% |
| C Citigroup Inc. | 2.68 | not yet recorded | 3.4% | 2.9% | 26.6% |
| DPZ Domino's Pizza, Inc. | 4.38 | not yet recorded | 5.1% | 3.6% | 37.5% |
| GS The Goldman Sachs Group, Inc. | 16.42 | not yet recorded | 3.8% | 2.9% | 29.8% |
| JNJ Johnson & Johnson | 2.90 | not yet recorded | 2.1% | 1.9% | 23.2% |
| JPM JPMorgan Chase & Co. | 5.83 | not yet recorded | 3.4% | 2.9% | 21.1% |
| WFC Wells Fargo & Company | 1.84 | not yet recorded | 4.2% | 4.2% | 23.1% |
Wednesday, October 14
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| ASML ASML Holding N.V. | 11.75 | not yet recorded | 6.5% | 6.7% | 39.1% |
| BAC Bank of America Corporation | 1.18 | not yet recorded | 3.1% | 2.1% | 20.8% |
| MS Morgan Stanley | 3.11 | not yet recorded | 4.1% | 3.9% | 28.5% |
| PGR The Progressive Corporation | 3.98 | not yet recorded | 4.3% | 3.6% | 23.8% |
Thursday, October 15
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| PNC The PNC Financial Servi… | 4.98 | not yet recorded | 2.8% | 2.2% | 21.9% |
| SCHW The Charles Schwab Corp… | 1.67 | not yet recorded | 5.0% | 4.1% | 22.9% |
| TRV The Travelers Companies, Inc. | 6.77 | not yet recorded | 3.9% | 3.2% | 22.6% |
| TSM Taiwan Semiconductor Ma… | 4.45 | not yet recorded | 3.6% | 2.9% | 30.9% |
| USB U.S. Bancorp | 1.32 | not yet recorded | 3.4% | 3.0% | 20.9% |
Friday, October 16
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| ALLY Ally Financial Inc. | 1.43 | not yet recorded | 5.9% | 4.6% | 25.9% |
| SLB Slb N.V. | 0.62 | not yet recorded | 3.6% | 2.7% | 34.6% |
| TFC Truist Financial Corporation | 1.11 | not yet recorded | 4.0% | 4.2% | 24.6% |
Monday, October 19
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| CLF Cleveland-Cliffs Inc. | 0.25 | not yet recorded | 10.0% | 8.7% | 56.1% |
| STLD Steel Dynamics, Inc. | 5.41 | not yet recorded | 4.3% | 3.4% | 39.9% |
Tuesday, October 20
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| GE GE Aerospace | 1.99 | not yet recorded | 4.6% | 4.1% | 29.3% |
| GM General Motors Company | 3.57 | not yet recorded | 5.4% | 5.7% | 31.8% |
| HAL Halliburton Company | 0.58 | not yet recorded | 5.5% | 5.2% | 34.1% |
| ISRG Intuitive Surgical, Inc. | 2.61 | not yet recorded | 6.3% | 4.3% | 30.9% |
| KO The Coca-Cola Company | 0.86 | not yet recorded | 2.2% | 1.5% | 17.3% |
| LMT Lockheed Martin Corporation | 7.56 | not yet recorded | 5.7% | 5.4% | 24.9% |
| MMM 3M Company | 2.39 | not yet recorded | 6.4% | 5.4% | 22.7% |
| NFLX Netflix, Inc. | 0.82 | not yet recorded | 9.5% | 9.2% | 31.0% |
| NOC Northrop Grumman Corporation | 7.17 | not yet recorded | 4.5% | 3.7% | 25.7% |
| RTX RTX Corporation | 1.75 | not yet recorded | 4.5% | 4.2% | 22.8% |
| VZ Verizon Communications Inc. | 1.29 | not yet recorded | 4.0% | 3.2% | 20.5% |
Wednesday, October 21
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| AA Alcoa Corporation | 1.56 | not yet recorded | 6.3% | 5.0% | 50.5% |
| CCI Crown Castle Inc. | 0.69 | not yet recorded | 3.3% | 2.9% | 28.1% |
| IBM International Business … | 2.90 | not yet recorded | 6.0% | 5.2% | 30.0% |
| LRCX Lam Research Corporation | 2.15 | not yet recorded | 5.4% | 4.6% | 53.0% |
| LUV Southwest Airlines Co. | 0.61 | not yet recorded | 5.8% | 5.4% | 34.1% |
| LVS Las Vegas Sands Corp. | 0.77 | not yet recorded | 6.1% | 5.0% | 26.9% |
| PLD Prologis, Inc. | 0.81 | not yet recorded | 3.4% | 3.3% | 23.3% |
| PM Philip Morris Internati… | 2.24 | not yet recorded | 3.8% | 3.1% | 25.4% |
| T AT&T Inc. | 0.62 | not yet recorded | 4.7% | 3.8% | 21.0% |
| UAL United Airlines Holding… | 3.01 | not yet recorded | 6.3% | 5.5% | 42.4% |
Thursday, October 22
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| AAL American Airlines Group Inc. | -0.32 | not yet recorded | 5.4% | 4.9% | 41.1% |
| BKR Baker Hughes Company | 0.59 | not yet recorded | 5.4% | 4.7% | 31.4% |
| BX Blackstone Inc. | 1.36 | not yet recorded | 5.4% | 4.5% | 36.4% |
| BYD Boyd Gaming Corporation | 1.74 | not yet recorded | 4.7% | 4.2% | 26.2% |
| DECK Deckers Outdoor Corporation | 1.80 | not yet recorded | 10.9% | 9.9% | 33.2% |
| F Ford Motor Company | 0.41 | not yet recorded | 6.1% | 4.1% | 31.2% |
| FCX Freeport-McMoRan Inc. | 0.73 | not yet recorded | 4.5% | 3.3% | 48.1% |
| HON Honeywell International Inc. | 2.15 | not yet recorded | 4.5% | 4.7% | 27.2% |
| INTC Intel Corp. | 0.39 | not yet recorded | 9.5% | 7.4% | 54.6% |
| NEM Newmont Corporation | 2.18 | not yet recorded | 5.4% | 5.1% | 43.0% |
| TMUS T-Mobile US, Inc. | 2.89 | not yet recorded | 5.1% | 5.8% | 27.5% |
| VLO Valero Energy Corporation | 16.20 | not yet recorded | 2.7% | 1.8% | 44.4% |
Friday, October 23
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| AXP American Express Company | 4.58 | not yet recorded | 4.3% | 3.6% | 22.7% |
| PG The Procter & Gamble Company | 1.89 | not yet recorded | 2.5% | 2.7% | 17.5% |
Monday, October 26
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| NUE Nucor Corporation | 5.82 | not yet recorded | 5.4% | 4.9% | 36.2% |
Tuesday, October 27
| Company | EPS est. | Implied moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | Hist. avg move | Hist. median | IV30 |
|---|---|---|---|---|---|
| AMT American Tower Corporation | 1.64 | not yet recorded | 3.6% | 3.6% | 26.9% |
| CB Chubb Limited | 6.34 | not yet recorded | 2.3% | 1.5% | 19.3% |
| CZR Caesars Entertainment, Inc. | -0.07 | not yet recorded | 4.9% | 3.0% | 37.5% |
| ENPH Enphase Energy, Inc. | 0.48 | not yet recorded | 13.6% | 12.8% | 60.6% |
| NEE NextEra Energy, Inc. | 1.23 | not yet recorded | 4.5% | 2.7% | 21.2% |
Recent reactions (last 14 days)
| Company | Reported | Reaction | Implied was |
|---|---|---|---|
| BBY Best Buy Co., Inc. | Aug 27 | -5.7% | not recorded |
| ULTA Ulta Beauty, Inc. | Aug 27 | -4.7% | not recorded |
| DLTR Dollar Tree, Inc. | Aug 27 | -3.0% | not recorded |
| AFRM Affirm Holdings, Inc. | Aug 27 | +1.7% | not recorded |
| DG Dollar General Corporation | Aug 27 | +0.1% | not recorded |
| OKTA Okta, Inc. | Aug 26 | +32.4% | not recorded |
| CRWD CrowdStrike Holdings, Inc. | Aug 26 | +23.0% | not recorded |
| CRM Salesforce, Inc. | Aug 26 | +22.5% | not recorded |
| NVDA NVIDIA Corporation | Aug 26 | +7.0% | not recorded |
| TCOM Trip.com Group Limited | Aug 26 | -3.0% | not recorded |
| LI Li Auto Inc. | Aug 26 | -0.7% | not recorded |
| DKS DICK'S Sporting Goods, Inc. | Aug 25 | -27.7% | not recorded |
| ZM Zoom Communications, Inc. | Aug 25 | -10.5% | not recorded |
| XPEV XPeng Inc. | Aug 24 | -4.8% | not recorded |
| PDD PDD Holdings Inc. | Aug 24 | -0.7% | not recorded |
Reaction = two-session close-to-close move around the report date; historical averages are of absolute reaction sizes. Earnings dates & estimates: Financial Modeling Prep.