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
At a glanceWhat options price vs what these names usually do
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.historical avg reaction (absolute)
The calendarUpcoming 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.
| Company | EPS est. | Implied move | Hist. avg move | vs history | IV30 |
|---|---|---|---|---|---|
| Tuesday, October 20 | |||||
 ALLY Ally Financial Inc. |
1.33 | ±8.9% | 5.7% | 34.2% | |
 CB Chubb Limited |
6.79 | ±5.4% | 2.3% | 22.7% | |
 GE GE Aerospace |
2.01 | ±6.3% | 4.6% | 37.1% | |
 GM General Motors Company |
3.69 | ±6.1% | 5.4% | 37.3% | |
 HAL Halliburton Company |
0.58 | ±5.8% | 5.5% | 40.3% | |
 ISRG Intuitive Surgical, Inc. |
2.65 | ±7.9% | 6.3% | 46.9% | |
 KO The Coca-Cola Company |
0.88 | ±2.3% | 2.2% | 21.4% | |
 LMT Lockheed Martin Corporation |
7.54 | ±5.0% | 5.7% | 32.0% | |
 MMM 3M Company |
2.38 | ±6.1% | 6.4% | 32.1% | |
 NFLX Netflix, Inc. |
0.82 | ±9.1% | 9.5% | 49.6% | |
 NOC Northrop Grumman Corporation |
7.18 | ±8.0% | 4.5% | 33.9% | |
 RTX RTX Corporation |
1.78 | ±5.3% | 4.5% | 33.1% | |
 UAL United Airlines Holdings, Inc. |
2.57 | ±6.9% | 6.3% | 48.2% | |
 VZ Verizon Communications Inc. |
1.28 | ±2.9% | 4.0% | 27.9% | |
| Wednesday, October 21 | |||||
 AA Alcoa Corporation |
1.56 | ±5.3% | 6.1% | 45.1% | |
 CCI Crown Castle Inc. |
0.69 | ±8.8% | 3.3% | 34.7% | |
 IBM International Business Ma… |
2.85 | ±7.8% | 6.0% | 42.9% | |
 KMI Kinder Morgan, Inc. |
0.32 | ±3.4% | 2.3% | 25.9% | |
 LRCX Lam Research Corporation |
2.18 | ±8.2% | 5.4% | 58.4% | |
 LUV Southwest Airlines Co. |
0.57 | ±6.6% | 5.8% | 44.9% | |
 LVS Las Vegas Sands Corp. |
0.70 | ±6.6% | 6.1% | 41.0% | |
 META Meta Platforms, Inc. |
6.59 | ±7.3% | 11.3% | 44.3% | |
 NEE NextEra Energy, Inc. |
1.19 | ±4.0% | 4.5% | 25.0% | |
 PGR The Progressive Corporation |
4.30 | ±2.8% | 4.3% | 24.2% | |
 PLD Prologis, Inc. |
0.81 | ±5.7% | 3.4% | 23.4% | |
 PM Philip Morris Internation… |
2.30 | ±5.0% | 3.8% | 29.9% | |
 T AT&T Inc. |
0.60 | ±5.0% | 4.7% | 32.1% | |
 TSLA Tesla, Inc. |
0.45 | ±7.5% | 9.1% | 44.8% | |
 TXN Texas Instruments Incorporated |
2.43 | ±8.4% | 5.8% | 46.5% | |
| Thursday, October 22 | |||||
 AAL American Airlines Group Inc. |
-0.36 | ±7.0% | 5.4% | 51.5% | |
 BKR Baker Hughes Company |
0.62 | ±9.3% | 5.4% | 35.0% | |
 BX Blackstone Inc. |
1.27 | ±6.3% | 5.4% | 42.0% | |
 BYD Boyd Gaming Corporation |
1.68 | ±7.8% | 4.7% | 31.6% | |
 CMCSA Comcast Corporation |
0.98 | ±6.7% | 5.2% | 40.3% | |
 DECK Deckers Outdoor Corporation |
1.79 | ±10.8% | 10.9% | 53.0% | |
 F Ford Motor Company |
0.42 | ±3.7% | 6.1% | 39.3% | |
 FCX Freeport-McMoRan Inc. |
0.76 | ±5.3% | 4.5% | 47.8% | |
 HON Honeywell International Inc. |
2.17 | ±5.1% | 4.5% | 33.6% | |
 INTC Intel Corp. |
0.40 | ±7.2% | 9.5% | 65.4% | |
 NEM Newmont Corporation |
1.95 | ±5.6% | 5.4% | 40.8% | |
 PG The Procter & Gamble Company |
1.88 | ±3.7% | 2.5% | 21.6% | |
 SPOT Spotify Technology S.A. |
3.18 | ±9.7% | 9.6% | 52.3% | |
 TMUS T-Mobile US, Inc. |
2.85 | ±4.3% | 5.1% | 37.7% | |
 VLO Valero Energy Corporation |
21.07 | ±6.5% | 2.7% | 53.5% | |
| Friday, October 23 | |||||
 AXP American Express Company |
4.58 | ±5.5% | 4.3% | 28.9% | |
 SLB Slb N.V. |
0.62 | ±6.9% | 3.5% | 36.7% | |
| Monday, October 26 | |||||
 NUE Nucor Corporation |
5.84 | not yet recorded | 5.4% | 40.6% | |
| Tuesday, October 27 | |||||
 AMT American Tower Corporation |
1.64 | not yet recorded | 3.6% | 29.4% | |
 BA The Boeing Company |
-0.24 | not yet recorded | 4.2% | 36.3% | |
 CZR Caesars Entertainment, Inc. |
-0.11 | not yet recorded | 4.9% | 37.0% | |
 ENPH Enphase Energy, Inc. |
0.51 | not yet recorded | 13.6% | 79.9% | |
 HLT Hilton Worldwide Holdings Inc. |
2.36 | not yet recorded | 2.2% | 29.6% | |
 HOOD Robinhood Markets, Inc. |
0.55 | not yet recorded | 8.0% | 66.6% | |
 PYPL PayPal Holdings, Inc. |
1.31 | not yet recorded | 9.1% | 41.6% | |
 RCL Royal Caribbean Cruises Ltd. |
6.38 | not yet recorded | 6.9% | 50.1% | |
 SCCO Southern Copper Corporation |
2.00 | not yet recorded | 3.4% | 48.5% | |
 SOFI SoFi Technologies, Inc. |
0.17 | not yet recorded | 9.0% | 58.9% | |
 UNH UnitedHealth Group Incorporated |
4.09 | not yet recorded | 6.3% | 28.8% | |
 UPS United Parcel Service, Inc. |
1.63 | not yet recorded | 6.4% | 35.9% | |
 V Visa Inc. |
3.44 | not yet recorded | 3.3% | 23.3% | |
 W Wayfair Inc. |
0.79 | not yet recorded | 13.8% | 76.0% | |
| Wednesday, October 28 | |||||
 AEP American Electric Power C… |
2.03 | not yet recorded | 2.3% | 20.9% | |
 CMG Chipotle Mexican Grill, Inc. |
0.29 | not yet recorded | 7.4% | 46.6% | |
 CVNA Carvana Co. |
0.44 | not yet recorded | 19.8% | 78.5% | |
 EBAY eBay Inc. |
1.41 | not yet recorded | 5.7% | 41.1% | |
 EQIX Equinix, Inc. |
4.13 | not yet recorded | 3.9% | 35.6% | |
 ETSY Etsy, Inc. |
0.76 | not yet recorded | 10.0% | 64.9% | |
Recent reactions (last 14 days)
| Company | Reported | Reaction | Implied was |
|---|---|---|---|
| SLB Slb N.V. | Oct 16 | +1.5% | ±6.1% |
| TFC Truist Financial Corporation | Oct 16 | -0.5% | ±8.0% |
| TRV The Travelers Companies, Inc. | Oct 16 | +0.4% | ±6.8% |
| ALLY Ally Financial Inc. | Oct 16 | -0.4% | ±8.8% |
| SCHW The Charles Schwab Corp… | Oct 15 | -5.0% | ±4.4% |
| USB U.S. Bancorp | Oct 15 | +4.4% | ±4.0% |
| TSM Taiwan Semiconductor Ma… | Oct 15 | -4.0% | ±4.3% |
| PLD Prologis, Inc. | Oct 15 | -3.6% | ±4.1% |
| AA Alcoa Corporation | Oct 15 | +3.4% | ±6.9% |
| TRV The Travelers Companies, Inc. | Oct 15 | +3.1% | ±3.6% |
| PNC The PNC Financial Servi… | Oct 15 | +0.7% | ±4.1% |
| BLK BlackRock, Inc. | Oct 14 | +5.1% | ±4.9% |
| BAC Bank of America Corporation | Oct 14 | -4.2% | ±4.1% |
| PGR The Progressive Corporation | Oct 14 | -4.1% | ±3.6% |
| ASML ASML Holding N.V. | Oct 14 | -3.5% | ±6.1% |
| MS Morgan Stanley | Oct 14 | -2.4% | ±4.5% |
| C Citigroup Inc. | Oct 13 | -7.3% | ±4.5% |
| DPZ Domino's Pizza, Inc. | Oct 13 | -4.8% | ±7.5% |
| UNH UnitedHealth Group Inco… | Oct 13 | +4.5% | ±8.2% |
| JNJ Johnson & Johnson | Oct 13 | -3.7% | ±4.0% |
Reaction = two-session close-to-close move around the report date; historical averages are of absolute reaction sizes. Earnings dates & estimates: Financial Modeling Prep.