每次覆盖的财报发布前，期权市场均会定价一个预期波动幅度。我们在事件发生前予以记录，并与股票实际表现对比——涵盖本季度及所有历史季度。 涨跌幅的计算方式
概览期权隐含走势 vs 标的历史波动表现
隐含波动区间The 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.历史平均反应幅度（绝对值）
日历即将发布的财报
隐含波动幅度在每次财报前收盘时记录；在此之前，该栏会显示相应提示，而非进行预测。历史平均值为该公司自身过往的财报反应幅度。
| 公司 | EPS 预期 | 隐含涨跌幅 | 历史平均波动幅度 | 对比历史 | IV30 |
|---|---|---|---|---|---|
| Monday, October 19 | |||||
 CLF Cleveland-Cliffs Inc. |
0.21 | ±12.5% | 10.0% | 66.2% | |
 STLD Steel Dynamics, Inc. |
5.48 | ±10.6% | 4.3% | 41.3% | |
| Tuesday, October 20 | |||||
 ALLY Ally Financial Inc. |
1.33 | ±8.9% | 5.9% | 34.1% | |
 CB Chubb Limited |
6.79 | ±5.4% | 2.3% | 22.1% | |
 GE GE Aerospace |
2.01 | ±6.3% | 4.6% | 38.5% | |
 GM General Motors Company |
3.70 | ±6.1% | 5.4% | 38.8% | |
 HAL Halliburton Company |
0.58 | ±5.8% | 5.5% | 38.8% | |
 ISRG Intuitive Surgical, Inc. |
2.65 | ±7.9% | 6.3% | 46.9% | |
 KO The Coca-Cola Company |
0.88 | ±2.3% | 2.2% | 22.1% | |
 LMT Lockheed Martin Corporation |
7.54 | ±5.0% | 5.7% | 32.2% | |
 MMM 3M Company |
2.39 | ±6.1% | 6.4% | 33.6% | |
 NFLX Netflix, Inc. |
0.82 | ±9.1% | 9.5% | 49.0% | |
 NOC Northrop Grumman Corporation |
7.18 | ±8.0% | 4.5% | 33.5% | |
 RTX RTX Corporation |
1.78 | ±5.3% | 4.5% | 32.4% | |
 UAL United Airlines Holdings, Inc. |
2.58 | ±6.9% | 6.3% | 48.2% | |
 VZ Verizon Communications Inc. |
1.28 | ±2.9% | 4.0% | 28.0% | |
| Wednesday, October 21 | |||||
 AA Alcoa Corporation |
1.56 | ±5.3% | 6.1% | 45.2% | |
 CCI Crown Castle Inc. |
0.68 | ±8.8% | 3.3% | 35.5% | |
 IBM International Business Ma… |
2.85 | ±7.8% | 6.0% | 42.8% | |
 KMI Kinder Morgan, Inc. |
0.32 | ±3.4% | 2.3% | 25.8% | |
 LRCX Lam Research Corporation |
2.18 | ±8.2% | 5.4% | 58.4% | |
 LUV Southwest Airlines Co. |
0.57 | ±6.6% | 5.8% | 44.2% | |
 LVS Las Vegas Sands Corp. |
0.72 | ±6.6% | 6.1% | 41.4% | |
 META Meta Platforms, Inc. |
6.58 | ±7.3% | 11.3% | 45.2% | |
 NEE NextEra Energy, Inc. |
1.19 | ±4.0% | 4.5% | 25.1% | |
 PGR The Progressive Corporation |
4.30 | ±2.8% | 4.3% | 25.4% | |
 PLD Prologis, Inc. |
0.81 | ±5.7% | 3.4% | 23.9% | |
 PM Philip Morris Internation… |
2.30 | ±5.0% | 3.8% | 30.1% | |
 T AT&T Inc. |
0.60 | ±5.0% | 4.7% | 29.8% | |
 TSLA Tesla, Inc. |
0.45 | ±7.5% | 9.1% | 45.2% | |
 TXN Texas Instruments Incorporated |
2.42 | ±8.4% | 5.8% | 51.0% | |
| Thursday, October 22 | |||||
 AAL American Airlines Group Inc. |
-0.33 | ±7.0% | 5.4% | 48.2% | |
 BKR Baker Hughes Company |
0.62 | ±9.3% | 5.4% | 37.6% | |
 BX Blackstone Inc. |
1.27 | ±6.3% | 5.4% | 41.6% | |
 BYD Boyd Gaming Corporation |
1.67 | ±7.8% | 4.7% | 32.4% | |
 CMCSA Comcast Corporation |
0.99 | ±6.7% | 5.2% | 40.4% | |
 DECK Deckers Outdoor Corporation |
1.79 | ±10.8% | 10.9% | 55.0% | |
 F Ford Motor Company |
0.42 | ±3.7% | 6.1% | 38.5% | |
 FCX Freeport-McMoRan Inc. |
0.76 | ±5.3% | 4.5% | 50.2% | |
 HON Honeywell International Inc. |
2.17 | ±5.1% | 4.5% | 34.1% | |
 INTC Intel Corp. |
0.40 | ±7.2% | 9.5% | 64.9% | |
 NEM Newmont Corporation |
1.95 | ±5.6% | 5.4% | 43.0% | |
 PG The Procter & Gamble Company |
1.88 | ±3.7% | 2.5% | 21.1% | |
 SPOT Spotify Technology S.A. |
3.18 | ±9.7% | 9.6% | 51.4% | |
 TMUS T-Mobile US, Inc. |
2.85 | ±4.3% | 5.1% | 37.5% | |
 VLO Valero Energy Corporation |
21.07 | ±6.5% | 2.7% | 53.7% | |
| Friday, October 23 | |||||
 AXP American Express Company |
4.58 | ±5.5% | 4.3% | 28.9% | |
 SLB Slb N.V. |
0.62 | ±6.9% | 3.6% | 38.0% | |
| Monday, October 26 | |||||
 NUE Nucor Corporation |
5.80 | 尚未记录 | 5.4% | 41.8% | |
| Tuesday, October 27 | |||||
 AMT American Tower Corporation |
1.64 | 尚未记录 | 3.6% | 30.8% | |
 BA The Boeing Company |
-0.24 | 尚未记录 | 4.2% | 35.9% | |
 CZR Caesars Entertainment, Inc. |
-0.10 | 尚未记录 | 4.9% | 38.5% | |
 ENPH Enphase Energy, Inc. |
0.51 | 尚未记录 | 13.6% | 78.8% | |
 HLT Hilton Worldwide Holdings Inc. |
2.35 | 尚未记录 | 2.2% | 29.8% | |
 HOOD Robinhood Markets, Inc. |
0.55 | 尚未记录 | 8.0% | 66.6% | |
 PYPL PayPal Holdings, Inc. |
1.31 | 尚未记录 | 9.1% | 43.9% | |
 RCL Royal Caribbean Cruises Ltd. |
6.38 | 尚未记录 | 6.9% | 50.9% | |
 SCCO Southern Copper Corporation |
1.95 | 尚未记录 | 3.4% | 48.6% | |
 SOFI SoFi Technologies, Inc. |
0.17 | 尚未记录 | 9.0% | 59.3% | |
 UNH UnitedHealth Group Incorporated |
4.09 | 尚未记录 | 6.3% | 28.6% | |
 UPS United Parcel Service, Inc. |
1.63 | 尚未记录 | 6.4% | 36.4% | |
 V Visa Inc. |
3.44 | 尚未记录 | 3.3% | 24.0% | |
 W Wayfair Inc. |
0.79 | 尚未记录 | 13.8% | 77.3% | |
| Wednesday, October 28 | |||||
 AEP American Electric Power C… |
2.03 | 尚未记录 | 2.3% | 21.9% | |
 CMG Chipotle Mexican Grill, Inc. |
0.29 | 尚未记录 | 7.4% | 46.9% | |
 CVNA Carvana Co. |
0.44 | 尚未记录 | 19.8% | 79.6% | |
 EBAY eBay Inc. |
1.41 | 尚未记录 | 5.7% | 41.4% | |
 EQIX Equinix, Inc. |
4.13 | 尚未记录 | 3.9% | 36.0% | |
近期反应幅度（最近 14 天）
| 公司 | 已公布 | 反应幅度 | 隐含值为 |
|---|---|---|---|
| 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% |
| WFC Wells Fargo & Company | Oct 13 | -2.9% | ±5.3% |
| GS The Goldman Sachs Group, Inc. | Oct 13 | -1.7% | ±4.8% |
| BLK BlackRock, Inc. | Oct 13 | -0.9% | ±5.6% |
| JPM JPMorgan Chase & Co. | Oct 13 | +0.3% | ±3.9% |
反应幅度 = 财报发布日前后两个交易日的收盘价变动幅度；历史平均值取绝对波动幅度的均值。财报日期及预测数据来源：Financial Modeling Prep。