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How implied and realized earnings moves are measured.

Realized reaction. Our earnings-calendar source publishes report dates but not whether a company reports before the open or after the close. To avoid guessing, the realized reaction is defined as the move from the close of the last session before the report date to the close of the first session after it — a two-session window that contains the reaction under either timing. It is labeled "reaction move" and is slightly wider than a pure one-day move.

Implied move. Ahead of each report (from launch onward), the site records the straddle-implied expected move of the first expiration after the reaction window, plus IV30 before the event. After the event it records the first post-event IV30, so the change in implied volatility across reports accumulates as an observable series. Implied moves for reports before the site began recording are shown as "not recorded" — they are not reconstructed.

Historical averages shown next to upcoming reports are the average and median of the stock's own past |reaction moves| over the available sample (sample size always displayed).

Historical accountability database Data sources & pipeline

Consumer Cyclical

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

Technology

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

Financial Services

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

Industrials

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

Energy

BKR · Baker Hughes CompanyCCJ · Cameco CorporationCOP · ConocoPhillipsCVX · Chevron CorporationDVN · Devon Energy CorporationENPH · Enphase Energy, Inc.EOG · EOG Resources, Inc.ET · Energy Transfer LP