Earnings Calendar with Implied Moves
Every notable report in the next two weeks, with the options-implied expected move, the VRP premium ratio against realized history, and the expected IV crush.
Implied-move columns are computed live from the options term structure, so they populate during regular trading hours. Dates, sessions and importance are always current.
Wednesday, Aug 12
Today 76 reports · 43 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| CSCO | Cisco Systems Inc | AMC | 1.19 | · | −39.6% | · | |
| SNDK | Sandisk Corp | · | 34.29 | ±7.5% | −10.0% |
0.84x
|
|
| AMCR | Amcor PLC | AMC | 1.21 | ±5.8% | −18.3% |
1.43x
|
|
| BROS | Dutch Bros Inc | AMC | 0.30 | ±2.9% | −3.7% |
0.57x
|
|
| CART | Maplebear Inc | AMC | 0.55 | ±4.3% | −8.8% |
0.85x
|
|
| CPAY | Corpay Inc | AMC | 6.70 | ±8.6% | −8.3% |
2.51x
|
|
| CRL | Charles River Laboratories International Inc | BMO | 2.76 | ±4.8% | −1.4% |
1.59x
|
|
| DOCN | DigitalOcean Holdings Inc | BMO | 0.26 | ±5.5% | −3.5% |
0.83x
|
|
| KVUE | Kenvue Inc | BMO | 0.33 | ±24.8% | −22.9% |
10.39x
|
|
| NTES | NetEase Inc | BMO | 15.51 | ±8.3% | −31.8% |
2.42x
|
|
| NU | Nu Holdings Ltd. | · | 0.21 | ±7.6% | −32.7% |
1.62x
|
|
| NYT | New York Times Co | · | 0.67 | ±8.4% | −4.7% |
2.85x
|
|
| QXO | QXO Inc | · | 0.08 | ±8.4% | −21.6% |
1.25x
|
|
| RPRX | Royalty Pharma PLC | · | 1.32 | No listed options | |||
| RVMD | Revolution Medicines Inc | AMC | -2.00 | ±4.1% | −0.5% |
1.42x
|
|
| SMMT | Summit Therapeutics Inc | · | -0.28 | ±17.4% | −6.7% |
2.68x
|
|
| TPR | Tapestry Inc | AMC | 1.27 | ±12.3% | −41.1% |
4.36x
|
|
| UHAL | U-Haul Holding Co | · | 0.77 | No listed options | |||
| VG | Venture Global Inc | · | 0.48 | ±15.0% | −53.9% |
1.33x
|
|
| AVT | Avnet Inc | AMC | 1.79 | ±9.7% | −4.9% |
3.15x
|
|
| BCO | Brinks Co | · | 2.07 | ±10.0% | −8.4% |
3.39x
|
|
| BETA | BETA Technologies Inc | · | -0.56 | ±29.7% | −18.0% | Awaiting history | |
| BIRK | Birkenstock Holding PLC | · | 0.77 | ±26.3% | −36.5% | Awaiting history | |
| BXSL | Blackstone Secured Lending Fund | · | 0.68 | ±23.5% | −15.9% | Awaiting history | |
| CELC | Celcuity Inc | AMC | -1.13 | ±10.8% | −2.4% | Awaiting history | |
| DAVE | Dave Inc | · | 3.75 | ±6.3% | −4.1% | Awaiting history | |
| DHT | DHT Holdings Inc | AMC | 1.11 | ±17.5% | −10.1% | Awaiting history | |
| EAT | Brinker International Inc | AMC | 3.11 | ±11.5% | −29.2% | Awaiting history | |
| ENS | EnerSys | · | 2.85 | ±9.9% | −27.8% | Awaiting history | |
| GLNG | Golar LNG Ltd | · | 0.49 | ±7.2% | −4.8% | Awaiting history | |
| HSAI | Hesai Group | · | 0.58 | ±42.3% | −15.3% | Awaiting history | |
| IBRX | Immunitybio Inc | · | -0.09 | ±23.5% | −3.6% | Awaiting history | |
| IMVT | Immunovant Inc | · | -0.63 | ±15.2% | −2.4% |
6.21x
|
|
| INSW | International Seaways Inc | BMO | 4.93 | ±18.5% | −31.6% | Awaiting history | |
| JOBY | Joby Aviation Inc | · | -0.24 | ±5.3% | −1.2% | Awaiting history | |
| KGS | Kodiak Gas Services Inc | · | 0.68 | ±17.0% | −32.0% | Awaiting history | |
| KVYO | Klaviyo Inc | · | 0.19 | ±6.9% | −1.0% | Awaiting history | |
| LB | LandBridge Co LLC | · | 0.45 | ±9.5% | −3.1% | Awaiting history | |
| LYFT | Lyft Inc | AMC | 0.15 | ±3.8% | −1.6% |
0.48x
|
|
| PCVX | Vaxcyte Inc | · | -2.10 | ±26.3% | −7.1% | Awaiting history | |
| PLUG | Plug Power Inc | BMO | -0.08 | ±15.1% | −6.7% |
1.94x
|
|
| PVLA | Palvella Therapeutics Inc | · | -1.16 | ±13.8% | −3.1% | Awaiting history | |
| RDW | Redwire Corp | · | -0.17 | ±7.3% | −6.0% | Awaiting history | |
| SGHC | SGHC Ltd | · | 0.23 | ±21.2% | −12.5% | Awaiting history | |
| SRRK | Scholar Rock Holding Corp | · | -0.86 | ±16.6% | −25.0% | Awaiting history | |
| TNGX | Tango Therapeutics Inc | · | -0.33 | ±67.0% | −19.1% | Awaiting history | |
| ADMA | ADMA Biologics Inc | · | 0.18 | No listed options | |||
| AGO | Assured Guaranty Ltd | · | 1.53 | No listed options | |||
| ASTH | Astrana Health Inc | · | 0.34 | No listed options | |||
| AXGN | AxoGen Inc | · | 0.13 | No listed options | |||
| BHF | Brighthouse Financial Inc | AMC | 4.89 | No listed options | |||
| BLBD | Blue Bird Corp | · | 1.33 | No listed options | |||
| CALY | Callaway Golf Co | · | 0.36 | No listed options | |||
| CENT | Central Garden & Pet Co | · | 1.56 | No listed options | |||
| CLBT | Cellebrite DI Ltd | · | 0.11 | No listed options | |||
| CPRX | Catalyst Pharmaceuticals Inc | · | 0.49 | No listed options | |||
| DOX | Amdocs Ltd | · | 1.86 | No listed options | |||
| HGV | Hilton Grand Vacations Inc | · | 1.11 | No listed options | |||
| INGM | Ingram Micro Holding Corp | · | 0.74 | No listed options | |||
| KEEL | Keel Infrastructure Corp | · | -0.07 | No listed options | |||
| KMT | Kennametal Inc | BMO | 2.33 | No listed options | |||
| KNTK | Kinetik Holdings Inc | AMC | 0.22 | No listed options | |||
| LFST | LifeStance Health Group Inc | BMO | 0.04 | No listed options | |||
| NAMS | NewAmsterdam Pharma Company NV | BMO | -0.50 | No listed options | |||
| NIQ | NIQ Global Intelligence PLC | · | 0.21 | No listed options | |||
| OCTV | Octave Intelligence PLC | · | 0.33 | No listed options | |||
| PAYO | Payoneer Global Inc | · | 0.06 | No listed options | |||
| PLGO | Fidelis Insurance Holdings Ltd | AMC | 0.90 | No listed options | |||
| PLSE | Pulse Biosciences Inc | · | -0.37 | No listed options | |||
| PLUS | ePlus inc | · | 1.21 | No listed options | |||
| PRKS | United Parks & Resorts Inc | BMO | 1.72 | No listed options | |||
| RAMP | Liveramp Holdings Inc | · | 0.59 | No listed options | |||
| RCUS | Arcus Biosciences Inc | AMC | -0.92 | No listed options | |||
| SLBT | SL Science Holding Ltd | · | · | No listed options | |||
| TALO | Talos Energy Inc | AMC | 0.23 | No listed options | |||
| VIPS | Vipshop Holdings Ltd | · | 3.93 | No listed options |
Thursday, Aug 13
Tomorrow 15 reports · 9 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| AMAT | Applied Materials Inc | AMC | 3.46 | ±9.2% | −25.0% |
2.16x
|
|
| JD | JD.com Inc | · | · | ±6.3% | −30.3% |
1.67x
|
|
| AIT | Applied Industrial Technologies Inc | BMO | 2.95 | No listed options | |||
| BAP | Credicorp Ltd | · | 25.35 | ±6.3% | −21.8% |
1.61x
|
|
| BN | Brookfield Corp | · | 0.69 | ±13.1% | −36.4% |
2.88x
|
|
| COHR | Coherent Corp | AMC | 1.65 | · | −31.0% | · | |
| CRWV | CoreWeave Inc | · | -1.09 | ±16.4% | −28.1% |
2.15x
|
|
| BILI | Bilibili Inc | · | 1.41 | ±11.5% | −3.1% | Awaiting history | |
| DLO | Dlocal Ltd. | · | 0.19 | · | −39.1% | · | |
| FIGR | Figure Technology Solutions Inc | · | 0.24 | ±16.5% | −34.9% | Awaiting history | |
| MSGS | Madison Square Garden Sports Corp | AMC | 0.57 | ±7.6% | −6.9% |
8.57x
|
|
| STNE | StoneCo Ltd | · | 2.45 | ±13.1% | −0.9% | Awaiting history | |
| CAAP | Corporacion America Airports SA | · | 0.56 | No listed options | |||
| EMAT | Evolution Metals & Technologies Corp | · | -0.02 | No listed options | |||
| RNW | Renew Energy Global PLC | · | 0.12 | No listed options |
Friday, Aug 14
1 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| MSGE | Madison Square Garden Entertainment Corp | BMO | -0.42 | No listed options |
Monday, Aug 17
23 reports · 19 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ASTS | AST SpaceMobile Inc | · | -0.26 | ±8.3% | −12.1% |
1.16x
|
|
| FN | Fabrinet | AMC | 3.93 | ±15.2% | −22.9% |
1.76x
|
|
| JKHY | Jack Henry & Associates Inc | AMC | 1.47 | ±5.7% | −2.6% |
2.82x
|
|
| KEYS | Keysight Technologies Inc | AMC | 2.52 | ±12.1% | −31.3% |
3.91x
|
|
| MDT | Medtronic PLC | · | 1.40 | ±2.1% | −11.4% |
0.77x
|
|
| TOL | Toll Brothers Inc | AMC | 2.94 | ±6.6% | −22.7% |
1.55x
|
|
| VIK | Viking Holdings Ltd(Pembroke) | · | 1.27 | ±8.1% | −27.4% |
1.86x
|
|
| WULF | Terawulf Inc | · | -0.23 | ±7.0% | −9.4% |
0.86x
|
|
| AAP | Advance Auto Parts Inc | · | 0.80 | ±12.7% | −17.0% | Awaiting history | |
| BTDR | Bitdeer Technologies Group | · | -0.37 | ±8.1% | −1.6% | Awaiting history | |
| ESTC | Elastic NV | · | 0.60 | ±12.9% | −8.8% | Awaiting history | |
| FLNC | Fluence Energy Inc | AMC | 0.02 | ±8.6% | −5.1% |
13.47x
|
|
| MNDY | monday.com Ltd | BMO | 1.14 | ±6.2% | −7.0% |
1.01x
|
|
| ONDS | Ondas Inc | · | -0.08 | ±15.6% | −30.4% |
2.26x
|
|
| ORKA | Oruka Therapeutics Inc | · | -0.53 | ±7.3% | −0.4% |
1.24x
|
|
| PACS | Pacs Group Inc | · | 0.55 | ±39.6% | −7.8% | Awaiting history | |
| RUM | Rumble Inc | · | -0.09 | ±21.0% | −5.0% |
3.14x
|
|
| USAR | USA Rare Earth Inc | · | -0.13 | ±7.2% | −8.6% |
0.60x
|
|
| YOU | Clear Secure Inc | · | 0.40 | ±15.5% | −9.2% | Awaiting history | |
| ARX | Accelerant Holdings | · | 0.16 | No listed options | |||
| IQMX | Real Asset Acquisition Corp | · | · | No listed options | |||
| QMMM | QMMM Holdings Ltd | · | · | No listed options | |||
| SION | Sionna Therapeutics Inc | · | -0.66 | No listed options |
Tuesday, Aug 18
30 reports · 18 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| HD | Home Depot Inc | · | 4.87 | ±5.1% | −19.7% |
1.89x
|
|
| A | Agilent Technologies Inc | AMC | 1.52 | ±6.1% | −8.2% |
1.43x
|
|
| ADI | Analog Devices Inc | BMO | 3.37 | ±7.2% | −19.6% |
2.28x
|
|
| AS | Amer Sports Inc | BMO | 0.11 | ±10.4% | −10.4% |
2.21x
|
|
| BIDU | Baidu Inc | BMO | 12.11 | ±7.9% | −24.3% |
2.23x
|
|
| CRCL | Circle Internet Group Inc | · | 0.22 | ±6.3% | −8.1% |
0.59x
|
|
| DY | Dycom Industries Inc | BMO | 4.82 | ±8.1% | −4.2% |
2.01x
|
|
| FUTU | Futu Holdings Ltd | · | 21.30 | ±8.9% | −28.1% |
1.29x
|
|
| NDSN | Nordson Corp | AMC | 3.16 | No listed options | |||
| ONON | On Holding AG | BMO | 0.34 | ±3.5% | −6.4% |
0.39x
|
|
| SFD | Smithfield Foods Inc | · | 0.60 | No listed options | |||
| TGT | Target Corp | · | 2.27 | ±10.2% | −47.1% |
2.63x
|
|
| CAVA | CAVA Group Inc | · | 0.19 | ±7.3% | −6.8% |
0.97x
|
|
| ECG | Everus Construction Group Inc | · | 1.15 | ±12.2% | −4.3% |
1.84x
|
|
| GRAL | Grail Inc | · | -2.71 | ±10.8% | −2.5% |
1.25x
|
|
| KLAR | Klarna Group PLC | · | -0.04 | ±14.7% | −16.8% | Awaiting history | |
| LUNR | Intuitive Machines Inc | · | -0.10 | ±16.5% | −28.2% | Awaiting history | |
| MRCY | Mercury Systems Inc | AMC | 0.40 | ±14.0% | −9.5% |
29.74x
|
|
| OKLO | Oklo Inc | · | -0.16 | ±6.6% | −8.3% |
0.68x
|
|
| XP | XP Inc | · | 2.70 | ±10.3% | −4.0% | Awaiting history | |
| BZ | Kanzhun Ltd | BMO | 2.18 | No listed options | |||
| COTY | Coty Inc | AMC | -0.01 | No listed options | |||
| HRB | H & R Block Inc | AMC | 2.24 | No listed options | |||
| IHS | IHS Holding Ltd | · | 0.12 | No listed options | |||
| MLYS | Mineralys Therapeutics Inc | · | -0.54 | No listed options | |||
| MNR | Mach Natural Resources LP | · | 0.34 | No listed options | |||
| NATL | NCR Atleos Corp | · | 0.99 | No listed options | |||
| NESR | National Energy Services Reunited Corp | · | 0.44 | No listed options | |||
| OICT | Oicintra Inc | · | · | No listed options | |||
| PONY | Pony AI Inc | · | -0.15 | No listed options |
Wednesday, Aug 19
23 reports · 10 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| EL | Estee Lauder Companies Inc | AMC | 0.33 | ±10.3% | −22.5% | Awaiting history | |
| LOW | Lowe's Companies Inc | BMO | 4.29 | ±3.2% | −6.1% |
1.46x
|
|
| PFGC | Performance Food Group Co | AMC | 1.63 | No listed options | |||
| ROST | Ross Stores Inc | · | 1.96 | ±6.4% | −30.9% |
0.79x
|
|
| SNPS | Synopsys Inc | · | 3.74 | ±9.7% | −25.8% | Awaiting history | |
| TJX | TJX Companies Inc | · | 1.20 | ±3.8% | −11.1% |
1.69x
|
|
| WDAY | Workday Inc | AMC | 2.66 | ±5.8% | −23.3% | Awaiting history | |
| ALMS | Alumis Inc | · | -0.74 | · | −10.6% | · | |
| BILL | BILL Holdings Inc | AMC | 0.72 | ±16.6% | −33.5% |
4.15x
|
|
| KOD | Kodiak Sciences Inc | · | -0.97 | · | −16.2% | · | |
| NMM | Navios Maritime Partners LP | · | 4.62 | ±15.3% | −53.0% | Awaiting history | |
| OSIS | OSI Systems Inc | AMC | 3.85 | ±9.8% | −3.7% | Awaiting history | |
| SRAD | Sportradar Group AG | BMO | 0.07 | · | −9.1% | · | |
| WOLF | Wolfspeed Inc | AMC | -2.50 | ±16.5% | −10.6% | Awaiting history | |
| ZIM | ZIM Integrated Shipping Services Ltd | BMO | -0.33 | · | −13.3% | · | |
| ELVN | Enliven Therapeutics Inc | · | -0.41 | No listed options | |||
| GLBE | Global-E Online Ltd | BMO | 0.22 | No listed options | |||
| IMNM | Immunome Inc | · | -0.53 | No listed options | |||
| MZTI | Marzetti Co | BMO | 1.42 | No listed options | |||
| PHVS | Pharvaris NV | AMC | -0.67 | No listed options | |||
| SARO | StandardAero, Inc. | · | 0.33 | No listed options | |||
| VNET | VNET Group Inc | · | 1.28 | No listed options | |||
| YMM | Full Truck Alliance Co Ltd | · | 1.22 | No listed options |
Thursday, Aug 20
11 reports · 7 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| BABA | Alibaba Group Holding Ltd | · | 10.74 | ±8.1% | −24.6% |
1.62x
|
|
| WMT | Walmart Inc | · | 0.75 | ±6.4% | −37.5% |
0.99x
|
|
| AFRM | Affirm Holdings Inc | AMC | 0.35 | ±3.7% | −5.8% |
0.53x
|
|
| BJ | BJ's Wholesale Club Holdings Inc | · | 1.19 | ±4.8% | −1.8% | Awaiting history | |
| DE | Deere & Co | BMO | 4.84 | ±6.8% | −26.6% |
1.31x
|
|
| GRAB | Grab Holdings Ltd | · | 0.02 | ±19.1% | −5.2% | Awaiting history | |
| UI | Ubiquiti Inc | BMO | 4.15 | No listed options | |||
| PTON | Peloton Interactive Inc | AMC | 0.13 | ±24.0% | −3.3% | Awaiting history | |
| BKE | Buckle Inc | · | 0.83 | No listed options | |||
| RLX | RLX Technology Inc | · | 0.64 | No listed options | |||
| SPR | Spirit AeroSystems Holdings Inc | BMO | 0.25 | No listed options |
Monday, Aug 24
12 reports · 9 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| DKS | DICK'S Sporting Goods Inc | · | 3.77 | ±10.3% | −15.7% | Awaiting history | |
| HEI | HEICO Corp | · | 1.52 | ±7.9% | −12.4% | Awaiting history | |
| MDB | MongoDB Inc | · | 1.61 | ±7.7% | −11.8% |
0.73x
|
|
| PDD | PDD Holdings Inc | BMO | 18.40 | ±7.9% | −26.8% |
1.86x
|
|
| XPEV | Xpeng Inc | · | -0.50 | ±10.8% | −21.5% |
1.27x
|
|
| BOX | Box Inc | · | 0.40 | ±8.4% | −9.1% | Awaiting history | |
| BULL | Webull Corp | · | 0.03 | ±9.4% | −12.2% | Awaiting history | |
| PVH | PVH Corp | · | 3.11 | ±8.4% | −6.6% | Awaiting history | |
| SMTC | Semtech Corp | · | 0.61 | ±16.6% | −9.8% | Awaiting history | |
| ATAT | Atour Lifestyle Holdings Ltd | · | 3.76 | No listed options | |||
| CLM | Cornerstone Strategic Investment Fund Inc | · | · | No listed options | |||
| JOYY | Joyy Inc | · | 1.37 | No listed options |
Tuesday, Aug 25
17 reports · 12 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| NVDA | NVIDIA Corp | AMC | 2.13 | ±7.3% | −23.5% |
2.30x
|
|
| COO | Cooper Companies Inc | · | 1.13 | No listed options | |||
| DCI | Donaldson Company Inc | AMC | 1.14 | No listed options | |||
| FIVE | Five Below Inc | · | 1.36 | ±8.6% | −10.2% | Awaiting history | |
| HPQ | HP Inc | AMC | 0.66 | ±12.8% | −32.9% | Awaiting history | |
| INTU | Intuit Inc | AMC | 3.65 | · | −4.3% | · | |
| NTNX | Nutanix Inc | AMC | 0.50 | ±9.3% | −7.1% | Awaiting history | |
| SJM | J.M. Smucker Co | · | 2.22 | ±5.2% | −7.5% |
0.35x
|
|
| SNOW | Snowflake Inc | AMC | 0.46 | ±3.7% | −0.9% |
0.43x
|
|
| VEEV | Veeva Systems Inc | AMC | 2.27 | ±5.4% | −2.8% | Awaiting history | |
| WSM | Williams-Sonoma Inc | BMO | 2.08 | ±6.1% | −4.8% | Awaiting history | |
| ZM | Zoom Communications Inc | AMC | 1.52 | ±12.8% | −38.7% |
2.73x
|
|
| ANF | Abercrombie & Fitch Co | · | 1.99 | ±18.1% | −37.3% | Awaiting history | |
| KSS | Kohls Corp | · | 0.58 | ±12.5% | −14.0% | Awaiting history | |
| URBN | Urban Outfitters Inc | · | 1.76 | ±5.5% | −0.2% | Awaiting history | |
| GEF | Greif Inc | · | 1.13 | No listed options | |||
| HZRBY | Horizon Robotics | · | · | No listed options |
Wednesday, Aug 26
22 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| MRVL | Marvell Technology Inc | · | 0.94 | · | −16.6% | · | |
| ADSK | Autodesk Inc | · | 3.18 | No listed options | |||
| BBY | Best Buy Co Inc | · | 1.35 | No listed options | |||
| BF.B | Brown-Forman Corp | · | 0.38 | No listed options | |||
| BURL | Burlington Stores Inc | · | 2.21 | No listed options | |||
| CRM | Salesforce Inc | AMC | 3.31 | No listed options | |||
| CRWD | CrowdStrike Holdings Inc | · | 0.30 | · | −20.0% | · | |
| DG | Dollar General Corp | · | 2.05 | No listed options | |||
| HRL | Hormel Foods Corp | BMO | 0.36 | No listed options | |||
| IREN | IREN Ltd | AMC | -0.50 | No listed options | |||
| OKTA | Okta Inc | · | 0.98 | No listed options | |||
| P | Everpure Inc | · | 0.59 | No listed options | |||
| ULTA | Ulta Beauty Inc | · | 6.29 | No listed options | |||
| AMBA | Ambarella Inc | · | 0.17 | No listed options | |||
| BBWI | Bath & Body Works Inc | · | 0.25 | No listed options | |||
| GAP | Gap Inc | · | 0.50 | No listed options | |||
| GMS | GMS Inc | · | 2.03 | No listed options | |||
| KC | Kingsoft Cloud Holdings Ltd | BMO | -0.57 | No listed options | |||
| KEN | Kenon Holdings Ltd | · | · | No listed options | |||
| OLLI | Ollie's Bargain Outlet Holdings Inc | · | 1.16 | No listed options | |||
| S | SentinelOne Inc | · | 0.07 | No listed options | |||
| VSXY | Victoria's Secret & Co | · | 0.77 | No listed options |
Covering reports rated importance 3+ over the next 14 days. Importance 4+ reports and any row carrying live vol metrics show by default; each day's remaining rows expand with its toggle. Symbols link to the live options positioning page where FlashAlpha has chain coverage. Implied move is the event component of the front straddle; premium ratio compares it to the median realized move over past reports. No listed options means the company reports but has no options market to read a move from, so the vol columns cannot be computed for it. Awaiting history means the move is priced, but the symbol has no past earnings reactions on record yet to compare it against.
What can you do with earnings vol data?
Rank the week's setups
A premium ratio well above 1 means options price a bigger move than the stock has been delivering. That is where event premium sellers start looking - and where buyers demand a thesis.
Price the crush before entry
The expected crush column is the IV haircut long positions must overcome the morning after. If the implied move minus the crush cannot clear your breakeven, the trade is fighting arithmetic.
Check dealer positioning first
Click through to any covered symbol for its live gamma profile. An earnings move into short-gamma dealer positioning travels further than the same surprise into long gamma.
Get this via API
This page merges two calls. The full earnings suite adds per-symbol expected-move decomposition, historical implied-vs-realized moves, IV-crush history, event VRP and dealer positioning scoped to the event expiry.
curl -H "X-Api-Key: YOUR_API_KEY" \
"https://lab.flashalpha.com/v1/earnings/calendar?days=14&importance=3"import requests
r = requests.get(
"https://lab.flashalpha.com/v1/earnings/screener",
params={"sort": "vrp_richest", "days": 14},
headers={"X-Api-Key": "YOUR_API_KEY"},
)
for ev in r.json()["events"]:
print(ev["symbol"], ev["implied_move_pct"], ev["premium_ratio"])Get earnings vol analytics via API
This calendar is free to read. The calendar and expected-move endpoints are Growth tier; the cross-sectional screener, IV-crush history and event VRP are Alpha tier.
See pricingHow these numbers are built
Most earnings calendars stop at the date. The columns here answer the question traders actually ask: what is the event worth in vol terms?
The implied move, decomposed
A raw straddle price overstates the event because it also carries ordinary day-to-day volatility. FlashAlpha splits the front-expiry straddle into the earnings jump and the baseline drift using the SVI term structure on either side of the event: the pre-event expiry carries the jump, the first post-event expiry does not, and the kink between them isolates the event component. The expected move concept page walks through the math.
Premium ratio: implied vs delivered
The ratio divides today's implied move by the median move the stock actually realized across its recent reports. It is the earnings-event version of the volatility risk premium: above 1, options are asking more than history delivered; below 1, they are asking less. The pricing badge classifies the same number into rich, fair and cheap bands.
Expected IV crush
Once the print is out, the uncertainty premium collapses. The crush column reads that collapse forward from today's term structure: the gap between the earnings-loaded front expiry and the settled expiry just after the event, which is the haircut any long-premium position must beat overnight. High-crush names punish naked long options; they are also where calendar structures earn their keep.
Sources and caveats
Event dates, sessions and importance come from the calendar provider and refresh continuously; a small number of dates are estimates until confirmed. Implied moves are computed from live option quotes, so they populate during regular trading hours and stay empty otherwise - an empty cell is honest, not broken. Historical medians need enough past reports with options coverage; newer listings show fewer populated columns.
The natural next step
Pick a symbol and open its positioning page. Dealer positioning shows whether the event lands in long or short gamma, and the volatility dashboard puts the event premium in the context of the name's everyday VRP.
Frequently asked questions
What is an earnings implied move?+
The size of the price swing the options market prices in for the report, read from the straddle expiring just after the event. FlashAlpha additionally splits the raw straddle into the earnings-jump component and baseline drift using the pre-event and post-event term structure, which gives a cleaner event number than a straddle quote alone.
What does the premium ratio mean?+
Implied move divided by the median realized move over past reports. Above 1, the market prices a bigger move than the stock has been delivering - rich event premium. Below 1, cheaper than history. It is a relative-value gauge, not a directional call.
Why are some cells empty?+
They are labelled rather than left blank, so you can tell why. No listed options means the company reports but has no options market to read a move from - common for microcaps and recent listings - so no vol column can be computed. Awaiting history means the move is priced but the symbol has no past earnings reactions on record yet, and the premium ratio needs a realized median to divide by. Implied moves also need live quotes on the expiries straddling the event, so they are freshest during regular trading hours. Nothing is ever shown as zero when the input is simply unavailable.
How often does the calendar refresh?+
The page re-renders every few minutes. Event dates and sessions update as the provider confirms them, and the implied-move and premium-ratio columns track the live options market through the trading day.