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 median 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 5
Today 11 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| LLY | Eli Lilly and Co | · | · | · | · | · | |
| DASH | DoorDash Inc | · | · | · | · | · | |
| DIS | Walt Disney Co | AMC | 1.88 | · | · | · | |
| IONQ | IONQ Inc | · | -0.29 | · | · | · | |
| O | Realty Income Corp | · | · | · | · | · | |
| OXY | Occidental Petroleum Corp | · | · | · | · | · | |
| PSX | Phillips 66 | BMO | 6.76 | · | · | · | |
| SHOP | Shopify Inc | · | · | · | · | · | |
| UBER | Uber Technologies Inc | · | · | · | · | · | |
| HUBS | HubSpot Inc | · | · | · | · | · | |
| RIOT | Riot Platforms Inc | · | · | · | · | · |
Thursday, Aug 6
Tomorrow 27 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ABNB | Airbnb Inc | · | · | · | · | · | |
| AFL | Aflac Inc | AMC | 1.80 | · | · | · | |
| CEG | Constellation Energy Corp | · | · | · | · | · | |
| COP | ConocoPhillips | · | · | · | · | · | |
| DDOG | Datadog Inc (Pre-Reincorporation) | · | · | · | · | · | |
| DKNG | Draftkings Inc | · | · | · | · | · | |
| FRT | Federal Realty Investment Trust | AMC | 0.72 | · | · | · | |
| LAMR | Lamar Advertising Co | · | 1.61 | · | · | · | |
| LNG | Cheniere Energy Inc | · | · | · | · | · | |
| MNST | Monster Beverage Corp | · | · | · | · | · | |
| NET | Cloudflare Inc | · | · | · | · | · | |
| ROKU | Roku Inc | · | · | · | · | · | |
| TWLO | Twilio Inc | · | · | · | · | · | |
| WBD | Warner Bros Discovery Inc | · | · | · | · | · | |
| WBHC | Wilson Bank Holding Co | · | · | · | · | · | |
| ZTS | Zoetis Inc | · | · | · | · | · | |
| AKRO | Akero Therapeutics Inc | · | -1.03 | · | · | · | |
| ATMU | Atmus Filtration Technologies Inc | · | 0.78 | · | · | · | |
| CGON | CG Oncology Inc | · | -0.68 | · | · | · | |
| CLMT | Calumet Inc | · | -0.32 | · | · | · | |
| CLSK | CleanSpark Inc | · | · | · | · | · | |
| CORZ | Core Scientific Inc | · | -0.07 | · | · | · | |
| FRHC | Freedom Holding Corp | · | · | · | · | · | |
| MARA | MARA Holdings Inc | · | 0.38 | · | · | · | |
| NXST | Nexstar Media Group Inc | · | 6.82 | · | · | · | |
| RGTI | Rigetti Computing Inc | · | -0.05 | · | · | · | |
| TTD | Trade Desk Inc | · | · | · | · | · |
Friday, Aug 7
6 reportsMonday, Aug 10
40 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| APGE | Apogee Therapeutics Inc | · | -1.09 | · | · | · | |
| AS | Amer Sports Inc | BMO | 0.11 | · | · | · | |
| CAH | Cardinal Health Inc | AMC | 2.43 | · | · | · | |
| JBS | Jbs NV | · | 0.38 | · | · | · | |
| LITE | Lumentum Holdings Inc | AMC | 2.97 | · | · | · | |
| SE | Sea Ltd | · | 0.82 | · | · | · | |
| SPG | Simon Property Group Inc | · | · | · | · | · | |
| TME | Tencent Music Entertainment Group | BMO | 1.63 | · | · | · | |
| AAON | Aaon Inc | · | 0.50 | · | · | · | |
| ACHR | Archer Aviation Inc | · | -0.35 | · | · | · | |
| ARIS | Aris Gold Corp | · | 0.61 | · | · | · | |
| BHVN | Biohaven Ltd | · | -0.74 | · | · | · | |
| BKV | BKV Corp | · | 0.29 | · | · | · | |
| BLTE | Belite Bio Inc | · | -0.80 | · | · | · | |
| BRUN | Boost Run Inc | · | · | · | · | · | |
| CAI | Caris Life Sciences Inc | · | 0.01 | · | · | · | |
| CE | Celanese Corp | AMC | 2.25 | · | · | · | |
| CNTA | Centessa Pharmaceuticals PLC | · | -0.41 | · | · | · | |
| DDS | Dillard's Inc | · | 4.35 | · | · | · | |
| DNLI | Denali Therapeutics Inc | · | -0.68 | · | · | · | |
| ECO | Okeanis Eco Tankers Corp | · | 1.63 | · | · | · | |
| ERAS | Erasca Inc | AMC | -0.12 | · | · | · | |
| ETOR | eToro Group Ltd | · | 0.64 | · | · | · | |
| FINN | First National of Nebraska Inc | · | · | · | · | · | |
| GRDN | Guardian Pharmacy Services Inc | · | 0.27 | · | · | · | |
| HI | Hillenbrand Inc | · | 0.60 | · | · | · | |
| HIMS | Hims & Hers Health Inc | · | · | · | · | · | |
| INTA | Intapp Inc | AMC | 0.37 | · | · | · | |
| KYMR | Kymera Therapeutics Inc | · | -0.70 | · | · | · | |
| LEGN | Legend Biotech Corp | BMO | 0.09 | · | · | · | |
| LGN | Legence Corp | · | 0.36 | · | · | · | |
| LIF | Life360 Inc | · | 0.03 | · | · | · | |
| LQDA | Liquidia Corp | BMO | 0.80 | · | · | · | |
| MAC | Macerich Co | · | -0.06 | · | · | · | |
| RAL | Ralliant Corp | · | 0.63 | · | · | · | |
| SLS | Sellas Life Sciences Group Inc | · | -0.05 | · | · | · | |
| TBBB | Bbb Foods Inc | AMC | -4.12 | · | · | · | |
| TDS | Telephone and Data Systems Inc | · | 0.01 | · | · | · | |
| TSHA | Taysha Gene Therapies Inc | · | -0.12 | · | · | · | |
| XENE | Xenon Pharmaceuticals Inc | AMC | -1.16 | · | · | · |
Tuesday, Aug 11
7 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| SMCI | Super Micro Computer Inc | · | · | · | · | · | |
| CEP | Twenty One Capital Inc | · | · | · | · | · | |
| IFS | Intercorp Financial Services Inc | · | 1.46 | · | · | · | |
| LOAR | Loar Holdings Inc | · | 0.32 | · | · | · | |
| MRX | Marex Group PLC | · | 1.27 | · | · | · | |
| PAGS | PagSeguro Digital Ltd | · | 2.00 | · | · | · | |
| SPNS | Sapiens International Corporation NV | · | 0.40 | · | · | · |
Wednesday, Aug 12
69 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| CSCO | Cisco Systems Inc | AMC | 1.19 | · | · | · | |
| SNDK | Sandisk Corp | · | 34.29 | · | · | · | |
| BROS | Dutch Bros Inc | AMC | 0.30 | · | · | · | |
| CART | Maplebear Inc | AMC | 0.55 | · | · | · | |
| CPAY | Corpay Inc | AMC | 6.70 | · | · | · | |
| CRL | Charles River Laboratories International Inc | BMO | 2.76 | · | · | · | |
| DOCN | DigitalOcean Holdings Inc | BMO | 0.26 | · | · | · | |
| KVUE | Kenvue Inc | BMO | 0.33 | · | · | · | |
| NYT | New York Times Co | · | 0.67 | · | · | · | |
| QXO | QXO Inc | · | 0.08 | · | · | · | |
| RPRX | Royalty Pharma PLC | · | 1.32 | · | · | · | |
| RVMD | Revolution Medicines Inc | AMC | -2.00 | · | · | · | |
| SMMT | Summit Therapeutics Inc | · | -0.28 | · | · | · | |
| UHAL | U-Haul Holding Co | · | 0.77 | · | · | · | |
| VG | Venture Global Inc | · | 0.48 | · | · | · | |
| ADMA | ADMA Biologics Inc | · | 0.18 | · | · | · | |
| AGO | Assured Guaranty Ltd | · | 1.53 | · | · | · | |
| ASTH | Astrana Health Inc | · | 0.34 | · | · | · | |
| AVT | Avnet Inc | AMC | 1.79 | · | · | · | |
| AXGN | AxoGen Inc | · | 0.13 | · | · | · | |
| BCO | Brinks Co | · | 2.07 | · | · | · | |
| BETA | BETA Technologies Inc | · | -0.56 | · | · | · | |
| BHF | Brighthouse Financial Inc | AMC | 4.89 | · | · | · | |
| BLBD | Blue Bird Corp | · | 1.33 | · | · | · | |
| BXSL | Blackstone Secured Lending Fund | · | 0.68 | · | · | · | |
| CALY | Callaway Golf Co | · | 0.36 | · | · | · | |
| CELC | Celcuity Inc | AMC | -1.13 | · | · | · | |
| CENT | Central Garden & Pet Co | · | 1.56 | · | · | · | |
| CLBT | Cellebrite DI Ltd | · | 0.11 | · | · | · | |
| CPRX | Catalyst Pharmaceuticals Inc | · | 0.49 | · | · | · | |
| DAVE | Dave Inc | · | 3.75 | · | · | · | |
| DHT | DHT Holdings Inc | AMC | 1.11 | · | · | · | |
| DOX | Amdocs Ltd | · | 1.86 | · | · | · | |
| EAT | Brinker International Inc | AMC | 3.11 | · | · | · | |
| ENS | EnerSys | · | 2.85 | · | · | · | |
| HGV | Hilton Grand Vacations Inc | · | 1.11 | · | · | · | |
| HSAI | Hesai Group | · | 0.58 | · | · | · | |
| IBRX | Immunitybio Inc | · | -0.09 | · | · | · | |
| IMVT | Immunovant Inc | · | -0.63 | · | · | · | |
| INGM | Ingram Micro Holding Corp | · | 0.74 | · | · | · | |
| INSW | International Seaways Inc | BMO | 4.93 | · | · | · | |
| JOBY | Joby Aviation Inc | · | -0.24 | · | · | · | |
| KEEL | Keel Infrastructure Corp | · | -0.07 | · | · | · | |
| KGS | Kodiak Gas Services Inc | · | 0.68 | · | · | · | |
| KMT | Kennametal Inc | BMO | 2.33 | · | · | · | |
| KNTK | Kinetik Holdings Inc | AMC | 0.22 | · | · | · | |
| KVYO | Klaviyo Inc | · | 0.19 | · | · | · | |
| LB | LandBridge Co LLC | · | 0.45 | · | · | · | |
| LFST | LifeStance Health Group Inc | BMO | 0.04 | · | · | · | |
| LYFT | Lyft Inc | AMC | 0.15 | · | · | · | |
| NAMS | NewAmsterdam Pharma Company NV | BMO | -0.50 | · | · | · | |
| NIQ | NIQ Global Intelligence PLC | · | 0.21 | · | · | · | |
| OCTV | Octave Intelligence PLC | · | 0.33 | · | · | · | |
| PAYO | Payoneer Global Inc | · | 0.06 | · | · | · | |
| PCVX | Vaxcyte Inc | · | -2.10 | · | · | · | |
| PLGO | Fidelis Insurance Holdings Ltd | AMC | 0.90 | · | · | · | |
| PLSE | Pulse Biosciences Inc | · | -0.37 | · | · | · | |
| PLUG | Plug Power Inc | BMO | -0.08 | · | · | · | |
| PLUS | ePlus inc | · | 1.21 | · | · | · | |
| PRKS | United Parks & Resorts Inc | BMO | 1.72 | · | · | · | |
| RAMP | Liveramp Holdings Inc | · | 0.59 | · | · | · | |
| RCUS | Arcus Biosciences Inc | AMC | -0.92 | · | · | · | |
| RDW | Redwire Corp | · | -0.17 | · | · | · | |
| SGHC | SGHC Ltd | · | 0.23 | · | · | · | |
| SLBT | SL Science Holding Ltd | · | · | · | · | · | |
| SRRK | Scholar Rock Holding Corp | · | -0.86 | · | · | · | |
| TALO | Talos Energy Inc | AMC | 0.23 | · | · | · | |
| TNGX | Tango Therapeutics Inc | · | -0.33 | · | · | · | |
| VIPS | Vipshop Holdings Ltd | · | 3.93 | · | · | · |
Thursday, Aug 13
18 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| AMAT | Applied Materials Inc | AMC | 3.46 | · | · | · | |
| JD | JD.com Inc | · | · | · | · | · | |
| AIT | Applied Industrial Technologies Inc | BMO | 2.95 | · | · | · | |
| BAP | Credicorp Ltd | · | 25.35 | · | · | · | |
| BN | Brookfield Corp | · | 0.69 | · | · | · | |
| COHR | Coherent Corp | AMC | 1.65 | · | · | · | |
| NTES | NetEase Inc | BMO | 15.51 | · | · | · | |
| TPR | Tapestry Inc | AMC | 1.28 | · | · | · | |
| BIRK | Birkenstock Holding PLC | · | 0.77 | · | · | · | |
| CAAP | Corporacion America Airports SA | · | 0.56 | · | · | · | |
| DLO | Dlocal Ltd. | · | 0.19 | · | · | · | |
| EMAT | Evolution Metals & Technologies Corp | · | -0.02 | · | · | · | |
| FIGR | Figure Technology Solutions Inc | · | 0.24 | · | · | · | |
| GLNG | Golar LNG Ltd | · | 0.49 | · | · | · | |
| MSGS | Madison Square Garden Sports Corp | AMC | 0.57 | · | · | · | |
| PVLA | Palvella Therapeutics Inc | · | -1.16 | · | · | · | |
| RNW | Renew Energy Global PLC | · | 0.12 | · | · | · | |
| STNE | StoneCo Ltd | · | 2.45 | · | · | · |
Friday, Aug 14
1 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| MSGE | Madison Square Garden Entertainment Corp | BMO | -0.42 | · | · | · |
Monday, Aug 17
24 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ASTS | AST SpaceMobile Inc | · | -0.26 | · | · | · | |
| FN | Fabrinet | AMC | 3.93 | · | · | · | |
| JKHY | Jack Henry & Associates Inc | AMC | 1.47 | · | · | · | |
| KEYS | Keysight Technologies Inc | AMC | 2.52 | · | · | · | |
| MDT | Medtronic PLC | · | 1.40 | · | · | · | |
| TOL | Toll Brothers Inc | AMC | 2.94 | · | · | · | |
| VIK | Viking Holdings Ltd(Pembroke) | · | 1.27 | · | · | · | |
| WULF | Terawulf Inc | · | -0.23 | · | · | · | |
| AAP | Advance Auto Parts Inc | · | 0.80 | · | · | · | |
| ARX | Accelerant Holdings | · | 0.16 | · | · | · | |
| BILI | Bilibili Inc | · | 1.55 | · | · | · | |
| BTDR | Bitdeer Technologies Group | · | -0.37 | · | · | · | |
| ESTC | Elastic NV | · | 0.60 | · | · | · | |
| FLNC | Fluence Energy Inc | AMC | 0.02 | · | · | · | |
| IQMX | Real Asset Acquisition Corp | · | · | · | · | · | |
| MNDY | monday.com Ltd | BMO | 1.14 | · | · | · | |
| ONDS | Ondas Inc | · | -0.08 | · | · | · | |
| ORKA | Oruka Therapeutics Inc | · | -0.53 | · | · | · | |
| PACS | Pacs Group Inc | · | 0.55 | · | · | · | |
| QMMM | QMMM Holdings Ltd | · | · | · | · | · | |
| RUM | Rumble Inc | · | -0.09 | · | · | · | |
| SION | Sionna Therapeutics Inc | · | -0.66 | · | · | · | |
| USAR | USA Rare Earth Inc | · | -0.13 | · | · | · | |
| YOU | Clear Secure Inc | · | 0.40 | · | · | · |
Tuesday, Aug 18
29 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| HD | Home Depot Inc | · | 4.87 | · | · | · | |
| A | Agilent Technologies Inc | AMC | 1.52 | · | · | · | |
| BIDU | Baidu Inc | BMO | 12.11 | · | · | · | |
| CRCL | Circle Internet Group Inc | · | 0.22 | · | · | · | |
| CRWV | CoreWeave Inc | · | -1.13 | · | · | · | |
| DY | Dycom Industries Inc | BMO | 4.82 | · | · | · | |
| FUTU | Futu Holdings Ltd | · | 21.30 | · | · | · | |
| NDSN | Nordson Corp | AMC | 3.16 | · | · | · | |
| NU | Nu Holdings Ltd. | · | 0.21 | · | · | · | |
| ONON | On Holding AG | BMO | 0.34 | · | · | · | |
| SFD | Smithfield Foods Inc | · | 0.60 | · | · | · | |
| BZ | Kanzhun Ltd | BMO | 2.18 | · | · | · | |
| CAVA | CAVA Group Inc | · | 0.19 | · | · | · | |
| COTY | Coty Inc | AMC | -0.01 | · | · | · | |
| ECG | Everus Construction Group Inc | · | 1.15 | · | · | · | |
| GRAL | Grail Inc | · | -2.71 | · | · | · | |
| HRB | H & R Block Inc | AMC | 2.24 | · | · | · | |
| IHS | IHS Holding Ltd | · | 0.12 | · | · | · | |
| KC | Kingsoft Cloud Holdings Ltd | BMO | -0.57 | · | · | · | |
| KLAR | Klarna Group PLC | · | -0.04 | · | · | · | |
| LUNR | Intuitive Machines Inc | · | -0.10 | · | · | · | |
| MLYS | Mineralys Therapeutics Inc | · | -0.54 | · | · | · | |
| MNR | Mach Natural Resources LP | · | 0.34 | · | · | · | |
| MRCY | Mercury Systems Inc | AMC | 0.40 | · | · | · | |
| NATL | NCR Atleos Corp | · | 0.99 | · | · | · | |
| NESR | National Energy Services Reunited Corp | · | 0.44 | · | · | · | |
| OICT | Oicintra Inc | · | · | · | · | · | |
| PONY | Pony AI Inc | · | -0.15 | · | · | · | |
| XP | XP Inc | · | 2.70 | · | · | · |
Wednesday, Aug 19
26 reports| Symbol | Company | Session | Weight | EPS est. | Implied move | Median crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ADI | Analog Devices Inc | BMO | 3.37 | · | · | · | |
| AMCR | Amcor PLC | AMC | 1.21 | · | · | · | |
| EL | Estee Lauder Companies Inc | AMC | 0.33 | · | · | · | |
| LOW | Lowe's Companies Inc | BMO | 4.29 | · | · | · | |
| PFGC | Performance Food Group Co | AMC | 1.63 | · | · | · | |
| ROST | Ross Stores Inc | · | 1.96 | · | · | · | |
| SNPS | Synopsys Inc | · | 3.74 | · | · | · | |
| TGT | Target Corp | · | 2.27 | · | · | · | |
| TJX | TJX Companies Inc | · | 1.20 | · | · | · | |
| WDAY | Workday Inc | AMC | 2.66 | · | · | · | |
| ALMS | Alumis Inc | · | -0.74 | · | · | · | |
| BILL | BILL Holdings Inc | AMC | 0.72 | · | · | · | |
| ELVN | Enliven Therapeutics Inc | · | -0.41 | · | · | · | |
| GLBE | Global-E Online Ltd | BMO | 0.22 | · | · | · | |
| IMNM | Immunome Inc | · | -0.53 | · | · | · | |
| KOD | Kodiak Sciences Inc | · | -0.97 | · | · | · | |
| MZTI | Marzetti Co | BMO | 1.42 | · | · | · | |
| NMM | Navios Maritime Partners LP | · | 4.62 | · | · | · | |
| OSIS | OSI Systems Inc | AMC | 3.85 | · | · | · | |
| PHVS | Pharvaris NV | AMC | -0.67 | · | · | · | |
| SARO | StandardAero, Inc. | · | 0.33 | · | · | · | |
| SRAD | Sportradar Group AG | BMO | 0.07 | · | · | · | |
| VNET | VNET Group Inc | · | 1.28 | · | · | · | |
| WOLF | Wolfspeed Inc | AMC | -2.50 | · | · | · | |
| YMM | Full Truck Alliance Co Ltd | · | 1.22 | · | · | · | |
| ZIM | ZIM Integrated Shipping Services Ltd | BMO | -0.33 | · | · | · |
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.
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 median 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.
Median IV crush
Once the print is out, the uncertainty premium collapses. The crush column is the median drop in front-expiry implied volatility across the stock's past reports - 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?+
Implied moves need live option quotes on the expiries straddling the event, so they populate during regular trading hours and only for names with options coverage. Historical columns need enough past reports to compute a median. Empty cells mean the input is genuinely unavailable, not that the number is zero.
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.