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, Nov 4
Today 199 reports · 93 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ARM | Arm Holdings PLC | · | 0.48 | ±12.4% | · | Awaiting history | |
| AAOI | Applied Optoelectronics Inc | · | 0.14 | ±18.9% | · | Awaiting history | |
| ABNB | Airbnb Inc | AMC | 2.88 | ±10.0% | · | Awaiting history | |
| AFL | Aflac Inc | AMC | 1.86 | ±4.7% | · | Awaiting history | |
| AFRM | Affirm Holdings Inc | · | 0.35 | ±14.8% | · | Awaiting history | |
| AKAM | Akamai Technologies Inc | AMC | 1.72 | ±13.4% | · | Awaiting history | |
| ALL | Allstate Corp | AMC | 6.55 | ±7.2% | · | Awaiting history | |
| AMH | American Homes 4 Rent | AMC | 0.18 | No listed options | |||
| APD | Air Products and Chemicals Inc | AMC | 3.65 | ±6.3% | · | Awaiting history | |
| CDE | Coeur Mining, Inc | · | 0.44 | ±10.2% | · | Awaiting history | |
| CF | CF Industries Holdings Inc | AMC | 3.81 | ±8.5% | · | Awaiting history | |
| CG | Carlyle Group Inc | BMO | 1.12 | ±6.5% | · | Awaiting history | |
| CGNX | Cognex Corp | · | 0.37 | No listed options | |||
| CMI | Cummins Inc | BMO | 8.33 | ±9.2% | · | Awaiting history | |
| COKE | Coca-Cola Consolidated Inc | · | · | No listed options | |||
| COP | ConocoPhillips | BMO | 2.46 | ±4.1% | · | Awaiting history | |
| CPAY | Corpay Inc | AMC | 7.30 | ±8.7% | · | Awaiting history | |
| CPT | Camden Property Trust | AMC | 0.23 | No listed options | |||
| DKNG | Draftkings Inc | AMC | -0.35 | ±11.7% | · | Awaiting history | |
| ECHO | EchoStar Corp | · | 0.13 | ±8.5% | · | Awaiting history | |
| ED | Consolidated Edison Inc | AMC | 2.10 | No listed options | |||
| EOG | EOG Resources Inc | AMC | 4.21 | ±5.5% | · | Awaiting history | |
| EQR | Equity Residential | AMC | 0.38 | No listed options | |||
| ES | Eversource Energy | AMC | 1.06 | No listed options | |||
| EVRG | Evergy Inc | · | 2.24 | No listed options | |||
| EW | Edwards Lifesciences Corp | AMC | 0.76 | ±8.6% | · | Awaiting history | |
| EXPE | Expedia Group Inc | · | 8.90 | ±18.0% | · | Awaiting history | |
| FNF | Fidelity National Financial Inc | · | 1.50 | No listed options | |||
| FROG | Jfrog Ltd | · | 0.24 | ±18.8% | · | Awaiting history | |
| GMED | Globus Medical Inc | · | 1.21 | ±14.2% | · | Awaiting history | |
| GSAT | Globalstar Inc | · | -0.06 | ±22.7% | · | Awaiting history | |
| HUT | Hut 8 Corp | · | · | ±12.4% | · | Awaiting history | |
| IREN | IREN Ltd | · | -0.40 | ±20.4% | · | Awaiting history | |
| ITT | ITT Inc | · | 2.07 | No listed options | |||
| LAMR | Lamar Advertising Co | · | 1.68 | No listed options | |||
| MCHP | Microchip Technology Inc | AMC | 0.95 | ±12.3% | · | Awaiting history | |
| MELI | MercadoLibre Inc | · | 9.55 | ±8.1% | · | Awaiting history | |
| MP | MP Materials Corp | · | 0.03 | ±10.8% | · | Awaiting history | |
| MTD | Mettler-toledo International Inc | AMC | 12.22 | ±9.6% | · | Awaiting history | |
| MTSI | MACOM Technology Solutions Holdings Inc | BMO | 1.95 | ±14.3% | · | Awaiting history | |
| NRG | NRG Energy Inc | · | 3.16 | ±8.3% | · | Awaiting history | |
| NTRA | Natera Inc | AMC | -0.35 | ±14.5% | · | Awaiting history | |
| NVMI | Nova Ltd | · | 2.81 | ±9.8% | · | Awaiting history | |
| NWSA | News Corp | · | 0.27 | No listed options | |||
| ONTO | Onto Innovation Inc | · | 2.25 | ±13.3% | · | Awaiting history | |
| PH | Parker-Hannifin Corp | · | 8.37 | ±7.4% | · | Awaiting history | |
| PTC | PTC Inc | AMC | 1.92 | No listed options | |||
| PTGX | Protagonist Therapeutics Inc | AMC | 1.99 | No listed options | |||
| QCOM | Qualcomm Inc | · | · | ±6.8% | · | Awaiting history | |
| QXO | QXO Inc | · | 0.17 | ±6.3% | · | Awaiting history | |
| RL | Ralph Lauren Corp | · | 4.34 | ±9.8% | · | Awaiting history | |
| ROK | Rockwell Automation Inc | AMC | 3.68 | ±9.4% | · | Awaiting history | |
| SGI | Somnigroup International Inc | BMO | 1.02 | ±12.3% | · | Awaiting history | |
| SNAP | Snap Inc | AMC | 0.26 | No listed options | |||
| SOLV | Solventum Corp | · | 1.38 | ±7.2% | · | Awaiting history | |
| TPR | Tapestry Inc | · | 1.50 | ±13.9% | · | Awaiting history | |
| TTWO | Take-Two Interactive Software Inc | · | 0.95 | ±8.0% | · | Awaiting history | |
| TXRH | Texas Roadhouse Inc | AMC | 1.49 | ±3.5% | · | Awaiting history | |
| USFD | US Foods Holding Corp | BMO | 1.27 | ±4.6% | · | Awaiting history | |
| VTRS | Viatris Inc | · | 0.66 | No listed options | |||
| WBD | Warner Bros Discovery Inc | BMO | -0.01 | No listed options | |||
| WMS | Advanced Drainage Systems Inc | · | 1.88 | No listed options | |||
| WYNN | Wynn Resorts Ltd | AMC | 1.01 | ±8.2% | · | Awaiting history | |
| ALGT | Allegiant Travel Co | BMO | -0.15 | ±6.5% | · | Awaiting history | |
| APPN | Appian Corp | BMO | 0.33 | ±11.7% | · | Awaiting history | |
| AVT | Avnet Inc | · | 1.91 | ±11.5% | · | Awaiting history | |
| BRKR | Bruker Corp | BMO | 0.46 | ±12.3% | · | Awaiting history | |
| BTU | Peabody Energy Corp | BMO | 0.45 | ±8.3% | · | Awaiting history | |
| CAVA | CAVA Group Inc | · | 0.13 | ±14.2% | · | Awaiting history | |
| CC | Chemours Co | · | 0.41 | ±7.0% | · | Awaiting history | |
| CELH | Celsius Holdings Inc | BMO | 0.38 | ±15.3% | · | Awaiting history | |
| CENX | Century Aluminum Co | BMO | 2.68 | ±12.1% | · | Awaiting history | |
| CHRD | Chord Energy Corp | AMC | 5.57 | ±4.0% | · | Awaiting history | |
| CLOV | Clover Health Investments Corp | · | 0.00 | ±7.9% | · | Awaiting history | |
| CNR | Core Natural Resources Inc | BMO | 0.91 | ±7.0% | · | Awaiting history | |
| CRK | Comstock Resources Inc | AMC | 0.07 | ±9.2% | · | Awaiting history | |
| DAVE | Dave Inc | · | 4.41 | ±11.6% | · | Awaiting history | |
| DCO | Ducommun Inc | · | 1.17 | ±14.6% | · | Awaiting history | |
| DOCS | Doximity Inc | · | 0.37 | ±24.5% | · | Awaiting history | |
| EPAM | Epam Systems Inc | BMO | 3.47 | ±11.7% | · | Awaiting history | |
| EXP | Eagle Materials Inc | · | 4.17 | ±5.9% | · | Awaiting history | |
| FIVN | Five9 Inc | AMC | 0.81 | ±15.5% | · | Awaiting history | |
| FOUR | Shift4 Payments, Inc | BMO | 1.50 | ±16.6% | · | Awaiting history | |
| FRPT | Freshpet Inc | · | 0.41 | ±23.0% | · | Awaiting history | |
| GEO | Geo Group Inc | · | 0.31 | ±13.0% | · | Awaiting history | |
| HAE | Haemonetics Corp | · | 1.30 | ±23.2% | · | Awaiting history | |
| HRB | H & R Block Inc | · | -1.44 | ±8.8% | · | Awaiting history | |
| INOD | Innodata Inc | · | 0.19 | ±21.7% | · | Awaiting history | |
| INSW | International Seaways Inc | BMO | 2.00 | ±25.7% | · | Awaiting history | |
| IOVA | Iovance Biotherapeutics Inc | · | -0.11 | ±68.6% | · | Awaiting history | |
| KD | Kyndryl Holdings Inc | · | 0.43 | ±7.3% | · | Awaiting history | |
| LASR | nLIGHT Inc | · | 0.06 | ±18.2% | · | Awaiting history | |
| LGND | Ligand Pharmaceuticals Inc | · | 2.58 | ±16.0% | · | Awaiting history | |
| MATX | Matson Inc | · | 4.86 | ±6.1% | · | Awaiting history | |
| MBX | MBX Biosciences Inc | · | -0.88 | ±41.2% | · | Awaiting history | |
| MTRN | Materion Corp | · | 1.79 | ±15.5% | · | Awaiting history | |
| NKTR | Nektar Therapeutics | AMC | -1.57 | ±38.3% | · | Awaiting history | |
| NN | NextNav Inc | · | -0.11 | ±35.0% | · | Awaiting history | |
| OSCR | Oscar Health Inc | · | -0.22 | ±14.1% | · | Awaiting history | |
| PLNT | Planet Fitness Inc | BMO | 0.81 | ±16.3% | · | Awaiting history | |
| PTON | Peloton Interactive Inc | · | 0.12 | ±18.3% | · | Awaiting history | |
| RIOT | Riot Platforms Inc | · | · | ±10.5% | · | Awaiting history | |
| RUN | Sunrun Inc | AMC | 0.14 | ±19.6% | · | Awaiting history | |
| SMG | Scotts Miracle-Gro Co | AMC | -2.23 | ±3.0% | · | Awaiting history | |
| SMR | Nuscale Power Corp | · | -0.24 | ±12.2% | · | Awaiting history | |
| SOLS | Solstice Advanced Materials Inc | · | 0.73 | ±22.4% | · | Awaiting history | |
| SOUN | SoundHound AI Inc | · | -0.05 | ±17.2% | · | Awaiting history | |
| TXG | 10X Genomics Inc | AMC | -0.26 | ±24.4% | · | Awaiting history | |
| WRBY | Warby Parker Inc | · | 0.13 | ±14.6% | · | Awaiting history | |
| YETI | Yeti Holdings Inc | BMO | 0.88 | ±12.3% | · | Awaiting history | |
| YOU | Clear Secure Inc | · | 0.46 | ±16.9% | · | Awaiting history | |
| ACIW | ACI Worldwide Inc | · | 0.33 | No listed options | |||
| ALRM | Alarm.com Holdings Inc | · | 0.77 | No listed options | |||
| AMLX | Amylyx Pharmaceuticals Inc | · | -0.37 | No listed options | |||
| ARCB | ArcBest Corp | · | 2.39 | No listed options | |||
| ARQT | Arcutis Biotherapeutics Inc | · | 0.06 | No listed options | |||
| ATHM | Autohome Inc | · | 2.36 | No listed options | |||
| AVPT | AvePoint Inc | · | 0.10 | No listed options | |||
| BCRX | BioCryst Pharmaceuticals Inc | BMO | 0.09 | No listed options | |||
| BGC | Bgc Group Inc | · | 0.33 | No listed options | |||
| BIO | Bio Rad Laboratories Inc | AMC | 2.40 | No listed options | |||
| CARG | CarGurus Inc | · | 0.66 | No listed options | |||
| CDTX | Cidara Therapeutics Inc | · | -1.89 | No listed options | |||
| COLD | Americold Realty Trust Inc | · | 0.01 | No listed options | |||
| CON | Concentra Group Holdings Parent Inc | · | 0.43 | No listed options | |||
| CPK | Chesapeake Utilities Corp | · | 0.93 | No listed options | |||
| CRNX | Crinetics Pharmaceuticals Inc | AMC | -1.22 | No listed options | |||
| CRUS | Cirrus Logic Inc | · | 2.48 | No listed options | |||
| CWK | Cushman & Wakefield Ltd | · | 0.36 | No listed options | |||
| DIOD | Diodes Inc | · | 1.08 | No listed options | |||
| DRH | Diamondrock Hospitality Co | · | 0.15 | No listed options | |||
| DXPE | DXP Enterprises Inc | · | 1.82 | No listed options | |||
| ESAB | ESAB Corp | · | 1.52 | No listed options | |||
| EWTX | Edgewise Therapeutics Inc | · | 1.82 | No listed options | |||
| FA | First Advantage Corp | · | 0.35 | No listed options | |||
| FG | F&G Annuities & Life Inc | · | 0.95 | No listed options | |||
| FIGS | Figs Inc | · | 0.07 | No listed options | |||
| G | Genpact Ltd | AMC | 1.07 | No listed options | |||
| GPCR | Structure Therapeutics Inc | AMC | -0.49 | No listed options | |||
| GPOR | Gulfport Energy Corp | AMC | 5.57 | No listed options | |||
| GRND | Grindr Inc | · | 0.15 | No listed options | |||
| GVA | Granite Construction Inc | · | 3.42 | No listed options | |||
| HASI | HA Sustainable Infrastructure Capital Inc | · | 0.74 | No listed options | |||
| HBI | Hanesbrands LLC | · | 0.17 | No listed options | |||
| HCI | Hci Group Inc | · | 2.86 | No listed options | |||
| HIMX | Himax Technologies Inc | · | 0.09 | No listed options | |||
| HRMY | Harmony Biosciences Holdings Inc | · | 1.13 | No listed options | |||
| IBOC | International Bancshares Corp | · | 1.70 | No listed options | |||
| ICUI | ICU Medical Inc | · | 2.17 | No listed options | |||
| IONS | Ionis Pharmaceuticals Inc | · | -1.18 | No listed options | |||
| IRON | Disc Medicine Inc | · | -1.83 | No listed options | |||
| LION | Lionsgate Studios Corp | · | 0.02 | No listed options | |||
| LNTH | Lantheus Holdings Inc | BMO | 1.31 | No listed options | |||
| LPG | Dorian LPG Ltd | · | 2.33 | No listed options | |||
| MDU | MDU Resources Group Inc | · | 0.10 | No listed options | |||
| MGY | Magnolia Oil & Gas Corp | AMC | 0.79 | No listed options | |||
| MLCO | Melco Resorts & Entertainment Ltd | BMO | 0.12 | No listed options | |||
| MNR | Mach Natural Resources LP | · | 0.27 | No listed options | |||
| MRX | Marex Group Ltd | · | 1.25 | No listed options | |||
| MSGE | Madison Square Garden Entertainment Corp | · | -0.26 | No listed options | |||
| MTG | MGIC Investment Corp | AMC | 0.77 | No listed options | |||
| MWA | Mueller Water Products Inc | AMC | 0.39 | No listed options | |||
| NHC | National Healthcare Corp | · | · | No listed options | |||
| NHI | National Health Investors Inc | · | 1.35 | No listed options | |||
| NLST | Netlist Inc | · | 0.61 | No listed options | |||
| NNI | Nelnet Inc | · | 1.87 | No listed options | |||
| NTCT | Netscout Systems Inc | · | 0.71 | No listed options | |||
| NVST | Envista Holdings Corp | AMC | 0.35 | No listed options | |||
| NWE | NorthWestern Energy Group Inc | · | 0.83 | No listed options | |||
| OLED | Universal Display Corp | · | 1.17 | No listed options | |||
| OPEN | Opendoor Technologies Inc | · | -0.13 | No listed options | |||
| OUT | OUTFRONT Media Inc | · | 0.40 | No listed options | |||
| PBH | Prestige Consumer Healthcare Inc | · | 1.09 | No listed options | |||
| PDFS | PDF Solutions Inc | · | 0.33 | No listed options | |||
| PENN | PENN Entertainment Inc | BMO | 0.26 | No listed options | |||
| PLMR | Palomar Holdings Inc | · | 2.64 | No listed options | |||
| PLUS | ePlus inc | · | 1.50 | No listed options | |||
| PRKS | United Parks & Resorts Inc | BMO | 2.03 | No listed options | |||
| PRVA | Privia Health Group Inc | BMO | 0.09 | No listed options | |||
| RAPP | Rapport Therapeutics Inc | · | -1.08 | No listed options | |||
| RCUS | Arcus Biosciences Inc | AMC | -0.95 | No listed options | |||
| RLAY | Relay Therapeutics Inc | · | -0.40 | No listed options | |||
| RXO | RXO Inc | · | 0.06 | No listed options | |||
| SBRA | Sabra Health Care REIT Inc | · | 0.19 | No listed options | |||
| STEP | StepStone Group Inc | · | 0.58 | No listed options | |||
| STGW | Stagwell Inc | · | 0.31 | No listed options | |||
| STVN | Stevanato Group SpA | BMO | 0.16 | No listed options | |||
| SYNA | Synaptics Inc | · | 1.28 | No listed options | |||
| TFX | Teleflex Inc | BMO | 1.92 | No listed options | |||
| TPC | Tutor Perini Corp | AMC | 1.36 | No listed options | |||
| UAA | Under Armour Inc | · | 0.02 | No listed options | |||
| URGN | Urogen Pharma Ltd | · | 0.13 | No listed options | |||
| UWMC | UWM Holdings Corp | BMO | 0.10 | No listed options | |||
| VCEL | Vericel Corp | · | 0.06 | No listed options | |||
| VCTR | Victory Capital Holdings Inc | AMC | 1.99 | No listed options | |||
| WSC | WillScot Holdings Corp | AMC | 0.28 | No listed options | |||
| WTM | White Mountains Insurance Group Ltd | · | · | No listed options | |||
| WU | Western Union Co | AMC | 0.55 | No listed options | |||
| XRAY | DENTSPLY SIRONA Inc | BMO | 0.34 | No listed options |
Thursday, Nov 5
Tomorrow 64 reports · 36 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| TM | Toyota Motor Corp | · | · | ±3.9% | · | Awaiting history | |
| ARW | Arrow Electronics Inc | · | 4.68 | ±8.8% | · | Awaiting history | |
| AU | Anglogold Ashanti PLC | · | 3.41 | ±9.8% | · | Awaiting history | |
| AXON | Axon Enterprise Inc | · | 1.98 | ±13.8% | · | Awaiting history | |
| BAM | BROOKFIELD ASSET MANAGEMENT LTD | BMO | 0.48 | ±4.0% | · | Awaiting history | |
| BIP | Brookfield Infrastructure Partners LP | · | 0.22 | No listed options | |||
| BSY | Bentley Systems, Inc | · | 0.33 | No listed options | |||
| CAH | Cardinal Health Inc | · | 2.90 | ±5.3% | · | Awaiting history | |
| CI | Cigna Group | BMO | 7.84 | ±8.6% | · | Awaiting history | |
| CNH | CNH Industrial NV | BMO | 0.10 | No listed options | |||
| DTE | DTE Energy Co | BMO | 2.48 | No listed options | |||
| DUK | Duke Energy Corp | BMO | 1.94 | ±2.9% | · | Awaiting history | |
| DVN | Devon Energy Corp | AMC | 1.33 | ±6.0% | · | Awaiting history | |
| FRHC | Freedom Holding Corp | · | · | ±11.3% | · | Awaiting history | |
| FWONA | Formula One Group | · | 0.53 | No listed options | |||
| GH | Guardant Health Inc | AMC | -0.33 | ±19.2% | · | Awaiting history | |
| GPN | Global Payments Inc | BMO | 3.64 | ±11.3% | · | Awaiting history | |
| HALO | Halozyme Therapeutics Inc | · | 2.34 | ±7.3% | · | Awaiting history | |
| IRM | Iron Mountain Inc | BMO | 0.62 | ±7.0% | · | Awaiting history | |
| KKR | KKR & Co Inc | BMO | 1.62 | ±5.9% | · | Awaiting history | |
| KMB | Kimberly-Clark Corp | BMO | 1.81 | ±7.8% | · | Awaiting history | |
| KTOS | Kratos Defense and Security Solutions Inc | · | 0.21 | ±12.5% | · | Awaiting history | |
| MNST | Monster Beverage Corp | AMC | 0.61 | ±7.7% | · | Awaiting history | |
| NET | Cloudflare Inc | AMC | 0.33 | ±16.9% | · | Awaiting history | |
| REG | Regency Centers Corp | AMC | 0.61 | No listed options | |||
| SPG | Simon Property Group Inc | · | 1.75 | ±3.7% | · | Awaiting history | |
| TIGO | Millicom International Cellular SA | · | 0.88 | No listed options | |||
| UI | Ubiquiti Inc | · | 4.04 | No listed options | |||
| VSAT | Viasat Inc | · | -0.51 | ±19.1% | · | Awaiting history | |
| WBHC | Wilson Bank Holding Co | · | · | No listed options | |||
| ZTS | Zoetis Inc | BMO | 1.87 | ±11.1% | · | Awaiting history | |
| AAP | Advance Auto Parts Inc | · | 0.87 | ±16.8% | · | Awaiting history | |
| ACLS | Axcelis Technologies Inc | · | 1.10 | ±10.6% | · | Awaiting history | |
| ACMR | ACM Research Inc | · | 0.55 | ±14.5% | · | Awaiting history | |
| AUGO | Aura Minerals Inc | · | 1.53 | ±19.7% | · | Awaiting history | |
| BILL | BILL Holdings Inc | · | 0.77 | ±7.6% | · | Awaiting history | |
| CLMT | Calumet Inc | · | 0.13 | ±15.4% | · | Awaiting history | |
| CORZ | Core Scientific Inc | · | -0.04 | ±18.2% | · | Awaiting history | |
| DJT | Trump Media & Technology Group Corp | · | · | ±17.0% | · | Awaiting history | |
| DK | Delek US Holdings Inc | BMO | 4.17 | ±7.7% | · | Awaiting history | |
| FLR | Fluor Corp | BMO | 0.82 | ±11.5% | · | Awaiting history | |
| IMAX | Imax Corp | · | 0.53 | ±10.6% | · | Awaiting history | |
| IRTC | iRhythm Holdings, Inc | · | 0.09 | ±5.3% | · | Awaiting history | |
| KRMN | Karman Holdings Inc | · | 0.15 | ±14.2% | · | Awaiting history | |
| NXST | Nexstar Media Group Inc | · | 9.28 | ±19.6% | · | Awaiting history | |
| AGM | Federal Agricultural Mortgage Corp | · | 5.33 | No listed options | |||
| APLE | Apple Hospitality REIT Inc | · | 0.24 | No listed options | |||
| ATMU | Atmus Filtration Technologies Inc | · | 0.77 | No listed options | |||
| BIPC | Brookfield Infrastructure Corp | · | 0.28 | No listed options | |||
| CEF | Sprott Physical Gold and Silver Trust | · | · | No listed options | |||
| DNOW | DNOW Inc | · | 0.14 | No listed options | |||
| DV | Doubleverify Holdings Inc | AMC | 0.14 | No listed options | |||
| EE | Excelerate Energy Inc | · | 0.40 | No listed options | |||
| FSK | FS KKR Capital Corp | · | 0.42 | No listed options | |||
| FTDR | Frontdoor Inc | · | 1.81 | No listed options | |||
| HE | Hawaiian Electric Industries Inc | · | 0.22 | No listed options | |||
| HLIO | Helios Technologies Inc | · | 0.70 | No listed options | |||
| INGR | Ingredion Inc | BMO | 2.69 | No listed options | |||
| KTB | Kontoor Brands Inc | · | 1.41 | No listed options | |||
| MAT | Mattel Inc | AMC | 1.04 | No listed options | |||
| MC | Moelis & Co | AMC | 0.78 | No listed options | |||
| RDNT | RadNet Inc | · | 0.26 | No listed options | |||
| SHO | Sunstone Hotel Investors Inc | · | 0.02 | No listed options | |||
| TDS | Telephone and Data Systems Inc | · | 0.10 | No listed options |
Friday, Nov 6
14 reports · 9 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ASND | Ascendis Pharma A/S | AMC | 1.18 | ±6.1% | · | Awaiting history | |
| BEN | Franklin Resources Inc | AMC | 0.72 | No listed options | |||
| CHTR | Charter Communications Inc | · | 10.30 | ±14.8% | · | Awaiting history | |
| ELAN | Elanco Animal Health Inc | BMO | 0.20 | ±10.4% | · | Awaiting history | |
| HUM | Humana Inc | BMO | -0.93 | ±10.4% | · | Awaiting history | |
| MRNA | Moderna Inc | BMO | -1.22 | ±10.1% | · | Awaiting history | |
| VST | Vistra Corp | · | 2.99 | ±8.9% | · | Awaiting history | |
| AMR | Alpha Metallurgical Resources Inc | BMO | -0.75 | ±9.9% | · | Awaiting history | |
| NOG | Northern Oil and Gas Inc | AMC | 0.94 | ±6.3% | · | Awaiting history | |
| OKLO | Oklo Inc | · | -0.24 | ±14.6% | · | Awaiting history | |
| BKD | Brookdale Senior Living Inc | · | -0.03 | No listed options | |||
| DBX | Dropbox Inc | AMC | 0.74 | No listed options | |||
| ESNT | Essent Group Ltd | BMO | 1.89 | No listed options | |||
| TILE | Interface Inc | · | 0.63 | No listed options |
Monday, Nov 9
23 reports · 14 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| DELL | Dell Technologies Inc | · | 4.35 | ±7.1% | · | Awaiting history | |
| AHR | American Healthcare REIT Inc | · | 0.16 | No listed options | |||
| APGE | Apogee Therapeutics Inc | · | -1.17 | No listed options | |||
| ASTS | AST SpaceMobile Inc | · | -0.33 | ±15.2% | · | Awaiting history | |
| BAP | Credicorp Ltd | · | 25.32 | ±11.4% | · | Awaiting history | |
| CEG | Constellation Energy Corp | · | 3.73 | No listed options | |||
| EQX | Equinox Gold Corp | AMC | 0.28 | ±20.0% | · | Awaiting history | |
| JBS | Jbs NV | · | 0.35 | No listed options | |||
| KSPI | Kaspi.kz AO | · | 1496.29 | No listed options | |||
| NBIS | Nebius Group NV | · | -0.90 | ±13.9% | · | Awaiting history | |
| OXY | Occidental Petroleum Corp | AMC | 1.23 | ±3.1% | · | Awaiting history | |
| RKLB | Rocket Lab Corp | · | -0.06 | ±12.5% | · | Awaiting history | |
| TSN | Tyson Foods Inc | AMC | 1.13 | ±3.8% | · | Awaiting history | |
| AAON | Aaon Inc | · | 0.68 | ±12.2% | · | Awaiting history | |
| ABCL | Abcellera Biologics Inc | · | -0.17 | ±13.4% | · | Awaiting history | |
| ACHR | Archer Aviation Inc | · | -0.32 | ±12.0% | · | Awaiting history | |
| BHVN | Biohaven Ltd | · | -0.77 | ±8.8% | · | Awaiting history | |
| BILI | Bilibili Inc | · | 1.82 | ±12.1% | · | Awaiting history | |
| BTDR | Bitdeer Technologies Group | · | -0.34 | ±11.9% | · | Awaiting history | |
| BKV | BKV Corp | · | 0.62 | No listed options | |||
| BLTE | Belite Bio Inc | · | -0.82 | No listed options | |||
| BOBS | Bob's Discount Furniture, Inc | · | 0.28 | No listed options | |||
| BXSL | Blackstone Secured Lending Fund | · | 0.68 | 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.