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.
Monday, Sep 21
Tomorrow 4 reports · 2 pricedTuesday, Sep 22
4 reports · 3 pricedWednesday, Sep 23
5 reports · 5 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| GIS | General Mills Inc | · | 0.73 | ±4.4% | −5.2% |
1.43x
|
|
| PAYX | Paychex Inc | · | 1.35 | ±9.0% | −9.2% |
2.83x
|
|
| SNX | TD Synnex Corp | BMO | 4.67 | ±2.7% | −0.1% |
0.57x
|
|
| W | Wayfair Inc | BMO | 0.73 | ±3.9% | −2.7% |
0.87x
|
|
| MANU | Manchester United PLC | BMO | -0.10 | ±39.6% | · |
11.22x
|
Thursday, Sep 24
3 reports · 3 pricedMonday, Sep 28
4 reports · 4 pricedTuesday, Sep 29
5 reports · 4 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| AIR | AAR Corp | · | 1.33 | ±12.5% | · |
2.90x
|
|
| CAG | Conagra Brands Inc | · | 0.29 | ±7.7% | −20.4% |
1.65x
|
|
| KMX | Carmax Inc | · | 0.71 | ±9.9% | −12.5% |
3.32x
|
|
| NG | NovaGold Resources Inc | · | -0.07 | ±32.7% | −11.2% |
4.15x
|
|
| CALM | Cal-Maine Foods Inc | · | -0.05 | No listed options |
Thursday, Oct 1
5 reports · 2 priced| Symbol | Company | Session | Weight | EPS est. | Implied move | Expected crush | Event pricing |
|---|---|---|---|---|---|---|---|
| ACN | Accenture PLC | AMC | 3.21 | · | −37.3% | · | |
| MKC | McCormick & Company Inc | BMO | 0.76 | ±6.4% | −2.4% |
3.12x
|
|
| NKE | Nike Inc | · | 0.45 | ±11.6% | −45.5% |
2.05x
|
|
| AYI | Acuity Inc | BMO | 5.72 | No listed options | |||
| MHD | BlackRock MuniHoldings Fund Inc | · | · | 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.