This week's earnings: implied move vs. history
Reporters 2026-10-15 – 2026-10-22. Is the options market pricing a bigger or smaller move than usual?
| Ticker | Date | Implied | Hist. avg move | Implied ÷ avg | Beat implied |
|---|---|---|---|---|---|
| AA | 2026-10-15 AMC | ±6.5% | 8.2% | 0.79× | 5/16 |
| BK | 2026-10-15 BMO | — | 4.8% | — | 3/16 |
| CMC | 2026-10-15 BMO | ±5.3% | 7.4% | 0.72× | 3/17 |
| CNS | 2026-10-15 AMC | ±6.4% | 4.4% | 1.45× | 1/16 |
| ERIC | 2026-10-15 BMO | ±9.1% | 3.3% | 2.76× | 2/16 |
| FHN | 2026-10-15 BMO | ±5.8% | 4.2% | 1.38× | 3/16 |
| IBKR | 2026-10-15 AMC | ±4.7% | 5.1% | 0.92× | 6/16 |
| INDB | 2026-10-15 AMC | ±6.5% | 5.8% | 1.12× | 3/16 |
| JBHT | 2026-10-15 AMC | ±6.1% | 5.5% | 1.11× | 7/16 |
| MMC | 2026-10-15 BMO | — | 3.7% | — | 3/15 |
| PLD | 2026-10-15 BMO | ±3.9% | 3.6% | 1.08× | 5/16 |
| PNC | 2026-10-15 BMO | ±4.2% | 3.7% | 1.14× | 4/16 |
| SCHW | 2026-10-15 BMO | ±4.1% | 4.8% | 0.85× | 4/16 |
| SFNC | 2026-10-15 AMC | ±6.1% | 5.3% | 1.15× | 0/15 |
| TSM | 2026-10-15 BMO | ±4.2% | 4.9% | 0.86× | 3/16 |
| USB | 2026-10-15 BMO | ±4.1% | 4.0% | 1.02× | 5/16 |
| WIT | 2026-10-15 BMO | — | 3.6% | — | 0/14 |
| CFG | 2026-10-16 BMO | ±7.6% | 4.6% | 1.65× | 4/17 |
| MTB | 2026-10-16 BMO | ±7.1% | 4.7% | 1.51× | 3/16 |
| RF | 2026-10-16 BMO | ±7.4% | 4.1% | 1.80× | 3/16 |
| TFC | 2026-10-16 BMO | ±7.7% | 4.1% | 1.88× | 4/16 |
| TRV | 2026-10-16 BMO | ±6.3% | 4.8% | 1.31× | 7/16 |
| AGNC | 2026-10-19 AMC | ±4.6% | 2.8% | 1.64× | 2/16 |
| CLF | 2026-10-19 BMO | ±12.6% | 11.8% | 1.07× | 9/16 |
| CB | 2026-10-20 AMC | ±5.9% | 3.8% | 1.55× | 3/16 |
| COF | 2026-10-20 AMC | ±6.0% | 5.5% | 1.09× | 4/16 |
| GE | 2026-10-20 BMO | ±6.3% | 7.0% | 0.90× | 7/16 |
| GM | 2026-10-20 BMO | ±6.7% | 6.3% | 1.06× | 8/16 |
| HAL | 2026-10-20 BMO | ±5.9% | 4.5% | 1.31× | 4/16 |
| ISRG | 2026-10-20 AMC | ±8.0% | 7.1% | 1.13× | 7/17 |
| MMM | 2026-10-20 BMO | ±6.9% | 6.2% | 1.11× | 9/16 |
| NFLX | 2026-10-20 AMC | ±9.0% | 10.5% | 0.86× | 8/16 |
| NLY | 2026-10-20 AMC | ±4.8% | 2.7% | 1.78× | 4/16 |
| NOC | 2026-10-20 BMO | ±7.9% | 5.0% | 1.58× | 6/16 |
| PM | 2026-10-20 BMO | ±5.5% | 5.2% | 1.06× | 8/17 |
| RTX | 2026-10-20 BMO | ±5.6% | 6.2% | 0.90× | 8/16 |
| UAL | 2026-10-20 AMC | ±7.8% | 7.2% | 1.08× | 4/16 |
| ABT | 2026-10-21 BMO | ±5.7% | 4.7% | 1.21× | 7/16 |
| CME | 2026-10-21 BMO | ±4.2% | 3.5% | 1.20× | 5/16 |
| CSX | 2026-10-21 AMC | ±4.6% | 5.1% | 0.90× | 3/16 |
| DHR | 2026-10-21 BMO | ±8.0% | 5.4% | 1.48× | 7/16 |
| ELV | 2026-10-21 BMO | ±9.6% | 6.3% | 1.52× | 7/16 |
| IBM | 2026-10-21 AMC | ±7.8% | 7.1% | 1.10× | 8/16 |
| LRCX | 2026-10-21 AMC | ±9.7% | 7.0% | 1.39× | 7/17 |
| LUV | 2026-10-21 AMC | ±7.7% | 6.7% | 1.15× | 5/16 |
| MCO | 2026-10-21 BMO | ±7.4% | 4.3% | 1.72× | 2/17 |
| NEE | 2026-10-21 BMO | ±4.0% | 3.6% | 1.11× | 6/16 |
| SAP | 2026-10-21 AMC | ±7.7% | 5.1% | 1.51× | 4/15 |
| T | 2026-10-21 BMO | ±5.2% | 5.3% | 0.98× | 6/16 |
| TMO | 2026-10-21 BMO | ±6.8% | 5.2% | 1.31× | 7/15 |
| TSLA | 2026-10-21 AMC | ±7.5% | 9.6% | 0.78× | 10/16 |
| TXN | 2026-10-21 AMC | ±8.7% | 6.1% | 1.43× | 7/16 |
| AAL | 2026-10-22 BMO | ±7.3% | 7.2% | 1.01× | 6/16 |
| BCS | 2026-10-22 BMO | ±8.4% | 3.0% | 2.80× | 0/8 |
| BX | 2026-10-22 BMO | ±6.5% | 4.7% | 1.38× | 5/16 |
| CMCSA | 2026-10-22 BMO | ±5.9% | 6.1% | 0.97× | 7/16 |
| DOW | 2026-10-22 BMO | ±6.4% | 5.7% | 1.12× | 4/16 |
| HBAN | 2026-10-22 BMO | ±7.4% | 4.2% | 1.76× | 2/16 |
| HON | 2026-10-22 BMO | ±5.9% | 4.2% | 1.40× | 10/16 |
| LMT | 2026-10-22 BMO | ±5.0% | 4.8% | 1.04× | 8/16 |
| NEM | 2026-10-22 AMC | ±6.2% | 5.7% | 1.09× | 8/17 |
| NOK | 2026-10-22 BMO | ±11.0% | 3.3% | 3.33× | 1/16 |
| NSC | 2026-10-22 BMO | ±5.9% | 4.5% | 1.31× | 4/16 |
| PCG | 2026-10-22 BMO | ±6.0% | 3.6% | 1.67× | 4/16 |
| PG | 2026-10-22 BMO | ±4.2% | 3.9% | 1.08× | 5/17 |
| SPOT | 2026-10-22 BMO | ±9.6% | 11.7% | 0.82× | 10/17 |
| UNP | 2026-10-22 BMO | ±4.8% | 5.0% | 0.96× | 8/16 |
| VLO | 2026-10-22 BMO | ±7.3% | 4.6% | 1.59× | 5/17 |
| WDC | 2026-10-22 AMC | ±11.3% | 9.4% | 1.20× | 7/17 |
Get the weekly crush list
Implied vs. historical moves for the week's reporters, every Monday.
Subscribing continues on beehiiv, our newsletter provider. We only use your email to send the newsletter; unsubscribe anytime. No spam, never sold.