Biggest Expected Earnings MovesOptions Implied vs What Stocks Actually Did
0 upcoming reports have a reliable options-implied move. Each is compared with the stock's average absolute move over its last reported quarters, so you can see where the market is paying up for volatility and where it is not.
Updated Oct 9, 2026 2:24 PM ET
565
Reports
116
Before Open
94
After Close
0
With Expected Move
Reliable Beaters
EPS beat in at least 85% of their last reports (8+ quarters).
Expected move is the price of the nearest at-the-money straddle that expires after the report, divided by the share price. It is only shown when the quotes are liquid and tight. Avg move is the average absolute close-to-close move of the first session that reflects each of the last reports. Beat rate counts quarters where EPS exceeded the consensus estimate; quarters where Yahoo and Finnhub disagree on beat versus miss are shown as "sources differ" and left out of the rate. Rich / cheap compares expected move with average move (1.25x and above is rich, 0.80x and below is cheap). Report times marked with a dashed badge are the company's usual pattern, not a confirmed time. Information only, not investment advice.
Frequently Asked Questions
It is the price of the nearest at-the-money straddle that expires after the report, divided by the share price. It estimates the size of the move (up or down) the options market is pricing in, not its direction.
We compare it with the stock's average absolute one-day move across its last reported quarters. A ratio of 1.25 or more is labelled rich (the market expects more than history delivered), 0.80 or less cheap.
Dates, estimates and results come from Finnhub and Yahoo Finance. Beat rates, average moves and stock reactions are computed by Tickzen from each company's reported history; implied moves come from listed option prices. This is information, not investment advice.
