recorded since Oct 19 · S&P 500, MidCap 400, Nasdaq-100
Reports scored
0
priced, then measured
Moved more than priced
—
none scored yet
Typical ÷ priced
—
the median report
Priced vs moved
—
on average
Option prices before a report are the market's own estimate of how far the stock will move. Nobody publishes how those estimates turned out, and past option prices can't be looked up afterwards, so this page writes them down as reports come and checks them after. Under 1× means stocks moved less than options priced, which is when selling the move has paid; over 1×, buying it.
EXPM
Scored reports
No report scored yet. Each one is scored once the session after it closes.
The priced move is the at-the-money straddle of the first expiry after the report, as a share of the price, read every few hours until the report (the last reading counts). That expiry can be a few days after the report, so it prices those days too and runs slightly larger than the report alone. The move is the close before the report to the first close after it. Covers the S&P 500, MidCap 400 and Nasdaq-100 stocks with listed options; see each stock's earnings tab for its own history. Not investment advice.