Optionslam.com: Complete Stocks Earnings Calendar and Historical Options Price Movement

Earnings Index is calculated based on average EVR of all the stocks under S&P500 index at the earnings.

EVR is a weighted average which accurately assesses how sensitive an individual stock is to its earnings announcement. For more details, please visit here

Historical EVR chart is also presented at each stock page to illustrate earnings volatility changes.

Symbol

Earning Date

Price Movement

Short Interest

Last Earning

SMTC (2.7)

Dec. 1, 2021

1.46%

11.95%

PVH (3.2)

Dec. 1, 2021

3.86%

16.0%

NCNO (4.6*)

Dec. 1, 2021

9.0%

19.03%

FIVE (3.3)

Dec. 1, 2021

3.0%

-14.03%

EH (4.7*)

Dec. 2, 2021

None%

-10.76%

ASAN (6.0*)

Dec. 2, 2021

6.73%

16.89%

SWBI (4.5*)

Dec. 2, 2021

7.33%

-13.5%

DOMO (6.4*)

Dec. 2, 2021

4.94%

-12.72%

LE (5.9)

Dec. 2, 2021

9.81%

-12.0%

GWRE (3.2)

Dec. 2, 2021

3.88%

10.56%

For more information click here

Symbol

Earning Date

Weekly Implied Movement

CRWD (3.8*)

Dec. 1, 2021

8.70%

FIVE (3.3)

Dec. 1, 2021

8.80%

OKTA (3.0)

Dec. 1, 2021

8.69%

SNOW (4.7*)

Dec. 1, 2021

8.72%

SPLK (3.7)

Dec. 1, 2021

7.56%

ZS (5.7)

Dec. 1, 2021

9.63%

DG (2.1)

Dec. 2, 2021

5.15%

DOCU (4.2)

Dec. 2, 2021

8.73%

KR (2.1)

Dec. 2, 2021

6.93%

MRVL (2.6)

Dec. 2, 2021

7.90%

For more information click here

Earnings Date

IMPLIED MOVE APPROACHING EARNINGS

Inside or Outside IMPL. Move

Post Earnings: At Market Close

Price

Position

Straddle Cost

Implied move

Max Move

I/O

Price

Return

Oct. 19, 2021 AC

$639.00

@$640.00

$36.50

5.7%

-3.41%

$625.14

-49.7%

July 20, 2021 AC

$531.05

@$530.00

$31.88

6.02%

-4.79%

$513.63

-43.98%

April 20, 2021 AC

$549.57

@$550.00

$36.20

6.58%

-8.36%

$508.90

15.88%

Jan. 19, 2021 AC

$501.77

@$502.50

$32.02

6.37%

18.23%

$586.34

163.43%

For more information click here

Symbol

Earning Date

Implied Move

SAFM

Dec. 16, 2021 BO

3.04%

GIS

Dec. 16, 2021 BO

4.01%

Dec. 1, 2021 BO

4.12%

Dec. 2, 2021 BO

4.31%

BMO

Dec. 3, 2021 BO

4.32%

Dec. 2, 2021 BO

4.33%

COST

Dec. 9, 2021 AC

5.32%

HRL

Dec. 9, 2021 BO

5.63%

ACN

Dec. 16, 2021 BO

5.76%

NDSN

Dec. 15, 2021 AC

6.24%

Symbol

Earning Date

Price

SPLK

Dec. 1, 2021 AC

$121.00

GMS

Dec. 2, 2021 BO

$55.87

IDT

Dec. 7, 2021 AC

$54.28

CDMO

Dec. 7, 2021 AC

$30.56

SIG

Dec. 2, 2021 BO

$97.14

NCNO

Dec. 1, 2021 AC

$62.12

ZUMZ

Dec. 2, 2021 AC

$45.76

UNFI

Dec. 8, 2021 BO

$49.72

IMKTA

Dec. 7, 2021 BO

$76.78

CRWD

Dec. 1, 2021 AC

$217.14

Symbol

Price

Gap Move

AMBA

$0.00

-None%

BIRD

$0.00

-None%

BOX

$0.00

-None%

CRM

$0.00

-None%

EMKR

$0.00

-None%

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