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

PLL (1.2)

Sept. 20, 2021

8.07%

12.67%

SFIX (9.0)

Sept. 21, 2021

19.47%

19.43%

APOG (4.9)

Sept. 21, 2021

3.83%

13.31%

CMTL (4.4)

Sept. 28, 2021

2.45%

-15.78%

UNFI (6.8)

Sept. 28, 2021

9.26%

-21.19%

BBBY (7.2)

Sept. 29, 2021

43.51%

31.39%

EPAC (4.3*)

Sept. 29, 2021

2.51%

12.72%

IDT (6.9)

Sept. 30, 2021

4.29%

19.37%

SGH (4.4)

Sept. 30, 2021

16.57%

22.79%

NAPA (7.9*)

Oct. 4, 2021

8.99%

18.7%

For more information click here

Symbol

Earning Date

Weekly Implied Movement

LEN (2.6)

Sept. 20, 2021

5.43%

ADBE (1.9)

Sept. 21, 2021

4.41%

AZO (1.8)

Sept. 21, 2021

4.31%

FDX (3.0)

Sept. 21, 2021

5.23%

SFIX (9.0)

Sept. 21, 2021

16.50%

ACN (2.1)

Sept. 23, 2021

3.68%

COST (1.2)

Sept. 23, 2021

2.99%

NKE (2.9)

Sept. 23, 2021

5.73%

MU (2.7)

Sept. 28, 2021

6.99%

KMX (2.8)

Sept. 30, 2021

6.95%

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

July 29, 2021 AC

$83.74

@$84.00

$5.08

6.05%

5.21%

$86.04

-56.1%

April 29, 2021 AC

$87.29

@$87.50

$4.89

5.59%

-12.46%

$76.53

126.38%

Feb. 25, 2021 AC

$81.40

@$80.00

$6.43

8.04%

-3.82%

$81.02

-71.38%

Oct. 27, 2020 AC

$82.39

@$83.50

$6.35

7.58%

18.86%

$0.00

None%

For more information click here

Symbol

Earning Date

Implied Move

PEP

Oct. 5, 2021 BO

3.7%

COST

Sept. 23, 2021 AC

4.43%

PGR

Oct. 13, 2021 BO

4.75%

PAYX

Sept. 30, 2021 BO

5.08%

MKC

Sept. 30, 2021 BO

5.1%

GIS

Sept. 22, 2021 BO

5.26%

ACN

Sept. 23, 2021 BO

5.34%

JPM

Oct. 13, 2021 BO

5.35%

WNS

Oct. 14, 2021 BO

5.43%

UNH

Oct. 13, 2021 BO

5.46%

Symbol

Earning Date

Price

SFIX

Sept. 21, 2021 AC

$35.51

DRI

Sept. 23, 2021 BO

$149.43

FDX

Sept. 21, 2021 AC

$255.22

ACN

Sept. 23, 2021 BO

$335.40

LEN

Sept. 20, 2021 AC

$101.28

NKE

Sept. 23, 2021 AC

$156.42

PRGS

Sept. 23, 2021 AC

$46.09

AIR

Sept. 23, 2021 AC

$31.91

CNXC

Sept. 27, 2021 AC

$166.88

JOBS

Sept. 23, 2021 BO

$71.62

Symbol

Price

Gap Move

No Data Available

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