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

MRTN (3.5)

Oct. 17, 2022

6.06%

19.47%

LRN (5.7)

Oct. 18, 2022

9.41%

-14.38%

SBNY (2.7)

Oct. 18, 2022

2.98%

-12.31%

UAL (2.3)

Oct. 18, 2022

5.2%

-10.65%

MLI (2.6)

Oct. 18, 2022

6.1%

14.49%

MCRI (3.5)

Oct. 19, 2022

2.81%

-23.13%

PACW (2.3)

Oct. 19, 2022

2.9%

-10.32%

TSLA (2.9)

Oct. 19, 2022

2.48%

10.41%

BKR (2.4)

Oct. 19, 2022

3.18%

-13.57%

WDFC (4.1)

Oct. 19, 2022

18.76%

-15.21%

For more information click here

Symbol

Earning Date

Weekly Implied Movement

CAG (2.0)

Oct. 6, 2022

4.23%

STZ (1.7)

Oct. 6, 2022

3.98%

PEP (0.7)

Oct. 12, 2022

3.50%

BLK (1.3)

Oct. 13, 2022

5.41%

DAL (1.9)

Oct. 13, 2022

7.50%

DPZ (3.0)

Oct. 13, 2022

7.49%

TSM (1.7)

Oct. 13, 2022

6.16%

WBA (2.5)

Oct. 13, 2022

6.66%

C (1.7)

Oct. 14, 2022

6.32%

JPM (1.3)

Oct. 14, 2022

5.54%

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

Aug. 17, 2022 AC

$46.66

@$46.50

$2.46

5.29%

7.15%

$49.37

16.67%

May 18, 2022 AC

$48.36

@$48.50

$3.57

7.36%

-15.17%

$41.72

92.16%

Feb. 16, 2022 AC

$54.25

@$54.00

$3.10

5.74%

5.17%

$55.77

-36.45%

Nov. 17, 2021 AC

$56.76

@$57.00

$2.74

4.81%

-10.0%

$53.63

36.13%

For more information click here

Symbol

Earning Date

Implied Move

Nov. 3, 2022 AC

0.59%

CYBE

Oct. 26, 2022 AC

1.64%

SWCH

Nov. 3, 2022 AC

2.29%

AVLR

Nov. 3, 2022 BO

2.49%

STOR

Nov. 3, 2022 AC

2.86%

EVOP

Nov. 2, 2022 BO

3.44%

AAWW

Nov. 3, 2022 BO

4.17%

ZEN

Oct. 27, 2022 AC

4.24%

LHCG

Nov. 2, 2022 AC

4.28%

PEP

Oct. 12, 2022 BO

4.3%

Symbol

Earning Date

Price

LEGN

Oct. 10, 2022 AC

$41.01

DPZ

Oct. 13, 2022 BO

$335.13

CMC

Oct. 13, 2022 BO

$39.15

WBA

Oct. 13, 2022 BO

$33.16

AZZ

Oct. 11, 2022 BO

$39.86

PNFP

Oct. 11, 2022 AC

$86.79

CAG

Oct. 6, 2022 BO

$33.80

Symbol

Price

Gap Move

No Data Available

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