Earnings implied move calculator & database

Know the move. Keep the context.

Turn a call and a put into a clear earnings range, recalculated as you type. Then compare it with what actually happened.

Your implied move

Manual scenario · USD
±8%
100% of straddle±$8.00 / share
Lower range$92.00
Stock price$100.00
Upper range$108.00
A premium-based range, not a forecast or confidence interval.
($4.20 call + $3.80 put) × 100%÷ $100.00 stock price
Combined premium / share$8.00
100-share contract · before costs$800.00
Edit quote inputs
Breakevens & both conventionsInspect the math

The range is centered on stock price. Expiration breakevens use the shared strike and full premium, regardless of the selected convention.

Expiration breakevens · before costs$92.00 / $108.00
Both straddle conventions
ConventionPrice rangeImplied move
100% of straddle$92.00 – $108.00±8%
85% of straddle$93.20 – $106.80±6.8%
Volatility & skew contextAssumption-based
Implied / historical volatility1.29×

45% IV / 35% HV · Rich vs. realized history

Normal approximation · 3 days95.01%

Modeled probability inside the range; not calibrated to an earnings event.

All volatility inputs are your assumptions. A normal-return approximation can understate event tail risk. Neither it nor a historical hit rate predicts the next report.

02 / CHECK THE EVIDENCE

The event ledger.

What was priced. What actually moved. These records do not set your manual quote above.

Synthetic examples · Synthetic examples for product demonstration. Not real issuers, funds, events, or market observations. Data details

Synthetic examples · Reference Sep 11, 2026Range uses 100% of straddle
Completed events9 / 9 loaded
Average absolute move7.89%
Outside the implied range66.67%

Example statistics, not market history. 33.33% stayed inside.

[-] Each bracket is ±1× the implied move. A triangle marks a realized move beyond ±2×.

Earnings implied and realized moves. Synthetic examples. Select a company to inspect its raw quotes.
CompanyEvent · UTC[-] Implied / ● realizedImplied ±RealizedRangeEvidence
Aug 11, 2026Event · UTCImplied ±7.4%Realized-7%0.95× impliedInsideSynthetic
Aug 11, 2026Event · UTCImplied ±5%Realized+6%1.2× impliedOutsideSynthetic
Aug 11, 2026Event · UTCImplied ±6.2%Realized+8.5%1.37× impliedOutsideSynthetic
May 11, 2026Event · UTCImplied ±6.19%Realized+11%1.78× impliedOutsideSynthetic
May 11, 2026Event · UTCImplied ±7.41%Realized-3%0.41× impliedInsideSynthetic
May 11, 2026Event · UTCImplied ±5%Realized+4%0.8× impliedInsideSynthetic
Feb 11, 2026Event · UTCImplied ±5%Realized+5.5%1.1× impliedOutsideSynthetic
Feb 11, 2026Event · UTCImplied ±6.2%Realized+12%1.94× impliedOutsideSynthetic
Feb 11, 2026Event · UTCImplied ±7.4%Realized-14%1.89× impliedOutsideSynthetic

Exports include every filtered event, its raw quotes, source URL and data classification, not just the visible page.

Dataset options

Imports stay in this tab. Maximum 2 MB / 5,000 rows. Only import data you have permission to use.

The printed ledger contains the visible page only. Export for every matching event. Manual quotes and synthetic examples are not live market observations.

A calculator, not a live options feed. Bundled event history is synthetic. The stock-price prefill above and the filings list below use free public reference data when reachable, and fall back silently otherwise.

Data & sources

ONE QUESTION. THREE STEPS.

What move is
priced in?

Inspect the methodology
  1. 01

    Start with the same snapshot.

    Stock price, call and put. Same strike and expiry; quotes taken before the announcement.

  2. 02

    Read the range. Not a prediction.

    See the implied percentage, price bounds and full-premium breakevens, without mixing them up.

  3. 03

    Keep the evidence beside the result.

    Compare implied and realized moves. Inspect timestamps, preserve pending events and export source-linked records.

LIVE REFERENCE

Recent 8-K filings.

Earnings-adjacent filings, not an earnings calendar. Loads from SEC EDGAR when reachable.

Most recent 8-K on SEC EDGAR: LAKELAND FINANCIAL CORP, filed 2026-11-10 (source: SEC EDGAR - Latest Filings, as of 2026-11-10)

FIELD NOTES

Understand the number.

All guides
01

How to calculate an earnings implied move

Turn a call and put premium into a transparent event range.

02

Compare implied and realized earnings moves

Avoid look-ahead bias and mismatched return windows.

03

Why the right earnings direction can still lose money

Premium, timing, and volatility matter as much as the stock’s direction.

SEC filing-date reference 10-Q / 10-K · not an earnings calendar

Recent 10-Q/10-K filing dates (SEC EDGAR, reference)

When earnings-period filings have historically landed for a set of large caps, not a prediction of the next earnings date.

Recent 10-Q and 10-K filing dates by ticker
TickerFiling 1Filing 2Filing 3Filing 4Typical gap (days)
AAPL2026-07-312026-05-012026-01-302025-10-3191
MSFT2026-07-292026-04-292026-01-282025-10-2991
AMZN2026-07-312026-04-302026-02-062025-10-3191
GOOGL2026-07-232026-04-302026-02-052025-10-3090
META2026-07-302026-04-302026-01-292025-10-3091
NVDA2026-08-262026-05-202026-02-252025-11-1992
TSLA2026-07-232026-04-232026-01-292025-10-2391
JPM2026-08-062026-05-012026-02-132025-11-0492
JNJ2026-07-232026-04-222026-02-112025-10-2291
XOM2026-08-032026-05-042026-02-182025-11-0391
WMT2026-08-282026-05-292026-03-132025-12-0390
NFLX2026-07-172026-04-172026-01-232025-10-2291
KO2026-07-292026-04-302026-02-202025-10-2392
PEP2026-10-082026-07-092026-04-162026-02-0387
DIS2026-08-052026-05-062026-02-022025-11-1390
BA2026-07-282026-04-222026-01-302025-10-2992
CAT2026-08-052026-05-062026-02-132025-11-0391
CVX2026-08-062026-05-072026-02-242025-11-0691
HD2026-08-252026-05-272026-03-182025-11-2592
MCD2026-08-072026-05-072026-02-242025-11-0591
NKE2026-10-022026-07-152026-04-012025-12-3091
INTC2026-07-242026-04-242026-01-232025-11-0690
AMD2026-08-052026-05-062026-02-042025-11-0592
CRM2026-08-272026-05-282026-03-022025-12-0490
ADBE2026-09-222026-06-152026-03-252026-01-1588
ORCL2026-09-112026-06-222026-03-112025-12-1191
CSCO2026-09-022026-05-192026-02-172025-11-1893
V2026-07-292026-04-292026-01-302025-11-0689
MA2026-07-302026-04-302026-02-112025-10-3091
PYPL2026-07-282026-05-052026-02-032025-10-2891
UNH2026-08-102026-05-052026-03-022025-10-2892
PFE2026-08-042026-05-052026-02-262025-11-0491
MRK2026-08-072026-05-042026-02-242025-11-0591
ABBV2026-08-032026-05-082026-02-202025-11-0491
T2026-07-222026-04-272026-02-092025-10-3190
VZ2026-07-312026-05-012026-02-172025-10-2992
IBM2026-07-232026-04-232026-02-242025-10-2390
GE2026-07-162026-04-212026-01-292025-10-2190
F2026-07-292026-04-302026-02-112025-10-2491
GM2026-07-212026-04-282026-01-272025-10-2191
SBUX2026-07-292026-04-282026-01-282025-11-1488
COST2026-10-072026-06-032026-03-112025-12-1794
TGT2026-08-282026-05-292026-03-112025-11-2691
LOW2026-08-272026-05-282026-03-232025-11-2691
UPS2026-08-052026-05-062026-02-172025-11-0591
FDX2026-07-202026-03-192025-12-182025-09-1896
GS2026-08-032026-05-012026-02-252025-10-3192
BAC2026-07-312026-05-012026-02-252025-10-3191
WFC2026-07-282026-04-292026-02-242025-10-3190
C2026-08-062026-05-072026-02-202025-11-0691
MS2026-08-042026-05-052026-02-192025-11-0391
QCOM2026-07-292026-04-292026-02-042025-11-0590
TXN2026-07-242026-04-242026-02-062025-10-2391
AVGO2026-09-102026-06-092026-03-112025-12-1890
UBER2026-08-052026-05-062026-02-132025-11-0492
ABNB2026-08-062026-05-072026-02-122025-11-0691
SHOP2026-08-052026-05-052026-02-112025-11-0490

Source: SEC EDGAR. As of 2026-10-14.

The answer is a range.
The rest is judgment.

Open the full workspace

Tool settings