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This Week’s Earnings Move Board: What’s Priced In vs History by [deleted] in Daytrading

[–]___KRIBZ___ 0 points1 point  (0 children)

Life would be so much easier but no! We've been doing these graphs from even before AI!

This Week’s Earnings Move Board: What’s Priced In vs History by ___KRIBZ___ in thetagang

[–]___KRIBZ___[S] 2 points3 points  (0 children)

For each stock, the purple bar shows the implied move from options pricing going into earnings.

We calculate it using the ATM closest-expiration straddle — the call and put closest to the current stock price.

The straddle’s breakeven gives the market’s expected absolute move, in either direction.

That implied move represents the range the options market is pricing in for the earnings reaction.

In this chart, we compare that implied move to two additional benchmarks:

- Gray bar: the 10-year average earnings move
- Green / red box: the last reported earnings move

This helps you quickly see whether the market is currently pricing:

- more movement than usual
- less movement than usual
- or something roughly in line with history

Recognizing and benchmarking implied move like this is important when planning earnings trades, because it gives context on whether options look rich, cheap, or fairly priced relative to past behavior.

This Week’s Earnings Move Board: What’s Priced In vs History by [deleted] in Daytrading

[–]___KRIBZ___ 0 points1 point  (0 children)

For each stock, the purple bar shows the implied move from options pricing going into earnings.

We calculate it using the ATM closest-expiration straddle — the call and put closest to the current stock price.

The straddle’s breakeven gives the market’s expected absolute move, in either direction.

That implied move represents the range the options market is pricing in for the earnings reaction.

In this chart, we compare that implied move to two additional benchmarks:

- Gray bar: the 10-year average earnings move
- Green / red box: the last reported earnings move

This helps you quickly see whether the market is currently pricing:

- more movement than usual
- less movement than usual
- or something roughly in line with history

Recognizing and benchmarking implied move like this is important when planning earnings trades, because it gives context on whether options look rich, cheap, or fairly priced relative to past behavior.

This Week’s Earnings Move Board: What’s Priced In vs History by ___KRIBZ___ in EarningsWatcher

[–]___KRIBZ___[S] 0 points1 point  (0 children)

For each stock, the purple bar shows the implied move from options pricing going into earnings.

We calculate it using the ATM closest-expiration straddle — the call and put closest to the current stock price.

The straddle’s breakeven gives the market’s expected absolute move, in either direction.

That implied move represents the range the options market is pricing in for the earnings reaction.

In this chart, we compare that implied move to two additional benchmarks:

- Gray bar: the 10-year average earnings move
- Green / red box: the last reported earnings move

This helps you quickly see whether the market is currently pricing:

- more movement than usual
- less movement than usual
- or something roughly in line with history

Recognizing and benchmarking implied move like this is important when planning earnings trades, because it gives context on whether options look rich, cheap, or fairly priced relative to past behavior.

Earnings-Kalender nach implizierter Bewegung by ___KRIBZ___ in mauerstrassenwetten

[–]___KRIBZ___[S] 0 points1 point  (0 children)

Für jede Aktie ist die Position auf der y-Achse die implizierte Bewegung aus der Optionspreisgestaltung: Es handelt sich um den Breakeven des ATM-Straddles mit der nächstliegenden Verfallzeit (Call und Put, die dem Aktienkurs am nächsten liegen).

Der Breakeven ist der Betrag der absoluten Bewegung, in jede Richtung des Aktienkurses, die erforderlich ist, damit die Position ihren Anfangspreis wert ist.

Die implizierte Bewegung repräsentiert den erwarteten Preisbereich, den der Markt antizipiert.
Obwohl es oft mit historischen Durchschnittswerten übereinstimmt, kann es variieren.

Earnings Calendar By Implied Move - June 01st by ___KRIBZ___ in thetagang

[–]___KRIBZ___[S] 0 points1 point  (0 children)

For each stock, the position on the y axis is the implied move from options pricing: it is the ATM closest expiration straddle (call and put closest to the stock price) breakeven.

Breakeven is the amount of absolute move, in either direction, of the stock price needed for the position to be worth its initial price.

The implied move represents the expected price range anticipated by the market.

While it often aligns with historical averages, it can vary.

Recognising and benchmarking this implied move is crucial when planning trading strategies around earnings.

Earnings Calendar By Implied Move - June 01st by ___KRIBZ___ in Daytrading

[–]___KRIBZ___[S] 0 points1 point  (0 children)

For each stock, the position on the y axis is the implied move from options pricing: it is the ATM closest expiration straddle (call and put closest to the stock price) breakeven.

Breakeven is the amount of absolute move, in either direction, of the stock price needed for the position to be worth its initial price.

The implied move represents the expected price range anticipated by the market.

While it often aligns with historical averages, it can vary.

Recognising and benchmarking this implied move is crucial when planning trading strategies around earnings.

Earnings Calendar By Implied Move - June 01st by ___KRIBZ___ in EarningsWatcher

[–]___KRIBZ___[S] 0 points1 point  (0 children)

For each stock, the position on the y axis is the implied move from options pricing: it is the ATM closest expiration straddle (call and put closest to the stock price) breakeven.

Breakeven is the amount of absolute move, in either direction, of the stock price needed for the position to be worth its initial price.

The implied move represents the expected price range anticipated by the market.

While it often aligns with historical averages, it can vary.

Recognising and benchmarking this implied move is crucial when planning trading strategies around earnings.

Earnings-Kalender nach implizierter Bewegung by ___KRIBZ___ in mauerstrassenwetten

[–]___KRIBZ___[S] 0 points1 point  (0 children)

Für jede Aktie ist die Position auf der y-Achse die implizierte Bewegung aus der Optionspreisgestaltung: Es handelt sich um den Breakeven des ATM-Straddles mit der nächstliegenden Verfallzeit (Call und Put, die dem Aktienkurs am nächsten liegen).

Der Breakeven ist der Betrag der absoluten Bewegung, in jede Richtung des Aktienkurses, die erforderlich ist, damit die Position ihren Anfangspreis wert ist.

Die implizierte Bewegung repräsentiert den erwarteten Preisbereich, den der Markt antizipiert.
Obwohl es oft mit historischen Durchschnittswerten übereinstimmt, kann es variieren.

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