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Earnings move comparison
What options priced before the report. What the stock did afterward.
Look up a stock to compare its recent earnings reactions with pre-report straddle pricing. See the move at the next close, the opening gap, how much of the implied range it used, and how implied volatility changed after the report.
Explore recent earnings history
Up to eight completed reports per stock.
AAPL
Apple Inc- Average absolute reaction
- 2.76%
- Average implied move
- ±4.02%
- Median IV change
- -25.06%
IV history: 4 of 8 events compared.
1 of 7 comparable reactions exceeded the implied move.
7 of 8 reports comparedNVDA
Nvidia Corp- Average absolute reaction
- 4.15%
- Average implied move
- ±6.97%
- Median IV change
- -24.06%
IV history: 6 of 8 events compared.
1 of 7 comparable reactions exceeded the implied move.
7 of 8 reports comparedTSLA
Tesla- Average absolute reaction
- 8.56%
- Average implied move
- ±7.49%
- Median IV change
- -18.53%
IV history: 5 of 8 events compared.
3 of 7 comparable reactions exceeded the implied move.
7 of 8 reports comparedMSFT
Microsoft Corp- Average absolute reaction
- 7.61%
- Average implied move
- ±5.10%
- Median IV change
- -22.70%
IV history: 4 of 8 events compared.
6 of 7 comparable reactions exceeded the implied move.
7 of 8 reports comparedAMZN
Amazon- Average absolute reaction
- 5.79%
- Average implied move
- ±6.84%
- Median IV change
- -38.19%
IV history: 4 of 8 events compared.
2 of 6 comparable reactions exceeded the implied move.
6 of 8 reports comparedMETA
Meta Platforms- Average absolute reaction
- 6.86%
- Average implied move
- ±7.35%
- Median IV change
- -33.70%
IV history: 4 of 8 events compared.
3 of 7 comparable reactions exceeded the implied move.
7 of 8 reports comparedCompare the reaction, with its context.
The implied move uses the combined mid-price of an at-the-money call and put before the report, as a percentage of the stock’s regular-session close. The actual move runs from that close through the first full session after the announcement.
The straddle covers the time to its option expiration, which can extend beyond the earnings reaction. This comparison measures how much of that range the reaction used; it is not a forecast-accuracy score or an options return.
See current expected moves