Biggest Expected Earnings Moves Options Implied vs What Stocks Actually Did
5 upcoming reports have a reliable options-implied move. Each is compared with the stock's average absolute move over its last reported quarters, so you can see where the market is paying up for volatility and where it is not.
Updated Oct 8, 2026 2:54 PM ET
554
Reports
117
Before Open
93
After Close
15
With Expected Move
Options Look Expensive
Implied move well above the stock's average actual earnings move.
Reliable Beaters
EPS beat in at least 85% of their last reports (8+ quarters).
Beat, Then Fell
Stocks that dropped on the day after more than half of their EPS beats.
Ranked by options-implied move
15 Reports
UN
UNH
BMO
UnitedHealth Group Incorporated Common Stock (DE)
Est. EPS
$4.19
Est. Rev
$112.52B
Exp. Move
±8.0%
fair
Avg Move
±7.5%
last 12
Beat Rate
75%
9/12 qtrs
FA
FAST
BMO
Fastenal Company
Est. EPS
$0.34
Est. Rev
$2.49B
Exp. Move
±5.9%
fair
Avg Move
±5.4%
last 12
Beat Rate
33%
4/12 qtrs
WF
WFC
BMO
Wells Fargo & Company
Est. EPS
$1.88
Est. Rev
$22.61B
Exp. Move
±5.0%
fair
Avg Move
±4.3%
last 12
Beat Rate
83%
10/12 qtrs
SC
SCHW
BMO
Charles Schwab Corporation (The)
Est. EPS
$1.70
Est. Rev
$7.36B
Exp. Move
±4.9%
rich
Avg Move
±3.6%
last 11
Beat Rate
92%
11/12 qtrs
MS
MS
BMO
Morgan Stanley
Est. EPS
$3.17
Est. Rev
$20.87B
Exp. Move
±4.8%
rich
Avg Move
±3.6%
last 12
Beat Rate
92%
11/12 qtrs
C
C
BMO
Citigroup, Inc.
Est. EPS
$2.73
Est. Rev
$24.20B
Exp. Move
±4.7%
rich
Avg Move
±3.1%
last 12
Beat Rate
92%
11/12 qtrs
GS
GS
BMO
Goldman Sachs Group, Inc. (The)
Est. EPS
$15.05
Est. Rev
$17.52B
Exp. Move
±4.7%
rich
Avg Move
±2.9%
last 12
Beat Rate
92%
11/12 qtrs
US
USB
BMO
U.S. Bancorp
Est. EPS
$1.33
Est. Rev
$8.08B
Exp. Move
±4.4%
rich
Avg Move
±2.4%
last 12
Beat Rate
75%
9/12 qtrs
PL
PLD
BMO
Prologis, Inc.
Est. EPS
$0.82
Est. Rev
$2.31B
Exp. Move
±4.4%
rich
Avg Move
±3.5%
last 12
Beat Rate
83%
10/12 qtrs
BA
BAC
BMO
Bank of America Corporation
Est. EPS
$1.16
Est. Rev
$31.32B
Exp. Move
±4.4%
rich
Avg Move
±2.5%
last 12
Beat Rate
83%
10/12 qtrs
PN
PNC
BMO
Pritish Nandy Communications Limited
Est. EPS
$4.98
Est. Rev
$6.68B
Exp. Move
±4.2%
rich
Avg Move
±1.9%
last 12
Beat Rate
100%
12/12 qtrs
JN
JNJ
BMO
Johnson & Johnson
Est. EPS
$2.59
Est. Rev
$25.58B
Exp. Move
±4.0%
rich
Avg Move
±1.9%
last 12
Beat Rate
92%
11/12 qtrs
JP
JPM
BMO
JP Morgan Chase & Co.
Est. EPS
$5.92
Est. Rev
$51.65B
Exp. Move
±3.9%
rich
Avg Move
±2.5%
last 12
Beat Rate
83%
10/12 qtrs
TR
TRV
BMO
The Travelers Companies, Inc.
Est. EPS
$6.84
Est. Rev
$11.49B
Exp. Move
±3.9%
fair
Avg Move
±4.4%
last 12
Beat Rate
83%
10/12 qtrs
PE
PEP
BMO
PepsiCo, Inc.
Est. EPS
$2.32
Est. Rev
$25.23B
Exp. Move
±3.4%
fair
Avg Move
±3.5%
last 12
Beat Rate
83%
10/12 qtrs
No reliable options quote: ranked by historical average move
15 Reports
AS
ASPN
BMO
Aspen Aerogels, Inc.
Est. EPS
$-0.08
Est. Rev
$71.20M
Exp. Move
—
Avg Move
±26.3%
last 11
Beat Rate
73%
8/11 qtrs
ME
MEDP
AMC
Medpace Holdings, Inc.
Est. EPS
$4.51
Est. Rev
$728.76M
Exp. Move
—
Avg Move
±16.1%
last 12
Beat Rate
92%
11/12 qtrs
NB
NBIS
BMO
Nebius Group N.V. - Class A
Est. EPS
$-0.85
Est. Rev
$921.89M
Exp. Move
—
Avg Move
±15.9%
last 5
Beat Rate
80%
8/10 qtrs
CO
COUR
AMC
Coursera, Inc.
Est. EPS
$0.18
Est. Rev
$375.89M
Exp. Move
—
Avg Move
±14.6%
last 12
Beat Rate
82%
9/11 qtrs
HC
HCSG
BMO
Healthcare Services Group, Inc.
Est. EPS
$0.24
Est. Rev
$490.42M
Exp. Move
—
Avg Move
±13.3%
last 11
Beat Rate
58%
7/12 qtrs
WS
WST
BMO
West Pharmaceutical Services, Inc.
Est. EPS
$2.21
Est. Rev
$833.96M
Exp. Move
—
Avg Move
±13.3%
last 11
Beat Rate
92%
11/12 qtrs
MO
MOH
AMC
Molina Healthcare Inc
Est. EPS
$0.75
Est. Rev
$10.92B
Exp. Move
—
Avg Move
±11.7%
last 12
Beat Rate
67%
8/12 qtrs
CL
CLF
AMC
Cleveland-Cliffs Inc.
Est. EPS
$0.23
Est. Rev
$5.78B
Exp. Move
—
Avg Move
±11.6%
last 11
Beat Rate
33%
3/9 qtrs
DX
DXCM
AMC
DexCom, Inc.
Est. EPS
$0.68
Est. Rev
$1.36B
Exp. Move
—
Avg Move
±11.4%
last 12
Beat Rate
83%
10/12 qtrs
NX
NXH
AMC
NXH
Est. EPS
$-0.46
Est. Rev
$499.85M
Exp. Move
—
Avg Move
±10.9%
last 11
Beat Rate
50%
6/12 qtrs
IR
IRDM
BMO
Iridium Communications Inc
Est. EPS
$0.34
Est. Rev
$241.03M
Exp. Move
—
Avg Move
±10.7%
last 12
Beat Rate
33%
4/12 qtrs
WR
WRLD
BMO
World Acceptance Corporation
Est. EPS
$0.81
Est. Rev
$143.51M
Exp. Move
—
Avg Move
±10.4%
last 11
Beat Rate
67%
8/12 qtrs
BM
BMI
BMO
Badger Meter, Inc.
Est. EPS
$1.24
Est. Rev
$242.82M
Exp. Move
—
Avg Move
±10.3%
last 11
Beat Rate
58%
7/12 qtrs
PT
PTCT
AMC
PTC Therapeutics, Inc.
Est. EPS
$0.45
Est. Rev
$309.98M
Exp. Move
—
Avg Move
±9.8%
last 12
Beat Rate
58%
7/12 qtrs
IC
ICLR
AMC
ICON plc
Est. EPS
$2.71
Est. Rev
$2.05B
Exp. Move
—
Avg Move
±9.4%
last 12
Beat Rate
80%
8/10 qtrs
How we calculate the numbers
Expected move is the price of the nearest at-the-money straddle that expires after the report, divided by the share price. It is only shown when the quotes are liquid and tight. Avg move is the average absolute close-to-close move of the first session that reflects each of the last reports. Beat rate counts quarters where EPS exceeded the consensus estimate; quarters where Yahoo and Finnhub disagree on beat versus miss are shown as "sources differ" and left out of the rate. Rich / cheap compares expected move with average move (1.25x and above is rich, 0.80x and below is cheap). Report times marked with a dashed badge are the company's usual pattern, not a confirmed time. Information only, not investment advice.
Frequently Asked Questions
It is the price of the nearest at-the-money straddle that expires after the report, divided by the share price. It estimates the size of the move (up or down) the options market is pricing in, not its direction.
We compare it with the stock's average absolute one-day move across its last reported quarters. A ratio of 1.25 or more is labelled rich (the market expects more than history delivered), 0.80 or less cheap.
UNH at about ±8.0% for its report on Tue, Oct 13.
Dates, estimates and results come from Finnhub and Yahoo Finance. Beat rates, average moves and stock reactions are computed by Tickzen from each company's reported history; implied moves come from listed option prices. This is information, not investment advice.