Earnings volatility research

AVTR · Avantor, Inc. Common Stock

No verified earnings events are stored for AVTR in this environment.

Research pending
Observed earnings moves8History through Oct 7, 2026
Mean absolute actual move12.5%8 observed events · not a forecast
Actual exceeded priced move50.0%4 of 8 paired observations
Options evidence coverageUnavailableNo stored options snapshot

Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts

My workspace

No reviewed research is available for AVTR yet

Coverage and research availability are separate datasets.

Next verified eventNot stored yet
Days to next eventUnavailable
Research window7–35 days before earnings, plus T-1
Why no researchNo upcoming verified earnings date is stored for this ticker yet
Calendar sourceVerified earnings calendar

Until the provider verifies the next earnings date, there is nothing to evaluate. This page reports the gap rather than guessing a date.

Past events · reconstructed

Historical reconstruction for AVTR

Observed outcomes from 8 earnings events (Oct 25, 2024 – Jul 29, 2026). These events have already been reported · modeled strategy results.

Historical · past

Realized move versus what was implied

Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.

AVTR · Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 7, 2026

Loading graph — the exact table is available below.

2024-10-25Realized move 3.6098%Implied move 9.2394%Signed actual -3.6098% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
Exact data table
AVTR · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
3.6098%9.2394%Signed actual -3.6098% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
11.7051%8.9862%Signed actual -11.7051% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
16.5806%15.1613%Signed actual -16.5806% · Reconstructed · 6 IV checkpointsUpdated Oct 7, 2026
15.4762%23.0655%Signed actual -15.4762% · Reconstructed · 6 IV checkpointsUpdated Oct 7, 2026
23.2095%30.6698%Signed actual -23.2095% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
13.6201%10.9767%Signed actual -13.6201% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
0.1272%18.4478%Signed actual -0.1272% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
15.781%12.4799%Signed actual 15.781% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026

Exact-contract strategy reconstruction

StructureReconstructed runsProfitableAverage return on max lossBestWorst
Long Strangle70 / 7-44.0%-1.4%-91.9%
Long Straddle61 / 6-17.5%3.9%-32.6%
Bear Call Spread20 / 2-13.9%-13.0%-14.8%
Calendar20 / 2-37.6%-32.2%-43.0%
Bull Put Spread10 / 1-20.5%-20.5%-20.5%
Iron Condor10 / 1-50.4%-50.4%-50.4%

Historical examples

Example trades, payoff and risk

Past structural simulations · modeled fills · not historical recommendations.

Calendar

Did not clear entry filters
Modeled entry debit
$118.75
Payoff max loss
$97.50
Payoff max profit
Model dependent
Modeled exit P&L
-$31.35-32.2% on stored risk basis $97.50

Entry Jul 15, 2026 → Exit Jul 16, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Different expirations require time and volatility assumptions.

Strategy payoffStored expiration payoff; IV does not reshape intrinsic value. Method: CALENDAR_AT_SHORT_EXPIRATION. Maximum profit unbounded / unavailable · Maximum loss $97.50. Existing publication calculations are preserved; no missing values are reconstructed here.

Update time unavailable

Loading graph — the exact table is available below.

$8.28Expiration P/L -$66.23Update time unavailable
Event / reference markers
  • Snapshot spot: $11.20
  • SELL CALL strike $11.00: $11.00
  • BUY CALL strike $11.00: $11.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
-$66.23No additional context storedUpdate time unavailable
-$61.40No additional context storedUpdate time unavailable
-$56.12No additional context storedUpdate time unavailable
-$50.36No additional context storedUpdate time unavailable
-$44.13No additional context storedUpdate time unavailable
-$37.42No additional context storedUpdate time unavailable
-$30.22No additional context storedUpdate time unavailable
-$22.54No additional context storedUpdate time unavailable
-$14.38No additional context storedUpdate time unavailable
-$5.74No additional context storedUpdate time unavailable
$3.38No additional context storedUpdate time unavailable
$12.97No additional context storedUpdate time unavailable
$23.01No additional context storedUpdate time unavailable
$33.51No additional context storedUpdate time unavailable
$43.94No additional context storedUpdate time unavailable
$35.80No additional context storedUpdate time unavailable
$28.09No additional context storedUpdate time unavailable
$20.78No additional context storedUpdate time unavailable
$13.85No additional context storedUpdate time unavailable
$7.31No additional context storedUpdate time unavailable
$1.12No additional context storedUpdate time unavailable
-$4.72No additional context storedUpdate time unavailable
-$10.22No additional context storedUpdate time unavailable
-$15.41No additional context storedUpdate time unavailable
-$20.30No additional context storedUpdate time unavailable
-$24.89No additional context storedUpdate time unavailable
-$29.21No additional context storedUpdate time unavailable
-$33.26No additional context storedUpdate time unavailable
-$37.07No additional context storedUpdate time unavailable
-$40.63No additional context storedUpdate time unavailable
-$43.98No additional context storedUpdate time unavailable
Exact contracts and modeled fills · dollars per share
Side / quantityContractStrike / expiryEntry fillExit fill
SELL × 1AVTR260717C00011000$11.00 call · 2026-07-17$0.29$0.39
BUY × 1AVTR260918C00011000$11.00 call · 2026-09-18$1.48$1.29
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations

25 quote gaps · Record hist_AVTR_a92632dd695e232a · Historical methodology

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