Earnings volatility research
RTX · RTX Corporation Common Stock
Next verified earnings in 8 days · Oct 20, 2026 · Before open (BMO).
- Observed earnings moves:
- 12 History through Oct 12, 2026
- Mean absolute actual move:
- 4.9% 12 observed events · not a forecast
- Actual exceeded priced move:
- 50.0% 6 of 12 paired observations
- Options evidence coverage:
- Unavailable No 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
No reviewed research is available for RTX yet
Coverage and research availability are separate datasets.
A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.
Past events · reconstructed
Historical reconstruction for RTX
Observed outcomes from 12 earnings events (Oct 24, 2023 – Jul 23, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Oct 24, 2023; gaps indicate missing quotes.
Updated Oct 12, 2026
Loading graph — the exact table is available below.
Exact data table
RTX · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 7.179% | 5.0321% | Signed actual 7.179% · Reconstructed · 17 IV checkpoints | Updated Oct 12, 2026 | |
| 5.3282% | 4.6813% | Signed actual 5.3282% · Reconstructed · 23 IV checkpoints | Updated Oct 12, 2026 | |
| 0.1773% | 4.234% | Signed actual -0.1773% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 2026 | |
| 8.2419% | 4.0876% | Signed actual 8.2419% · Reconstructed · 24 IV checkpoints | Updated Oct 12, 2026 | |
| 0.2939% | 4.3527% | Signed actual -0.2939% · Reconstructed · 26 IV checkpoints | Updated Oct 12, 2026 | |
| 2.6389% | 5.2859% | Signed actual 2.6389% · Reconstructed · 22 IV checkpoints | Updated Oct 12, 2026 | |
| 9.8081% | 4.9833% | Signed actual -9.8081% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 2026 | |
| 1.5769% | 3.8764% | Signed actual -1.5769% · Reconstructed · 24 IV checkpoints | Updated Oct 12, 2026 | |
| 7.6722% | 4.869% | Signed actual 7.6722% · Reconstructed · 26 IV checkpoints | Updated Oct 12, 2026 | |
| 3.6831% | 5.061% | Signed actual 3.6831% · Reconstructed · 23 IV checkpoints | Updated Oct 12, 2026 | |
| 4.4027% | 5.2735% | Signed actual -4.4027% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 2026 | |
| 7.3276% | 4.862% | Signed actual 7.3276% · Reconstructed · 24 IV checkpoints | Updated Oct 12, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||
| Iron Condor | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||||||||||||||||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
| Strategy | Events | Average | Median | Worst observed | Best observed | Did not pass filters / Unknown eligibility |
|---|---|---|---|---|---|---|
| Calendar | 4 | -$35.04 | -$41.47 | -$195.60 | $138.40 | 0 / 0 |
| Iron Condor | 5 | -$58.40 | $7.55 | -$294.20 | $75.80 | 0 / 0 |
2 unavailable tests at T−14
- RTX_2025-01-28 · Calendar · missing exact leg quotes or unbounded capital
- RTX_2025-04-22 · Calendar · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Calendar
Passed entry filters- Modeled entry debit
- $260.0000
- Payoff max loss
- Model dependent
- Payoff max profit
- Model dependent
- Modeled exit P&L
- $138.4058.9% on stored risk basis $235.00
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Apr 7, 2026 → Exit Apr 16, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Different expirations require time and volatility assumptions.
This example spans different expirations. A comparable expiration payoff needs time and volatility assumptions; the exact fills and realized modeled result are below.
Exact contracts and modeled fills · dollars per share. Entry and exit fills are shown to four decimals so the modeled net entry can be checked against each leg.
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | RTX260417C00197500 | $197.50 call · 2026-04-17 | $4.4500 | $0.5775 |
| BUY × 1 | RTX260501C00200000 | $200.00 call · 2026-05-01 | $7.0500 | $4.5875 |
2443 unavailable observations / tests · Record hist_RTX_0390163d076bdc9c · Historical methodology
More earnings this week · Oct 19, 2026–Oct 25, 2026
Related companies and other earnings in the same week. These links are for research, not recommendations.
AGNC · AGNC Investment Corp.Oct 19, 2026 · After close (AMC)
CLF · Cleveland-Cliffs Inc. Common StockOct 19, 2026 · Before open (BMO)
SMMT · Summit Therapeutics Inc.Oct 19, 2026 · After close (AMC)
COF · Capital One Financial Corporation Common StockOct 20, 2026 · After close (AMC)
GE · GE Aerospace Common StockOct 20, 2026 · Before open (BMO)
GLXY · Galaxy Digital Inc.Oct 20, 2026 · Before open (BMO)
Research another ticker
Find another company’s earnings research.
Search by symbol (NVDA) or company name (NVIDIA). Close spellings are matched too.