Options WhaleEarnings volatility research

Ticker research

Amphenol Corporation Common Stock (APH)

$87.55 underlying · data as of Oct 7, 2026, 4:00 PM EDT

Earnings 2026-10-28

Price context

Underlying
$87.55
Expected move
$11.05
Expected move %
12.6%

Options snapshot

ATM implied volatility
45.6%
IV rank
85.0%
Liquidity
GOOD
Median spread
12.8%

Catalyst

Next earnings
2026-10-28
Session
Before Market
Days away
21

Strategy opportunities

  • Calendar score 0.68

    Sell nearer-dated premium and own post-event time when the earnings expiration carries a relative IV premium.

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  • Iron Condor score 0.66

    Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.