Options WhaleEarnings volatility research

SCHW · Expected-Move

Charles Schwab Corporation (The) Common Stock (SCHW) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$95.58
Expected move
$4.69
Expected move %
4.9%
Lower boundary
$90.89
Upper boundary
$100.27
Median historical move
2.1%
Method
ATM_STRADDLE_MIDPOINT
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.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-16Realized move 4.6562%Implied move UnavailableSigned actual 4.6562% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
4.6562%UnavailableSigned actual 4.6562% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.3373%UnavailableSigned actual 1.3373% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7135%UnavailableSigned actual 1.7135% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.1772%UnavailableSigned actual 10.1772% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.1044%UnavailableSigned actual 6.1044% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.4078%UnavailableSigned actual 0.4078% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.5945%UnavailableSigned actual 0.5945% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.9001%UnavailableSigned actual 2.9001% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.9753%UnavailableSigned actual 0.9753% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.7922%UnavailableSigned actual 0.7922% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.6294%UnavailableSigned actual 7.6294% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.5161%UnavailableSigned actual 2.5161% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.