Earnings intelligenceU.S. equity options
EOD pipeline

Research tool

Expected-move calculator

Calculate the market-implied earnings move from ATM straddle midpoints or estimate it from volatility and time to the event.

Local calculation

Research data

Preload spot, ATM IV, and the stored data timestamp from published or local research

Inputs

Use stored EOD quote values or a volatility approximation

Expected move

ATM_STRADDLE_MIDPOINT

Implied move9.52%$17.26 around the current spot
Lower boundary$163.99
Upper boundary$198.51
Call midpoint equivalent$8.63
Put midpoint equivalent$8.63
Move richness1.38x
Data timestampNo market timestamp

The user-entered call and put midpoints have no market timestamp.

The midpoint method matches the research engine. The IV mode is a simplified Black-Scholes-style approximation and is clearly separate from stored research calculations.

Interpretation

The expected move is an option-price estimate, not a confidence interval or directional forecast. It does not include executable slippage, assignment, volatility changes, or the full distribution of possible earnings outcomes.

Earnings expected-move calculator | Options Whale