Weekly Graphs
Calendar By Implied Move
For each stock, the position on the y axis is the implied move from options pricing: looking at ATM closest expiration straddle (call and put closest to the stock price, ideally delta neutral) breakeven.
Implied vs Average Past Move
The x axis shows the absolute average historic move for the stock on all past releases since 2013. The y axis is based on current options pricing - the implied move.
Implied, Average and Last Moves
Weekly Analysis
Explore our tools in action with a quick demo showcasing this week's earnings review.
