Agilent Technologies (A) implied move — live earnings data
A options implied move for August 26, 2026 earnings (AMC): ±8.4%. As of August 24, 2026, the options market prices a ±8.4% earnings move for Agilent Technologies (A)'s next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what A has actually done on earnings day, report by report.
Updated August 24, 2026 · refreshed daily from live options data · methodology
- A options imply a ±8.4% move for Agilent Technologies's August 26, 2026 earnings report (after market close), as of August 24, 2026.
- Agilent Technologies (A) has moved ±6.8% on average at the peak of earnings day over the last 10 years (39 reports).
- A's actual earnings move exceeded the options-implied move in 7 of its last 16 reports (44%).
- On its last report (May 27, 2026) A options had priced ±9.2% and the stock closed +16.9%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against A's own 10-year reaction record
- IV Rush Radar — A's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — A's follow-through, gap-fill and drift scores for the days after the print
A implied vs actual earnings moves
Each report: what options priced in beforehand (purple) vs the actual peak intraday move (green when it beat implied, grey when it stayed inside).
How A's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±2.8% | ±3.6% | ±5.7% | ±9.3% | ±12.9% |
Recent regime: the 2-year average move (±8.1%) is hotter than the 10-year average (±6.8%).
What A does after the print
The implied move above is the size options price for the report. How the move unfolds afterwards is a separate question, and DriftLab tracks it for Agilent Technologies across every past report: the follow-through score (does the earnings-day direction continue or reverse?), the gap-fill probability (how often the opening gap gets filled), the PEAD score (post-earnings drift strength), the reaction path of every release out to sixty sessions, and the current run drawn against the projected drift into the next report. One free-layer reading to set expectations: in 9 of Agilent Technologies's last 15 reports the stock was further in the direction of its earnings-day close thirty sessions later. The full record, report by report, is on A stock after earnings. The scores themselves — the part that turns "it moved" into "will it keep going?" — are on the member DriftLab. Read what the metrics mean in the PEAD guide.
What is an implied move?
The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.
This page is the free layer. Members get the decision layer.
For A and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.