How big does APLD usually move on earnings?

APLD averages a ±17.7% earnings move over the last 10 years (peak intraday move; n=17). The middle of the distribution (median) is ±15.8%, and the 95th-percentile tail is ±37.4%.

Is APLD's implied move the same as its expected move?

Yes — implied move and expected move are two names for the same thing: the size of the earnings move the options market is pricing in, typically derived from the at-the-money straddle. Brokers often say "expected move"; options traders often say "implied move". The figures on this page are both.

Applied Digital (APLD) implied move — live earnings data

Applied Digital (APLD)'s next earnings date isn't confirmed in our dataset yet. Historical context below; live implied move appears here once options price the next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what APLD has actually done on earnings day, report by report.

Updated September 14, 2026 · refreshed daily from live options data · methodology

10-yr average move

±17.7%

peak intraday, n=17

Key facts · cite as EarningsWatcher, September 14, 2026

Applied Digital (APLD) has moved ±17.7% on average at the peak of earnings day over the last 10 years (17 reports).

Source: https://earnings-watcher.com/wiki/apld-implied-move · refreshed daily from live options data · free to quote with attribution and a link.

Turn ±17.7% into a decision for APLD's next report — members get, for APLD specifically:

Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against APLD's own 10-year reaction record
IV Rush Radar — APLD's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
DriftLab — APLD's follow-through, gap-fill and drift scores for the days after the print

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How APLD's earnings moves are distributed

Percentile	5th	20th	Median	80th	95th
Move size	±4.8%	±6.3%	±15.8%	±28.1%	±37.4%

Recent regime: the 2-year average move (±20%) is hotter than the 10-year average (±17.7%).

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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.

Everything on this page is free and refreshes daily. Members get the tools that turn it into a decision.

For APLD 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.

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After the print

What APLD does after earnings

Up-vs-down record, how often the move fades, last five reactions.

Playbook

APLD earnings & options guide

History, IV rush/crush behavior and what the data means for options.

Calendar

Earnings this week: expected moves

Every liquid name reporting this week with its live implied move.

Tool

Expected move calculator