BlackBerry (BB) implied move — live earnings data
BB options implied move for September 24, 2026 earnings (BMO): ±14.9%. As of September 8, 2026, the options market prices a ±14.9% earnings move for BlackBerry (BB)'s next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what BB has actually done on earnings day, report by report.
Updated September 8, 2026 · refreshed daily from live options data · methodology
- BB options imply a ±14.9% move for BlackBerry's September 24, 2026 earnings report (before market open), as of September 8, 2026.
- BlackBerry (BB) has moved ±13.4% on average at the peak of earnings day over the last 10 years (35 reports).
- BB's actual earnings move exceeded the options-implied move in 11 of its last 17 reports (65%).
- On its last report (June 25, 2026) BB options had priced ±15.4% and the stock closed +20.0%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against BB's own 10-year reaction record
- IV Rush Radar — BB's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — BB's follow-through, gap-fill and drift scores for the days after the print
BB 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 BB's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±5.5% | ±9.1% | ±12.6% | ±17.5% | ±23.7% |
Recent regime: the 2-year average move (±17.5%) is hotter than the 10-year average (±13.4%).
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.
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For BB 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.