EarningsWatcher

BBVA Bilbao Vizcaya Argentaria SA (BBVA) implied move — live earnings data

BBVA options implied move for October 28, 2026 earnings (AMC): ±9.9%. As of October 21, 2026, the options market prices a ±9.9% earnings move for BBVA Bilbao Vizcaya Argentaria SA (BBVA)'s next report. The implied move — also called the expected move — is derived from live options prices. Below, each report's implied move is compared with what BBVA actually did on earnings day.

Updated October 21, 2026 · refreshed daily from live options data · methodology

Live implied move
±9.9%
as of October 21, 2026
Next report
October 28, 2026
after market close
10-yr average move
±4.3%
peak intraday, n=15
Beats its implied move
2 of 9
22% of reports since 2023
Key facts · cite as EarningsWatcher, October 21, 2026
Source: https://earnings-watcher.com/wiki/bbva-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
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BBVA 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).

0%3%6%9%12%15%10/2304/2407/2410/2404/2507/2510/2502/2607/26implied moveactual peak move (green = beat implied)

BBVA: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
July 29, 2026±13.2%+7.6%+7.6%inside
February 5, 2026±7.2%-9.6%-9.8%beat
October 30, 2025±8.9%-1.8%-2.4%inside
July 31, 2025±7.3%+7.7%+8.0%beat
April 29, 2025±11.4%-2.3%-3.1%inside
October 30, 2024±8.4%+0.8%+1.2%inside
🔒 Members see all 9 BBVA reports · Join →

Peak is the largest intraday move on the reaction day; "beat" means the peak move exceeded what options had priced in. The three most recent reports are free; members see the full history.

BBVA beyond the implied move

The implied move is the size of the move. Three more readings for BBVA Bilbao Vizcaya Argentaria SA, from the same pipeline — the free summary here, the full tools for members.

IV rush
How BBVA's IV builds into the report
No iv rush reading for BBVA yet — what it is:
IV rush is the rise in option prices into a report as traders pay up for the move. BBVA joins the IV Rush Radar about two weeks before its print; from then on members see its live IV against its typical pre-earnings ramp.
Momentum
What BBVA does after the print
10 of 15
reports where the earnings-day direction still held 30 sessions later (10 of 15 at 7 sessions)
Median move 30 sessions after a BBVA print: ±11.8% from the pre-report close. Members get the follow-through, reversal and PEAD scores built from this path, and the current run drawn against the projected drift.
Simulator
Your BBVA trade, before you place it
No simulator reading for BBVA yet — what it is:
A straddle only pays if the stock moves more than options priced — after the print, implied volatility resets and the premium collapses. The simulator rehearses BBVA positions against its real reaction history.

How BBVA's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±1.4%±1.8%±3.1%±7.4%±8%

Recent regime: the 2-year average move (±4.9%) is hotter than the 10-year average (±4.3%).

What BBVA 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 BBVA Bilbao Vizcaya Argentaria SA 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 reading to set expectations: in 10 of BBVA Bilbao Vizcaya Argentaria SA'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 BBVA 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.

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This week's implied-move card: every notable earnings release placed by its options-implied move

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 BBVA 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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