Bank of Montreal (BMO) implied move — live earnings data
BMO options implied move for August 25, 2026 earnings (BMO): ±4.8%. As of August 20, 2026, the options market prices a ±4.8% earnings move for Bank of Montreal (BMO)'s next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what BMO has actually done on earnings day, report by report.
Updated August 20, 2026 · refreshed daily from live options data · methodology
- BMO options imply a ±4.8% move for Bank of Montreal's August 25, 2026 earnings report (before market open), as of August 20, 2026.
- Bank of Montreal (BMO) has moved ±3.4% on average at the peak of earnings day over the last 10 years (40 reports).
- BMO's actual earnings move exceeded the options-implied move in 6 of its last 16 reports (38%).
- On its last report (May 27, 2026) BMO options had priced ±4.7% and the stock closed +0.8%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against BMO's own 10-year reaction record
- IV Rush Radar — BMO's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — BMO's follow-through, gap-fill and drift scores for the days after the print
BMO 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 BMO's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±1.2% | ±2.1% | ±3% | ±4.7% | ±6.3% |
Recent regime: the 2-year average move (±4.4%) is hotter than the 10-year average (±3.4%).
What BMO 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 Bank of Montreal 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 7 of Bank of Montreal'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 BMO 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.
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For BMO 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.