Cae Inc (CAE) implied move — live earnings data
Cae Inc (CAE) reports on November 11, 2026 (after market close). The live implied-move quote for CAE sat far outside the name's own history and could not be confirmed against the at-the-money straddle, so none is shown; the figure returns as soon as the two agree, re-checked every session before the 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 CAE actually did on earnings day.
Updated November 10, 2026 · refreshed daily from live options data · methodology
- Cae Inc (CAE) has moved ±8.1% on average at the peak of earnings day over the last 10 years (38 reports).
- CAE's actual earnings move exceeded the options-implied move in 8 of its last 16 reports (50%).
- On its last report (August 12, 2026) CAE options had priced ±10.0% and the stock closed -4.9%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against CAE's own 10-year reaction record
- IV Rush Radar — CAE's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — CAE's follow-through, gap-fill and drift scores for the days after the print
CAE 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).
CAE: recent reports
| Report | Options priced | Close-to-close | Peak intraday | vs implied |
|---|---|---|---|---|
| August 12, 2026 | ±10.0% | -4.9% | -5.7% | inside |
| May 21, 2026 | ±12.1% | -14.0% | -15.5% | beat |
| February 12, 2026 | ±8.1% | -3.7% | +4.5% | inside |
| November 11, 2025 | ±10.7% | +0.0% | -4.6% | inside |
| August 12, 2025 | ±7.1% | -5.6% | -11.2% | beat |
| May 13, 2025 | ±7.3% | -5.5% | -8.1% | beat |
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.
CAE beyond the implied move
The implied move is the size of the move. Three more readings for Cae Inc, from the same pipeline — the free summary here, the full tools for members.
How CAE's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±2.9% | ±3.8% | ±6.6% | ±12.7% | ±16.9% |
Recent regime: the 2-year average move (±10.1%) is hotter than the 10-year average (±8.1%).
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 CAE 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.