Earnings implied moves: week of Sep 8–11, 2026
What the options market is pricing in for this week's earnings reports. Biggest implied (expected) moves: BRZE ±16.8%, SAIL ±16.3%, AEO ±14.9%, CAL ±14.7%, TTAN ±13.2%. Tables update daily through the week; after Friday this page stays as a dated archive.
Updated September 4, 2026 · interactive calendar · season implied-vs-actual tracker · past weeks: Aug 31, Aug 24, Aug 17, Aug 10, Aug 3, Jul 21
Tuesday, September 8
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| BRZE | AMC | ±16.8% | ±15.7% | +25.9% |
| TTAN | AMC | ±13.2% | ±12.8% | +13.1% |
| UNFI | BMO | ±13.1% | ±16.8% | -21.8% |
| AVO | AMC | ±9.1% | ±11.2% | +13.5% |
| CASY | AMC | ±8.8% | ±7.5% | +20.5% |
Implied moves for September 8, one per name
- BRZE (BRZE) options implied move for September 8, 2026 earnings (after market close): ±16.8%. Its average earnings move over the last 10 years is ±15.7%.
- TTAN (TTAN) options implied move for September 8, 2026 earnings (after market close): ±13.2%. Its average earnings move over the last 10 years is ±12.8%.
- UNFI (United Natural Foods Inc) options implied move for September 8, 2026 earnings (before market open): ±13.1%. Its average earnings move over the last 10 years is ±16.8%.
- AVO (Mission Produce Inc) options implied move for September 8, 2026 earnings (after market close): ±9.1%. Its average earnings move over the last 10 years is ±11.2%.
- CASY (Caseys General Stores Inc) options implied move for September 8, 2026 earnings (after market close): ±8.8%. Its average earnings move over the last 10 years is ±7.5%.
Wednesday, September 9
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| SAIL | BMO | ±16.3% | ±15.4% | -15.3% |
| AEO | AMC | ±14.9% | ±11.7% | -18.9% |
| CAL | BMO | ±14.7% | ±11.1% | +24.3% |
| AVAV | AMC | ±12.8% | ±15.0% | +28.4% |
| SIG | BMO | ±10.8% | ±16.3% | +17.8% |
| CHWY | BMO | ±10.7% | ±12.8% | +16.8% |
| CNM | BMO | ±9.9% | ±9.7% | -5.6% |
| ASO | BMO | ±8.8% | ±10.1% | +10.6% |
| COO | AMC | ±8.2% | ±6.9% | +9.0% |
Implied moves for September 9, one per name
- SAIL (SailPoint Technologies Holdings Inc) options implied move for September 9, 2026 earnings (before market open): ±16.3%. Its average earnings move over the last 10 years is ±15.4%.
- AEO (American Eagle Outfitters Inc) options implied move for September 9, 2026 earnings (after market close): ±14.9%. Its average earnings move over the last 10 years is ±11.7%.
- CAL (Caleres Inc) options implied move for September 9, 2026 earnings (before market open): ±14.7%. Its average earnings move over the last 10 years is ±11.1%.
- AVAV (AeroVironment Inc) options implied move for September 9, 2026 earnings (after market close): ±12.8%. Its average earnings move over the last 10 years is ±15.0%.
- SIG (Signet Jewelers Ltd) options implied move for September 9, 2026 earnings (before market open): ±10.8%. Its average earnings move over the last 10 years is ±16.3%.
- CHWY (Chewy Inc) options implied move for September 9, 2026 earnings (before market open): ±10.7%. Its average earnings move over the last 10 years is ±12.8%.
- CNM (CNM) options implied move for September 9, 2026 earnings (before market open): ±9.9%. Its average earnings move over the last 10 years is ±9.7%.
- ASO (Academy Sports and Outdoors Inc) options implied move for September 9, 2026 earnings (before market open): ±8.8%. Its average earnings move over the last 10 years is ±10.1%.
- COO (Cooper Companies Inc) options implied move for September 9, 2026 earnings (after market close): ±8.2%. Its average earnings move over the last 10 years is ±6.9%.
Thursday, September 10
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| DSGX | AMC | ±9.6% | ±6.0% | +9.4% |
| M | BMO | ±8.6% | ±11.1% | +9.3% |
| ADBE | AMC | ±8.2% | ±7.4% | -10.0% |
| CPRT | AMC | ±8.0% | ±5.9% | +3.7% |
Implied moves for September 10, one per name
- DSGX (Descartes Systems Group Inc) options implied move for September 10, 2026 earnings (after market close): ±9.6%. Its average earnings move over the last 10 years is ±6.0%.
- M (Macys Inc) options implied move for September 10, 2026 earnings (before market open): ±8.6%. Its average earnings move over the last 10 years is ±11.1%.
- ADBE (Adobe Inc) options implied move for September 10, 2026 earnings (after market close): ±8.2%. Its average earnings move over the last 10 years is ±7.4%.
- CPRT (Copart Inc) options implied move for September 10, 2026 earnings (after market close): ±8.0%. Its average earnings move over the last 10 years is ±5.9%.
Friday, September 11
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| KR | BMO | ±6.8% | ±7.5% | -8.9% |
Implied moves for September 11, one per name
- KR (Kroger Co) options implied move for September 11, 2026 earnings (before market open): ±6.8%. Its average earnings move over the last 10 years is ±7.5%.
Frequently asked questions
What is an implied move?
The implied move — also called the expected move — is the size of the earnings-day move the options market is pricing in, typically derived from the at-the-money straddle expiring just after the report. It is a magnitude, not a direction.
Which stock has the biggest implied move the week of Sep 8–11, 2026?
As of September 4, 2026, the largest implied moves in this week's preview are BRZE ±16.8%, SAIL ±16.3%, AEO ±14.9%, CAL ±14.7%, TTAN ±13.2%.
Do these numbers change?
Yes — implied moves change with option prices, and this page updates daily through its week. After the week ends it is kept as a dated archive.
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