Earnings implied moves: week of Sep 14–16, 2026
What the options market is pricing in for this week's earnings reports. Biggest implied (expected) moves: VRA ±22.5%, PLAY ±18.2%, ALMU ±15.7%, RFIL ±12.4%, RLGT ±9.5%. Tables update daily through the week; after Friday this page stays as a dated archive.
Updated September 11, 2026 · interactive calendar · season implied-vs-actual tracker · past weeks: Sep 8, Aug 31, Aug 24, Aug 17, Aug 10, Aug 3, Jul 21
Monday, September 14
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| PLAY | AMC | ±18.2% | ±13.3% | -16.0% |
| RFIL | BMO | ±12.4% | ±12.2% | -21.5% |
| RLGT | AMC | ±9.5% | ±9.7% | +10.6% |
Implied moves for September 14, one per name
- PLAY (Dave and Busters Entertainment Inc) options implied move for September 14, 2026 earnings (after market close): ±18.2%. Its average earnings move over the last 10 years is ±13.3%.
- RFIL (RF Industries Ltd) options implied move for September 14, 2026 earnings (before market open): ±12.4%. Its average earnings move over the last 10 years is ±12.2%.
- RLGT (RLGT) options implied move for September 14, 2026 earnings (after market close): ±9.5%. Its average earnings move over the last 10 years is ±9.7%.
Tuesday, September 15
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| VRA | BMO | ±22.5% | ±17.4% | +17.3% |
| TCOM | AMC | ±7.1% | ±8.3% | -17.8% |
Implied moves for September 15, one per name
- VRA (Vera Bradley Inc) options implied move for September 15, 2026 earnings (before market open): ±22.5%. Its average earnings move over the last 10 years is ±17.4%.
- TCOM (Trip.com Group Ltd) options implied move for September 15, 2026 earnings (after market close): ±7.1%. Its average earnings move over the last 10 years is ±8.3%.
Wednesday, September 16
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| ALMU | AMC | ±15.7% | ±14.3% | -33.9% |
| LEN | AMC | ±6.5% | ±5.7% | -5.6% |
Implied moves for September 16, one per name
- ALMU (ALMU) options implied move for September 16, 2026 earnings (after market close): ±15.7%. Its average earnings move over the last 10 years is ±14.3%.
- LEN (Lennar Corp) options implied move for September 16, 2026 earnings (after market close): ±6.5%. Its average earnings move over the last 10 years is ±5.7%.
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 14–16, 2026?
As of September 11, 2026, the largest implied moves in this week's preview are VRA ±22.5%, PLAY ±18.2%, ALMU ±15.7%, RFIL ±12.4%, RLGT ±9.5%.
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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