Earnings implied moves: week of Sep 28–1, 2026
What the options market is pricing in for this week's earnings reports. Biggest implied (expected) moves: PRGS ±14.6%, KMX ±12.9%, FDS ±11.1%, AIR ±10.9%, MTN ±10.0%. Tables update daily through the week; after Friday this page stays as a dated archive.
Updated September 25, 2026 · interactive calendar · season implied-vs-actual tracker · past weeks: Sep 22, Sep 14, Sep 8, Aug 31, Aug 24, Aug 17, Aug 10, Aug 3, Jul 21
Monday, September 28
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| MTN | AMC | ±10.0% | ±6.9% | -8.4% |
| IDT | AMC | ±9.5% | ±11.1% | +8.2% |
| JEF | AMC | ±9.3% | ±6.6% | -11.1% |
Implied moves for September 28, one per name
- MTN (Vail Resorts Inc) options implied move for September 28, 2026 earnings (after market close): ±10.0%. Its average earnings move over the last 10 years is ±6.9%.
- IDT (IDT Corporation) options implied move for September 28, 2026 earnings (after market close): ±9.5%. Its average earnings move over the last 10 years is ±11.1%.
- JEF (Jefferies Financial Group Inc) options implied move for September 28, 2026 earnings (after market close): ±9.3%. Its average earnings move over the last 10 years is ±6.6%.
Tuesday, September 29
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| KMX | BMO | ±12.9% | ±10.2% | -10.6% |
| AIR | AMC | ±10.9% | ±9.7% | -11.5% |
| UEC | BMO | ±8.0% | ±8.3% | -18.3% |
| CCL | BMO | ±7.7% | ±8.3% | -10.6% |
Implied moves for September 29, one per name
- KMX (CarMax Group) options implied move for September 29, 2026 earnings (before market open): ±12.9%. Its average earnings move over the last 10 years is ±10.2%.
- AIR (AAR Corp) options implied move for September 29, 2026 earnings (after market close): ±10.9%. Its average earnings move over the last 10 years is ±9.7%.
- UEC (UEC) options implied move for September 29, 2026 earnings (before market open): ±8.0%. Its average earnings move over the last 10 years is ±8.3%.
- CCL (Carnival Corp) options implied move for September 29, 2026 earnings (before market open): ±7.7%. Its average earnings move over the last 10 years is ±8.3%.
Wednesday, September 30
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| PRGS | AMC | ±14.6% | ±10.6% | +20.6% |
| FDS | BMO | ±11.1% | ±6.8% | +10.5% |
| CALM | BMO | ±9.7% | ±7.8% | -7.6% |
| JBL | BMO | ±9.4% | ±9.4% | +14.2% |
| MU | AMC | ±8.5% | ±8.8% | +19.7% |
| CAG | BMO | ±5.8% | ±6.2% | -4.1% |
Implied moves for September 30, one per name
- PRGS (Progress Software Corporation) options implied move for September 30, 2026 earnings (after market close): ±14.6%. Its average earnings move over the last 10 years is ±10.6%.
- FDS (FactSet Research Systems Inc) options implied move for September 30, 2026 earnings (before market open): ±11.1%. Its average earnings move over the last 10 years is ±6.8%.
- CALM (Cal Maine Foods Inc) options implied move for September 30, 2026 earnings (before market open): ±9.7%. Its average earnings move over the last 10 years is ±7.8%.
- JBL (Jabil Inc) options implied move for September 30, 2026 earnings (before market open): ±9.4%. Its average earnings move over the last 10 years is ±9.4%.
- MU (Micron Technology Inc) options implied move for September 30, 2026 earnings (after market close): ±8.5%. Its average earnings move over the last 10 years is ±8.8%.
- CAG (ConAgra Brands Inc) options implied move for September 30, 2026 earnings (before market open): ±5.8%. Its average earnings move over the last 10 years is ±6.2%.
Thursday, October 1
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| AYI | BMO | ±9.6% | ±11.0% | +22.7% |
| MKC | BMO | ±9.2% | ±5.9% | +5.6% |
| NKE | AMC | ±8.3% | ±8.7% | +5.4% |
| ACN | BMO | ±8.1% | ±6.7% | -19.5% |
Implied moves for October 1, one per name
- AYI (Acuity Brands Inc) options implied move for October 1, 2026 earnings (before market open): ±9.6%. Its average earnings move over the last 10 years is ±11.0%.
- MKC (McCormick and Co) options implied move for October 1, 2026 earnings (before market open): ±9.2%. Its average earnings move over the last 10 years is ±5.9%.
- NKE (Nike Inc) options implied move for October 1, 2026 earnings (after market close): ±8.3%. Its average earnings move over the last 10 years is ±8.7%.
- ACN (Accenture Plc) options implied move for October 1, 2026 earnings (before market open): ±8.1%. Its average earnings move over the last 10 years is ±6.7%.
Cite this page: EarningsWatcher, "Earnings Implied Moves: Sep 28–1, 2026 (Weekly Report)",
earnings-watcher.com/wiki/earnings-implied-moves-2026-09-28 (updated September 25, 2026). Free to reference with attribution + link.
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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 28–1, 2026?
As of September 25, 2026, the largest implied moves in this week's preview are PRGS ±14.6%, KMX ±12.9%, FDS ±11.1%, AIR ±10.9%, MTN ±10.0%.
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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