Earnings implied moves: week of Oct 6–9, 2026
What the options market is pricing in for this week's earnings reports. Biggest implied (expected) moves: PENG ±20.0%, HELE ±17.8%, WS ±14.4%, NEOG ±13.2%, LW ±10.2%. Tables update daily through the week; after Friday this page stays as a dated archive.
Updated October 2, 2026 · interactive calendar · season implied-vs-actual tracker · past weeks: Sep 28, Sep 22, Sep 14, Sep 8, Aug 31, Aug 24, Aug 17, Aug 10, Aug 3, Jul 21
Tuesday, October 6
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| PENG | AMC | ±20.0% | ±16.9% | +27.6% |
| WS | AMC | ±14.4% | ±15.3% | -11.7% |
| NEOG | AMC | ±13.2% | ±10.7% | +23.0% |
| LW | BMO | ±10.2% | ±10.0% | -7.8% |
| APOG | BMO | ±9.4% | ±6.8% | +19.8% |
| SAR | AMC | ±7.6% | ±4.5% | -3.1% |
| RPM | BMO | ±6.7% | ±6.5% | +8.3% |
| STZ | AMC | ±5.8% | ±6.1% | +3.5% |
Implied moves for October 6, one per name
- PENG (PENG) options implied move for October 6, 2026 earnings (after market close): ±20.0%. Its average earnings move over the last 10 years is ±16.9%.
- WS (WS) options implied move for October 6, 2026 earnings (after market close): ±14.4%. Its average earnings move over the last 10 years is ±15.3%.
- NEOG (Neogen Corp) options implied move for October 6, 2026 earnings (after market close): ±13.2%. Its average earnings move over the last 10 years is ±10.7%.
- LW (Lamb Weston Holdings Inc) options implied move for October 6, 2026 earnings (before market open): ±10.2%. Its average earnings move over the last 10 years is ±10.0%.
- APOG (Apogee Enterprises Inc) options implied move for October 6, 2026 earnings (before market open): ±9.4%. Its average earnings move over the last 10 years is ±6.8%.
- SAR (Saratoga Investment Corp) options implied move for October 6, 2026 earnings (after market close): ±7.6%. Its average earnings move over the last 10 years is ±4.5%.
- RPM (RPM International Inc) options implied move for October 6, 2026 earnings (before market open): ±6.7%. Its average earnings move over the last 10 years is ±6.5%.
- STZ (Constellation Brands Inc) options implied move for October 6, 2026 earnings (after market close): ±5.8%. Its average earnings move over the last 10 years is ±6.1%.
Wednesday, October 7
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| LEVI | AMC | ±9.6% | ±11.0% | -3.8% |
Implied moves for October 7, one per name
- LEVI (Levi Strauss and Co) options implied move for October 7, 2026 earnings (after market close): ±9.6%. Its average earnings move over the last 10 years is ±11.0%.
Thursday, October 8
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| HELE | BMO | ±17.8% | ±13.2% | -10.4% |
| PEP | BMO | ±3.9% | ±3.0% | -5.5% |
Implied moves for October 8, one per name
- HELE (Helen of Troy Ltd) options implied move for October 8, 2026 earnings (before market open): ±17.8%. Its average earnings move over the last 10 years is ±13.2%.
- PEP (PepsiCo Inc) options implied move for October 8, 2026 earnings (before market open): ±3.9%. Its average earnings move over the last 10 years is ±3.0%.
Friday, October 9
| Stock | Session | Implied move | Avg move (10y) | Last move |
|---|---|---|---|---|
| DAL | BMO | ±8.0% | ±6.0% | -4.1% |
Implied moves for October 9, one per name
- DAL (Delta Air Lines Inc) options implied move for October 9, 2026 earnings (before market open): ±8.0%. Its average earnings move over the last 10 years is ±6.0%.
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 Oct 6–9, 2026?
As of October 2, 2026, the largest implied moves in this week's preview are PENG ±20.0%, HELE ±17.8%, WS ±14.4%, NEOG ±13.2%, LW ±10.2%.
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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