General Mills (GIS) implied move — live earnings data
GIS options implied move for September 23, 2026 earnings (BMO): ±9.7%. As of September 8, 2026, the options market prices a ±9.7% earnings move for General Mills (GIS)'s next report. The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what GIS has actually done on earnings day, report by report.
Updated September 8, 2026 · refreshed daily from live options data · methodology
- GIS options imply a ±9.7% move for General Mills's September 23, 2026 earnings report (before market open), as of September 8, 2026.
- General Mills (GIS) has moved ±5.1% on average at the peak of earnings day over the last 10 years (40 reports).
- GIS's actual earnings move exceeded the options-implied move in 8 of its last 15 reports (53%).
- On its last report (July 1, 2026) GIS options had priced ±7.2% and the stock closed +8.5%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against GIS's own 10-year reaction record
- IV Rush Radar — GIS's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — GIS's follow-through, gap-fill and drift scores for the days after the print
GIS 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).
How GIS's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±2.1% | ±2.4% | ±4.7% | ±7.8% | ±9.9% |
Recent regime: the 2-year average move (±4.5%) is cooler than or in line with the 10-year average (±5.1%).
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.
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For GIS 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.