EarningsWatcher

Interactive Brokers Group (IBKR) implied move — live earnings data

IBKR options implied move into its October 15, 2026 earnings (AMC): ±4.7%. Going into Interactive Brokers Group (IBKR)'s October 15, 2026 report (after market close), the options market had priced a ±4.7% earnings move. The actual move is posted here once the session completes. The implied move — also called the expected move — is derived from live options prices. Below, each report's implied move is compared with what IBKR actually did on earnings day.

Updated October 16, 2026 · refreshed daily from live options data · methodology

Implied move priced in
±4.7%
going into the October 15, 2026 report
Report date
October 15, 2026
after market close
10-yr average move
±5.1%
peak intraday, n=40
Beats its implied move
11 of 16
69% of reports since 2022
Key facts · cite as EarningsWatcher, October 16, 2026
Source: https://earnings-watcher.com/wiki/ibkr-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
Turn ±5.1% into a decision for IBKR's next report — members get, for IBKR specifically:
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Latest report: IBKR reported on October 15 after the close: options priced in a ±4.7% move. For after-the-close reports the actual move happens the next trading day — the result appears here automatically. Track the whole season on the implied-vs-actual tracker.

IBKR 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).

0%3%6%9%12%10/2301/2404/2407/2410/2401/2504/2507/2510/2501/2604/2607/26implied moveactual peak move (green = beat implied)

IBKR: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
July 21, 2026±5.8%-1.0%-2.4%inside
April 21, 2026±5.5%-1.9%-3.7%inside
January 20, 2026±5.7%+6.0%+7.6%beat
October 16, 2025±6.0%-3.3%-4.8%inside
July 17, 2025±5.3%+7.8%+10.6%beat
April 15, 2025±6.5%-9.0%-11.7%beat
🔒 Members see all 16 IBKR reports · Join →

Peak is the largest intraday move on the reaction day; "beat" means the peak move exceeded what options had priced in. The three most recent reports are free; members see the full history.

IBKR beyond the implied move

The implied move is the size of the move. Three more readings for Interactive Brokers Group, from the same pipeline — the free summary here, the full tools for members.

IV rush
How IBKR's IV builds into the report
No iv rush reading for IBKR yet — what it is:
IV rush is the rise in option prices into a report as traders pay up for the move. IBKR joins the IV Rush Radar about two weeks before its print; from then on members see its live IV against its typical pre-earnings ramp.
Momentum
What IBKR does after the print
8 of 15
reports where the earnings-day direction still held 30 sessions later (12 of 15 at 7 sessions)
Median move 30 sessions after a IBKR print: ±7.4% from the pre-report close. Members get the follow-through, reversal and PEAD scores built from this path, and the current run drawn against the projected drift.
Simulator
Your IBKR trade, before you place it
6 of 15
reports where a straddle bought at the last close before the print was worth more at the next open, right after the release
Median change -20.4% (real option prices, at-the-money, nearest expiry). Members run the exact straddle, strangle or spread for the next report against ten years of IBKR reactions.

How IBKR's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±2.2%±3.1%±4.5%±7%±10.6%

Recent regime: the 2-year average move (±7.2%) is hotter than the 10-year average (±5.1%).

What IBKR does after the print

The implied move above is the size options price for the report. How the move unfolds afterwards is a separate question, and DriftLab tracks it for Interactive Brokers Group across every past report: the follow-through score (does the earnings-day direction continue or reverse?), the gap-fill probability (how often the opening gap gets filled), the PEAD score (post-earnings drift strength), the reaction path of every release out to sixty sessions, and the current run drawn against the projected drift into the next report. One reading to set expectations: in 7 of Interactive Brokers Group's last 15 reports the stock was further in the direction of its earnings-day close thirty sessions later. The full record, report by report, is on IBKR stock after earnings. The scores themselves — the part that turns "it moved" into "will it keep going?" — are on the member DriftLab. Read what the metrics mean in the PEAD guide.

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This week's implied-move card: every notable earnings release placed by its options-implied move

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.

Everything on this page is free and refreshes daily. Members get the tools that turn it into a decision.

For IBKR 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.

See member plans →

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