EarningsWatcher

Lam Research Corporation (LRCX) implied move — live earnings data

LRCX options implied move for October 21, 2026 earnings (AMC): ±9.98%. As of October 9, 2026, the options market prices a ±9.98% earnings move for Lam Research Corporation (LRCX)'s next report. The implied move — also called the expected move — is derived from live options prices. Below, each report's implied move is compared with what LRCX actually did on earnings day.

Updated October 9, 2026 · refreshed daily from live options data · methodology

Live implied move
±9.98%
as of October 9, 2026
Next report
October 21, 2026
after market close
10-yr average move
±7%
peak intraday, n=40
Key facts · cite as EarningsWatcher, October 9, 2026
Source: https://earnings-watcher.com/wiki/lrcx-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
Turn ±9.98% into a decision for LRCX's October 21, 2026 report — members get, for LRCX specifically:
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LRCX 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%7%14%21%28%10/2301/2404/2407/2410/2401/2504/2507/2510/2501/2604/2607/26implied moveactual peak move (green = beat implied)

LRCX: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
July 29, 2026±9.5%+18.0%+26.6%beat
April 22, 2026±7.0%-2.6%-4.6%inside
January 28, 2026±7.3%+3.6%+4.9%inside
October 22, 2025±6.4%+4.5%+5.1%inside
July 30, 2025±5.6%-4.3%-8.2%beat
April 23, 2025±6.4%+6.2%+6.7%beat
🔒 Members see all 17 LRCX 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.

LRCX beyond the implied move

The implied move is the size of the move. Three more readings for Lam Research Corporation, from the same pipeline — the free summary here, the full tools for members.

IV rush
How LRCX's IV builds into the report
No iv rush reading for LRCX yet — what it is:
IV rush is the rise in option prices into a report as traders pay up for the move. LRCX 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 LRCX does after the print
No momentum reading for LRCX yet — what it is:
Post-earnings drift is whether the earnings-day move keeps going or fades over the following weeks. DriftLab tracks it per release; LRCX's drift path is not in the tracked set yet.
Simulator
Your LRCX trade, before you place it
No simulator reading for LRCX yet — what it is:
A straddle only pays if the stock moves more than options priced — after the print, implied volatility resets and the premium collapses. The simulator rehearses LRCX positions against its real reaction history.

How LRCX's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±3.1%±3.9%±6%±9.1%±14%

What LRCX 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 Lam Research Corporation 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. 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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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 LRCX 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.

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