EarningsWatcher

OKLO (OKLO) implied move — live earnings data

OKLO options implied move for November 6, 2026 earnings (BMO): ±12.4%. As of November 2, 2026, the options market prices a ±12.4% earnings move for OKLO (OKLO)'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 OKLO actually did on earnings day.

Updated November 2, 2026 · refreshed daily from live options data · methodology

Live implied move
±12.4%
as of November 2, 2026
Next report
November 6, 2026
before market open
10-yr average move
±15.1%
peak intraday, n=8
Beats its implied move
5 of 8
62% of reports since 2024
Key facts · cite as EarningsWatcher, November 2, 2026
Source: https://earnings-watcher.com/wiki/oklo-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
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OKLO 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%08/2411/2403/2505/2508/2511/2503/2608/26implied moveactual peak move (green = beat implied)

OKLO: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
August 7, 2026±8.5%+14.8%+17.3%beat
March 17, 2026±10.4%-6.3%-6.4%inside
November 11, 2025±12.1%+6.7%+12.2%beat
August 11, 2025±13.1%+9.2%+9.9%inside
May 13, 2025±12.8%+15.5%+22.9%beat
March 24, 2025±14.7%+13.8%+15.8%beat
🔒 Members see all 8 OKLO 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.

OKLO beyond the implied move

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

IV rush
How OKLO's IV builds into the report
-0.4%
typical IV change on the last day before OKLO's report (fading)
Measured across OKLO's own past prints. Members see today's IV against that ramp, the three snapshot signals and the projected straddle once real-time readings start (about two weeks before the print).
Momentum
What OKLO does after the print
5 of 8
reports where the earnings-day direction still held 30 sessions later (3 of 8 at 7 sessions)
Median move 30 sessions after a OKLO print: ±17.7% 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 OKLO trade, before you place it
3 of 8
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 -8.5% (real option prices, at-the-money, nearest expiry). Members run the exact straddle, strangle or spread for the next report against ten years of OKLO reactions.

How OKLO's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±6.4%±8.5%±15.8%±22.9%±27.5%

Recent regime: the 2-year average move (±16%) is hotter than the 10-year average (±15.1%).

What OKLO 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 OKLO 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 3 of OKLO's last 8 reports the stock was further in the direction of its earnings-day close thirty sessions later. 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 OKLO 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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