EarningsWatcher

Seagate Technology (STX) implied move — live earnings data

STX options implied move for October 27, 2026 earnings (AMC): ±12.6%. As of October 19, 2026, the options market prices a ±12.6% earnings move for Seagate Technology (STX)'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 STX actually did on earnings day.

Updated October 19, 2026 · refreshed daily from live options data · methodology

Live implied move
±12.6%
as of October 19, 2026
Next report
October 27, 2026
after market close
10-yr average move
±10.6%
peak intraday, n=39
Beats its implied move
13 of 17
76% of reports since 2022
Key facts · cite as EarningsWatcher, October 19, 2026
Source: https://earnings-watcher.com/wiki/stx-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
Turn ±12.6% into a decision for STX's October 27, 2026 report — members get, for STX specifically:
See member plans →
· cancel anytime

STX 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%6%12%18%24%10/2301/2404/2407/2410/2401/2504/2507/2510/2501/2604/2607/26implied moveactual peak move (green = beat implied)

STX: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
July 28, 2026±13.8%+2.3%+9.1%inside
April 28, 2026±11.6%+11.1%+20.4%beat
January 27, 2026±10.8%+19.1%+20.9%beat
October 28, 2025±10.3%+19.1%+20.6%beat
July 29, 2025±7.6%-3.4%-9.4%beat
April 29, 2025±7.2%+11.6%+12.1%beat
🔒 Members see all 17 STX 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.

STX beyond the implied move

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

IV rush
How STX's IV builds into the report
No iv rush reading for STX yet — what it is:
IV rush is the rise in option prices into a report as traders pay up for the move. STX 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 STX does after the print
10 of 15
reports where the earnings-day direction still held 30 sessions later (11 of 15 at 7 sessions)
Median move 30 sessions after a STX print: ±12.8% 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 STX trade, before you place it
4 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 -7.9% (real option prices, at-the-money, nearest expiry). Members run the exact straddle, strangle or spread for the next report against ten years of STX reactions.

How STX's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±4.8%±5.9%±9%±15.2%±20.9%

Recent regime: the 2-year average move (±14%) is hotter than the 10-year average (±10.6%).

What STX 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 Seagate Technology 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 8 of Seagate Technology's last 15 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.

Free weekly email
Get Monday’s implied-move card in your inbox
This chart — every notable stock reporting next week and the move options are pricing for each — lands in your inbox every Monday. Free.
No spam, unsubscribe anytime. Education only — not financial advice.
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 STX 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 →

Related