EarningsWatcher

AT&T Inc (T) implied move — live earnings data

T options implied move for October 21, 2026 earnings (BMO): ±6.1%. As of October 5, 2026, the options market prices a ±6.1% earnings move for AT&T Inc (T)'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 T actually did on earnings day.

Updated October 5, 2026 · refreshed daily from live options data · methodology

Live implied move
±6.1%
as of October 5, 2026
Next report
October 21, 2026
before market open
10-yr average move
±5.3%
peak intraday, n=39
Beats its implied move
10 of 16
62% of reports since 2022
Key facts · cite as EarningsWatcher, October 5, 2026
Source: https://earnings-watcher.com/wiki/t-implied-move · refreshed daily from live options data · free to quote with attribution and a link.
Turn ±6.1% into a decision for T's October 21, 2026 report — members get, for T specifically:
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T 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%2%4%6%8%10%10/2301/2404/2407/2410/2401/2504/2507/2510/2501/2604/2607/26implied moveactual peak move (green = beat implied)

T: recent reports

ReportOptions pricedClose-to-closePeak intradayvs implied
July 22, 2026±5.3%+3.5%+6.2%beat
April 22, 2026±5.1%+0.4%-3.6%inside
January 28, 2026±4.7%+4.7%+5.8%beat
October 22, 2025±4.8%-1.9%-6.6%beat
July 23, 2025±4.5%+1.2%-5.7%beat
April 23, 2025±5.0%+0.9%-3.1%inside
🔒 Members see all 16 T 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.

T beyond the implied move

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

IV rush
How T's IV builds into the report
+17.1%
typical IV change on the last day before T's report (gradual rise)
Measured across T'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 T does after the print
No momentum reading for T 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; T's drift path is not in the tracked set yet.
Simulator
Your T trade, before you place it
8 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 +5.6% (real option prices, at-the-money, nearest expiry). Members run the exact straddle, strangle or spread for the next report against ten years of T reactions.

How T's earnings moves are distributed

Percentile5th20thMedian80th95th
Move size±1.6%±3.2%±5%±6.9%±10.4%

Recent regime: the 2-year average move (±5.4%) is hotter than the 10-year average (±5.3%).

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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 T 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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