Earnings Calendar

Upcoming earnings reports with the move the options market is pricing, and how recent reports compared: expected move vs actual move.

Reports

This week: 2026-10-05 to 2026-10-09

This week · Mon, Oct 5 – Fri, Oct 9
Reports
4
4 with an options-implied move · busiest Tue, Oct 6 (2)
Biggest expected moves
Median expected move
±5.5%
Actual vs expected is scored after each report
This week earnings reports by date and market cap: report time, options-implied expected move, straddle price, IV rank, actual move and result vs expected.
Symbol Time Mkt cap Exp. move Straddle IV rank Actual Result
Tue, Oct 6 · Today2 reports
STZConstellation Brands Inc · Tue, Oct 6 After closeAMC $19.3B ±4.95% $5.75 84 −4.47%so far Within · 0.9×8-K
RPMRPM International Inc. · Tue, Oct 6 Before openBMO $12.7B ±6.66% $6.35 66 +3.16%so far Within · 0.5×8-K
Thu, Oct 81 report
PEPPepsico, Inc. · Thu, Oct 8 Before openBMO $171.8B ±3.54% $4.45 60 — —
Fri, Oct 91 report
DALDelta Air Lines, Inc. · Fri, Oct 9 Before openBMO $55.3B ±5.48% $4.56 56 — —

Sorted by date, then market cap. Expected moves updated ; report times are Eastern. ≈ = time inferred from the company’s past reports.

How the expected move is calculated

Expected move. The size of move the options market is pricing for the report: the at-the-money straddle (one call plus one put at the strike nearest the stock price) at the first expiration on or after the report date, divided by the stock’s last close before the report. ±6% means the options were priced for a move of about 6% in either direction. Names without listed options show no expected move.

Which close. Before-the-open reports are measured from the prior session’s close, after-the-close reports from the report day’s close: the last close before the news. Until that close, the figure uses the latest available option prices, so upcoming numbers can drift day to day.

Actual move. Close to close, from that last pre-report close to the close of the first session that trades on the news. It is filled in after that session closes. On report day a live reading is shown as “so far” and can change until the close.

Exceeded / within. The ratio is the actual move divided by the expected move. Above 1× the stock moved more than its options implied; below 1× it moved less. The headline share is how often that happened across the scored reports in the window.

8-K. The company filed its earnings release with the SEC (Form 8-K, Item 2.02), confirming the date and whether it came before the open or after the close.

Option-implied moves describe what the market priced, not a forecast. Nothing here is a recommendation to buy or sell any security. See Terms §17.