SIGNUM HQ · Earnings week
US earnings this week 10/12 (Mon)–10/16 (Fri) — the move options are pricing in
Only report dates the companies themselves announced. For each name: the options-implied move (ATM straddle) plus Max Pain, Call Wall and Put Floor, on one page. Free, no account.
Biggest implied move this week: UNH ±7.2% (10/13 Before open)12 companies with an announced date · 0 reported · 12 to go
- C10/13 (Tue) 08:00 ETKorea 10/13 (Tue) 21:00±4.2%10/16 expiry$129.60$130$140$120
- GS10/13 (Tue) 07:30 ETKorea 10/13 (Tue) 20:30±4.6%10/16 expiry$897.21$940$1,000$800
- JNJ10/13 (Tue) Before openKorea 10/13 (Tue) evening–night±3.6%10/16 expiry$261.40$252.5$280$210
- JPM10/13 (Tue) Before openKorea 10/13 (Tue) evening–night±3.6%10/16 expiry$333.45$335$375$330
- UNH10/13 (Tue) Before openKorea 10/13 (Tue) evening–night±7.2%10/16 expiry$380.00$390$400$360
- WFC10/13 (Tue) 07:00 ETKorea 10/13 (Tue) 20:00±4.7%10/16 expiry$83.80$85$89$75
- ASML10/14 (Wed) 01:00 ETKorea 10/14 (Wed) 14:00±6.1%10/16 expiry$1,781.50$1,720$1,960$1,500
- BAC10/14 (Wed) Before openKorea 10/14 (Wed) evening–night±4.1%10/16 expiry$54.43$55$55$52.5
- BLK10/14 (Wed) Before openKorea 10/14 (Wed) evening–night±4.9%10/16 expiry$1,083.00$1,070$1,100$1,000
- MS10/14 (Wed) 07:30 ETKorea 10/14 (Wed) 20:30±4.5%10/16 expiry$190.60$197.5$220$185
- TSM10/15 (Thu) 02:00 ETKorea 10/15 (Thu) 15:00±4.3%10/16 expiry$452.94$437.5$500$420
- PLD10/15 (Thu) Time not announced±4.0%10/16 expiry · 10/8 session$128.94$135$140$125
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How to read these numbers
- Implied move
- How big a move the options market is pricing in. It is the ATM straddle (call mid + put mid at the strike nearest the price) divided by the reference price, to the first expiry after the report. It includes ordinary movement up to that expiry as well as the report reaction, so it is not a forecast of the reaction.
- Max Pain · Call Wall · Put Floor
- Computed from open interest on the same expiry. Max Pain is the strike where option buyers’ expiry value is lowest; Call Wall and Put Floor are the strikes with the heaviest call and put open interest above and below the price. They are short-term reference levels and say nothing about direction.
- Reference price and time
- The reference price is the spot used in that calculation (the most recent trade). In the session it uses live quotes; when the market is closed it uses the last session’s closing quotes. Read it together with the as-of time above the table.
- Report time
- When the company states a time we show New York and Korea time; otherwise only before-open (Korea: same evening–night) or after-close (Korea: next-day early morning).
Also see
Live options flow and Max Pain changes are in the app — 1 month of PRO free (auto-renews after; cancel anytime) →
iOS · Android · The code is filled in for you.