No record (Unknown release timing prevents a reaction window)
No record (Unknown release timing prevents a reaction window)
Not comparable
No record
No record (Unknown release timing prevents a reaction window)
Method and limitations
The universe is every announcement registered in CONFIRMED_EARNINGS for this week, based on company announcements. It is not the whole US market. The list may be expanded or corrected later. Missing rows remain visible.
The implied range is the ATM call-plus-put straddle price divided by spot. ±% reflects option pricing through expiry, rather than a SIGNUM forecast or return.
capturedAt is the storage timestamp. Only captures before the known release time qualify as pre-announcement. Without an exact time, we require before 00:00 ET on BMO release day, or before the regular close for AMC. This conservative rule can leave genuine earlier records unverified.
EOD-chain reconstructions (src=eod-chain) and records stored after release are labeled as later reconstructions. Ambiguous same-day captures remain unverified. Both are excluded from pre-announcement counts; their row comparisons are for reference.
BMO reaction: previous trading close to release-day close. AMC: release-day close to next trading close. Daily bars become final 30 minutes after the reaction session closes. Extended-hours prices are excluded.
The implied range extends through option expiry; the actual reaction covers one session. The horizons differ. |Actual| ≤ implied is within range. Counts do not measure investment performance or prediction accuracy.
Records have 120-day retention and are not an immutable ledger. Manual reconstruction, price corrections and overwrites are possible; complete revision history is unavailable. The FMP closing-price check uses 0.1% tolerance. Missing data is never replaced with 0%.