Reporting Calendar
Reporting Calendar
Reporting Calendar
Tickers are curated by NavigationTrading for earnings volatility trades.
Card indicators
±12.5% — Expected move implied by options pricing (pre-earnings)
+8.2% / −5.1% — Actual session move after earnings report
+8.6% avg 7d / −0.9% avg 30d — Historical avg stock move into earnings (prior 7 or 30 days, based on days to report)
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Expected Move
IV-implied ±
Historical Rate
gapped beyond expected move
gap / expected
Expected Move
IV-implied ±
gap / expected
Actual Move
Actual Move
The overnight earnings gap — prior-day close to the next open. That is the move the expected move was priced for, so this is the number the ratio beside it divides.
If the stock kept running (or gave it back) after the open, a smaller session line appears underneath with the full close-to-close move. Hist. Move and the scenario table below are measured the same way.
Pre-Earnings Edge Analysis
Estimates whether options are fairly priced for the upcoming earnings move by comparing historical realized moves to what the market is currently implying.
Hist. Move
(close → open)
—
Vol Crush
(expected)
—
Adj. Move
(after crush)
—
IV Implied
(move ±)
—
Bottom Line
—
Post-Earnings Day Trading Edge
Analyzes how the stock has historically traded on earnings day after the opening gap. Gaps are split into four scenarios based on direction and size, then tracked for whether the stock continued in the gap direction or faded back.
Historical Patterns to Watch
20-Quarter Breakdown
Stats computed from up to 20 historical earnings quarters. Two views — how the stock closed on earnings day vs. the overnight gap at the next open.
Session Close
Gap Open
Session Close
Gap Open
Post-Earnings Moves
Expected, Gap Open and Close are measured from the session close immediately before the earnings announcement. +7d / +30d are measured from the close of the reaction session, so they show the drift after the earnings move rather than repeating it.
Expected ± — IV-implied move (ATM straddle) as of that same pre-earnings session.
Gap Open — first print after earnings vs the pre-earnings close.
Close — earnings session closing price vs the pre-earnings close.
+7d / +30d — closing price 7 or 30 calendar days after the reaction session vs that session's close (the first close after the report — the same price Close measures to). The earnings move itself is not included. If the target date falls on a weekend or holiday, the nearest prior trading day is used.
| Date | Expected ± | Gap Open | Close | +7d | +30d |
|---|
| Scenario | N | Avg +7d | Avg +30d |
|---|---|---|---|
| Close ▲, within expected | — | — | — |
| Close ▲, exceeded expected | — | — | — |
| Close ▼, within expected | — | — | — |
| Close ▼, exceeded expected | — | — | — |
Pre-Earnings Moves
These columns show how much the stock moved into each earnings event — measuring the run-up (or pullback) before the announcement.
−30d — closing price 30 calendar days before earnings vs the pre-earnings baseline close.
−7d — closing price 7 calendar days before earnings vs the pre-earnings baseline close.
Baseline: the session close immediately before the announcement (same as Gap Open and Close in the Post-Earnings Moves table). A positive value means the stock rose into earnings. "—" means data is unavailable.
| Date | −30d | −7d |
|---|
| Direction | Avg −30d | Avg −7d |
|---|---|---|
| Ran up ▲ | — | — |
| Pulled back ▼ | — | — |