Earnings Move vs Implied Calculator
Score an earnings print: actual gap versus the options-implied move, and what each side of the vol trade made.
Formula
Across large samples stocks move less than earnings straddles imply roughly 55-60% of the time — the event variance premium. Tracking your names' actual/implied ratio over several quarters tells you which side of their earnings vol to be on.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need earnings move vs implied calculator results fast? Analysts, founders, traders and finance professionals use the Earnings Move vs Implied Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Earnings Move vs Implied Calculator
Score an earnings print: actual gap versus the options-implied move, and what each side of the vol trade made. Across large samples stocks move less than earnings straddles imply roughly 55-60% of the time — the event variance premium. Tracking your names' actual/implied ratio over several quarters tells you which side of their earnings vol to be on. The governing relationship is buyer P&L ≈ S × |actual%| − straddle cost. The Earnings Move vs Implied Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Earnings Move vs Implied Calculator
- 1Enter Implied move (straddle) (%), Actual move after earnings (%), Straddle cost (per share), Stock price pre-earnings into the Earnings Move vs Implied Calculator.
- 2The result is computed automatically using buyer P&L ≈ S × |actual%| − straddle cost — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Earnings Move vs Implied Calculator?
- ✓Computes earnings move vs implied calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Earnings Move vs Implied Calculator?+
Earnings Move vs Implied Calculator uses buyer P&L ≈ S × |actual%| − straddle cost. Across large samples stocks move less than earnings straddles imply roughly 55-60% of the time — the event variance premium. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Earnings Move vs Implied Calculator need?+
Enter Implied move (straddle) (%), Actual move after earnings (%), Straddle cost (per share), Stock price pre-earnings and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Earnings Move vs Implied Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Earnings Move vs Implied Calculator?+
Tracking your names' actual/implied ratio over several quarters tells you which side of their earnings vol to be on.
What is the Earnings Move vs Implied Calculator based on?+
The method follows authoritative sources: Dubinsky & Johannes — option prices around earnings. The formula and references are shown on the page so you can verify and cite the result.
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