Earnings
Companies over $30B market cap reporting this week and next. EM = expected move priced by the at-the-money straddle on the first expiry after the report (live mid-prices; for companies that already reported, prior-close option prices). Actual = move since the pre-report close, green inside EM, red beyond. Blank = data unavailable. Updated Tue Oct 13, 2:09 PM ET
This week · Oct 12–Oct 16 25 companies
| Time | Company | Spot | EM $ | EM % | Expiry | Actual (so far) |
|---|
| Tue 10/13 |
| BMO | JPMorgan ChaseJPM | 333.81 | ±10.58 | ±3.2% | 10/16 | -0.1% |
| BMO | Johnson & JohnsonJNJ | 247.81 | ±9.45 | ±3.6% | 10/16 | -6.0% |
| BMO | UnitedHealthUNH | 377.37 | ±25.48 | ±6.7% | 10/16 | -0.3% |
| BMO | Goldman SachsGS | 895.34 | ±37.10 | ±4.2% | 10/16 | +0.2% |
| BMO | Wells FargoWFC | 81.50 | ±3.81 | ±4.6% | 10/16 | -2.2% |
| BMO | CitigroupC | 126.44 | ±5.34 | ±4.0% | 10/16 | -4.2% |
| Wed 10/14 |
| BMO | ASMLASML | 1,699.19 | ±94.75 | ±5.6% | 10/16 | |
| BMO | Bank of AmericaBAC | 53.94 | ±1.81 | ±3.4% | 10/16 | |
| BMO | Morgan StanleyMS | 186.97 | ±7.72 | ±4.1% | 10/16 | |
| BMO | BlackRockBLK | 1,068.37 | ±49.15 | ±4.6% | 10/16 | |
| BMO | ProgressivePGR | 223.39 | ±8.20 | ±3.7% | 10/16 | |
| BMO | FastenalFAST | 50.82 | ±2.93 | ±5.8% | 10/16 | |
| BMO | State StreetSTT | 173.38 | ±8.15 | ±4.7% | 10/16 | |
| Thu 10/15 |
| BMO | Taiwan SemiconductorTSM | 442.64 | ±18.23 | ±4.1% | 10/16 | |
| BMO | Charles SchwabSCHW | 96.34 | ±4.00 | ±4.2% | 10/16 | |
| BMO | PrologisPLD | 133.89 | ±4.45 | ±3.3% | 10/16 | |
| BMO | BNY MellonBNY | 141.18 | ±5.83 | ±4.1% | 10/16 | |
| BMO | U.S. BancorpUSB | 56.70 | ±2.05 | ±3.6% | 10/16 | |
| BMO | PNC FinancialPNC | 218.66 | ±7.98 | ±3.6% | 10/16 | |
| BMO | MarshMRSH | 177.87 | ±6.88 | ±3.9% | 10/16 | |
| BMO | EricssonERIC | 9.62 | ±0.83 | ±8.6% | 10/16 | |
| AMC | Interactive BrokersIBKR | 86.36 | ±4.40 | ±5.1% | 10/16 | |
| Fri 10/16 |
| BMO | TravelersTRV | 373.21 | ±13.00 | ±3.5% | 10/16 | |
| BMO | Truist FinancialTFC | 45.90 | ±1.88 | ±4.1% | 10/16 | |
| BMO | M&T BankMTB | 216.86 | ±8.38 | ±3.9% | 10/16 | |
Next week · Oct 19–Oct 23 68 companies
| Time | Company | Spot | EM $ | EM % | Expiry | Actual (so far) |
|---|
| Mon 10/19 |
| BMO | Fifth Third BancorpFITB | 49.99 | ±3.55 | ±7.1% | 11/20 | |
| AMC | Steel DynamicsSTLD | 240.24 | ±25.75 | ±10.7% | 11/20 | |
| Tue 10/20 |
| BMO | General ElectricGE | 307.67 | ±20.30 | ±6.6% | 10/23 | |
| BMO | RTXRTX | 182.67 | ±10.38 | ±5.7% | 10/23 | |
| BMO | 3MMMM | 161.37 | ±9.48 | ±5.9% | 10/23 | |
| BMO | GMGM | 84.30 | ±5.89 | ±7.0% | 10/23 | |
| BMO | Northrop GrummanNOC | 484.50 | ±38.05 | ±7.9% | 11/20 | |
| BMO | MSCIMSCI | 562.34 | ±48.20 | ±8.6% | 11/20 | |
| ABBNYABBNY | 95.82 | | | | |
| AMC | NetflixNFLX | 70.87 | ±6.06 | ±8.6% | 10/23 | |
| AMC | Intuitive SurgicalISRG | 421.19 | ±35.25 | ±8.4% | 10/23 | |
| AMC | ChubbCB | 347.47 | ±20.40 | ±5.9% | 11/20 | |
| AMC | Capital OneCOF | 196.48 | ±11.75 | ±6.0% | 10/23 | |
| AMC | America MovilAMX | 21.64 | ±1.57 | ±7.3% | 11/20 | |
| AMC | Deutsche BoerseDBOEY | 33.47 | | | | |
| AMC | United AirlinesUAL | 102.88 | ±7.60 | ±7.4% | 10/23 | |
| Wed 10/21 |
| BMO | Philip MorrisPM | 200.91 | ±10.60 | ±5.3% | 10/23 | |
| BMO | Thermo Fisher ScientificTMO | 664.28 | ±43.55 | ±6.6% | 10/23 | |
| BMO | AbbottABT | 102.70 | ±5.93 | ±5.8% | 10/23 | |
| BMO | NextEra EnergyNEE | 78.25 | ±3.17 | ±4.1% | 10/23 | |
| BMO | DanaherDHR | 225.21 | ±16.70 | ±7.4% | 10/23 | |
| BMO | AT&TT | 22.87 | ±1.16 | ±5.1% | 10/23 | |
| BMO | CME GroupCME | 278.62 | ±12.55 | ±4.5% | 10/23 | |
| BMO | Elevance HealthELV | 424.14 | ±41.40 | ±9.8% | 11/20 | |
| BMO | Moody'sMCO | 466.05 | ±34.45 | ±7.4% | 11/20 | |
| BMO | WabtecWAB | 284.73 | ±20.95 | ±7.4% | 11/20 | |
| BMO | DSV A/SDSDVY | 86.01 | | | | |
| BMO | Northern TrustNTRS | 167.77 | ±13.20 | ±7.9% | 11/20 | |
| BMO | Svenska HandelsbankenSVNLY | 7.61 | | | | |
| AMC | Meta PlatformsMETA | 762.18 | ±54.92 | ±7.2% | 10/23 | |
| AMC | TeslaTSLA | 374.96 | ±27.50 | ±7.3% | 10/23 | |
| AMC | Lam ResearchLRCX | 296.32 | ±28.17 | ±9.5% | 10/23 | |
| AMC | SAPSAP | 220.61 | ±16.55 | ±7.5% | 10/23 | |
| AMC | Texas InstrumentsTXN | 284.84 | ±24.38 | ±8.6% | 10/23 | |
| AMC | IBMIBM | 231.19 | ±18.12 | ±7.8% | 10/23 | |
| AMC | CSXCSX | 47.58 | ±2.33 | ±4.9% | 10/23 | |
| AMC | United RentalsURI | 1,060.33 | ±95.35 | ±9.0% | 10/23 | |
| AMC | Waste ConnectionsWCN | 154.07 | ±9.50 | ±6.2% | 11/20 | |
| AMC | Crown CastleCCI | 80.05 | ±7.20 | ±9.0% | 11/20 | |
| Thu 10/22 |
| BMO | Procter & GamblePG | 153.01 | ±5.88 | ±3.8% | 10/23 | |
| BMO | Union PacificUNP | 282.18 | ±12.85 | ±4.6% | 10/23 | |
| BMO | BlackstoneBX | 109.98 | ±7.12 | ±6.5% | 10/23 | |
| BMO | ValeroVLO | 454.65 | ±32.70 | ±7.2% | 10/23 | |
| BMO | LockheedLMT | 505.61 | ±25.75 | ±5.1% | 10/23 | |
| BMO | SpotifySPOT | 533.65 | ±52.50 | ±9.8% | 10/23 | |
| BMO | BarclaysBCS | 23.00 | ±1.97 | ±8.6% | 11/20 | |
| BMO | ComcastCMCSA | 20.84 | ±1.36 | ±6.5% | 10/23 | |
| BMO | Norfolk SouthernNSC | 320.22 | ±18.90 | ±5.9% | 11/20 | |
| BMO | HoneywellHON | 206.70 | ±12.35 | ±6.0% | 10/23 | |
| BMO | NokiaNOK | 9.80 | ±1.05 | ±10.8% | 10/23 | |
| BMO | NasdaqNDAQ | 93.68 | ±4.47 | ±4.8% | 10/23 | |
| BMO | argenxARGX | 799.47 | ±82.30 | ±10.3% | 11/20 | |
| BMO | SwedbankSWDBY | 40.75 | | | | |
| BMO | SandvikSDVKY | 36.63 | | | | |
| BMO | CBRE GroupCBRE | 128.14 | ±12.75 | ±10.0% | 11/20 | |
| BMO | Roper TechnologiesROP | 370.25 | ±29.00 | ±7.8% | 11/20 | |
| BMO | Huntington BankHBAN | 15.19 | ±1.20 | ±7.9% | 11/20 | |
| AMC | Western DigitalWDC | 374.66 | ±36.75 | ±9.8% | 10/23 | |
| AMC | NewmontNEM | 114.89 | ±7.18 | ±6.2% | 10/23 | |
| AMC | Bloom EnergyBE | 259.19 | ±31.48 | ±12.1% | 10/23 | |
| AMC | Banco BradescoBBD | 4.19 | ±0.52 | ±12.5% | 11/20 | |
| AMC | Banco Bradesco (ON)BBDO | 3.79 | | | | |
| Fri 10/23 |
| BMO | American ExpressAXP | 308.44 | ±15.78 | ±5.1% | 10/23 | |
| BMO | EniE | 57.41 | ±5.17 | ±9.0% | 11/20 | |
| BMO | SLBSLB | 48.38 | ±2.79 | ±5.8% | 10/23 | |
| BMO | VolvoVLVLY | 31.57 | | | | |
| BMO | Kone OyjKNYJY | 30.05 | | | | |
| InfosysINFY | 11.46 | ±1.38 | ±12.0% | 11/20 | |