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Earnings Implied Moves — Next 14 Days
The implied move is the share-price swing the options market currently prices in through an earnings report, derived from live option prices (a straddle-based estimate). It is market data — how options are priced today — not a forecast, projection, or view from Equity Rank. IV rank and percentile show how the name's current implied volatility compares to its own past year.
Names with earnings within 14 days and ≥500 open contracts · refreshed daily
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How to read this: a ±6% implied move means option prices currently reflect a move of about that size in either direction through the report — the market's priced-in uncertainty, not a prediction of direction or outcome. Actual moves are routinely larger or smaller. Each figure is the at-the-money straddle price on the first expiry falling on or after the report — the contract the event actually settles into — and the expiry date is shown alongside it. Figures marked "model est." are the fallback used when that expiry carries no liquid quote: a 7-day Black-Scholes estimate off the 30-day IV snapshot, which spreads the event across a month of ordinary sessions and so usually reads lower than the straddle. Informational and educational market data only — not investment advice, a recommendation, or a solicitation to transact in any security.
Educational Use Only — Not Financial Advice
All content, analysis, valuations, options strategies, AI-generated commentary, screener results, and other information provided by Equity Rank is for informational and educational purposes only. Nothing on this platform constitutes financial advice, investment advice, trading advice, or any other type of advice. Equity Rank is not a registered investment adviser, broker-dealer, or financial planner under any applicable law or regulation.
Valuation models, margin of safety percentages, fair value estimates, options strategy outputs, and AI analysis are algorithmic outputs based on publicly available data and do not represent personalized investment recommendations. All financial models contain assumptions that may be incorrect. Past performance of any security is not indicative of future results. You may lose money on any investment.
Every fair value figure on Equity Rank is our model’s opinion of a company’s intrinsic worth under stated assumptions — it is not a prediction, forecast, or price target for where the security will actually trade. Fair value estimates describe what the model considers a business to be worth today, not where its market price is headed. Actual market prices are set by supply and demand and by factors no model can fully capture, and may differ materially and indefinitely from any fair value shown here.
Always conduct your own independent due diligence. Consult a licensed financial advisor, tax professional, or attorney before making any investment or financial decision. By using Equity Rank, you acknowledge that you understand and accept these limitations. Portfolio model outputs are mathematical results of quantitative algorithms and do not represent investment recommendations.
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Read the method behind this calculator
Each explainer walks through the formula, the inputs it needs, and the cases where it stops being informative.
More write-ups in the blog, or see how the models are weighted in the methodology.