S&P 500 earnings for the week — with the options-implied expected move beside each near-term reporter, and after each print, the actual move vs what options priced. Every row opens the full pre-earnings brief.
Index built July 27, 2026The move the options market is pricing for the report, derived from the at-the-money straddle expiring just after earnings (straddle price ÷ stock price). It is the market’s consensus magnitude — not direction — for the post-earnings reaction.
After a company reports, comparing the realized move to what options priced shows whether the event surprised the market. Persistent gaps in either direction are what options traders study; one print proves nothing.
The hub is quality-gated to the S&P 500 so every row is a liquid, recognizable company with a tradable options chain. The per-ticker earnings pages cover each name in depth.
The reporting calendar rebuilds every trading morning pre-market; the actual-move column updates continuously from live prices during the session. Report dates are company estimates and can shift.
Universe: S&P 500 constituents, next 7 days. Implied move = at-the-money straddle ÷ spot for the expiry just after the report; computed for names reporting within 2 days. Report dates are company estimates and can shift. Educational market data, not investment advice. Verified track record →