Every forecast is graded, and every miss stays up.
Before a company reports, we publish how far implied volatility should collapse once the news is out, then check it against what happened at the closing bell and again the next morning. Below it is a much larger backfilled record, the same method run over past reports, which we keep apart because the answers were already known when it ran. Each week’s graded reports are also written up in the weekly recaps.
VolModel’s live record, as of : 316 forecasts graded since Wed 5 Aug, with an average miss of 6.0 points of the collapse at the bell.
We measure a miss in points of the collapse. For CHTR we said implied volatility would collapse 50%. It collapsed 46%, a 4-point miss.
Live · average miss6.0points of the collapseat the bell · 8.7 next morning, 251 reports
Live · lean+3.9ptsthe collapse ran smaller than we said, on average
Live · graded316of 368 reports90.2% got a forecast · 4 published and waiting
Backfilled · average miss5.1points of the collapseleans +1.4 · run over past reports
Backfilled · graded5,133of 5,93086.7% got a forecast · never mixed with live
Typical collapse29%the unit every miss on this page is counted in
Live · published the day before each report, since launch
6.0average miss, in points of the collapse
Forecasts written before the report and graded after it. This is the only set that proves anything, and it is still small, so expect the number to move as more reports land.
Lean
+3.9pts
the collapse ran smaller than we said, on average
Graded
316of 368
Got a forecast
90.2%
Forecast vs actualon the line = perfect
How the misses fallin points
At the bell · 15:466.0average miss316 of 368 reports graded at the close
Next morning · 10:008.7average miss251 of 368 reports graded at 10:00
Backfilled · the same method run over past reports, before we launched
5.1average miss, in points of the collapse
It covers every report we hold, so it shows how the method behaves on a large sample. It cannot show that anything was forecast, because the answers were already known when it ran.
Lean
+1.4pts
the collapse ran smaller than we said, on average
Graded
5,133of 5,930
Got a forecast
86.7%
Forecast vs actual5,133 reports, grouped
How the misses fallin points
At the bell · 15:465.1average miss5,133 of 5,930 reports graded at the close
Next morning · 10:008.7average miss4,298 of 5,930 reports graded at 10:00
Unitpoints of the collapse · typical is 29%Sign+ = the collapse was smaller than we saidBoth sets use the same method; only the timing differs
Live · 316 reports25%smaller miss
Ours6.0The guess8.0
Average miss, in points. The guess uses only this company’s own past collapses, so anyone can make it.
63%of reports, ours beat the guess
Backfilled · 4,839 reports41%smaller miss
Ours5.1The guess8.7
Average miss, in points. The guess uses only this company’s own past collapses, so anyone can make it.
67%of reports, ours beat the guess
| How the collapse is forecast | Live316 reports | Backfilled4,839 reports |
|---|---|---|
| Guess that implied volatility does not fall at all | 29.7 | 34.7 |
| Guess the average fall, for every company | 11.6 | 11.5 |
| Guess this company repeats its own past average | 8.0 | 8.7 |
| Our textbook forecast, before the correction | 8.1 | 5.8 |
| Our published forecast | 6.0 | 5.1 |
Average miss, in points of the collapse, lower is better. Every row is graded on exactly the same reports: the 316 live and 4,839 backfilled that have an earlier report to average, because the third row cannot be worked out without one. Backfilled leaves out 294 first reports, and rounds to 5.1 either way.
Anyone can work out the first three rows from past earnings reports with a calculator, so you can check the bar we are clearing. The last two need our model. The textbook forecast reads where the price reading should settle from the option prices alone, and it overshoots. The published forecast corrects it with a few numbers we refit each quarter, using only reports already graded before that quarter began, so no forecast was corrected with its own outcome. The correction also allows for a Fed decision, an inflation report or a US election still ahead of the option’s expiry, which holds the price reading up. The published forecast is the only row this page holds us to.
pending: published, not graded yetcollapse smaller than we saidcollapse bigger than we saidthe same miss, measured the next morning
| Name | Report | PublishedForecast | At | What happenedClose | Open | MissCloseMiss | OpenMiss | ±15 pt | Status |
|---|---|---|---|---|---|---|---|---|---|
| 4 forecasts published, not graded yet. Until a report is graded its forecast is on the board; then the number and its miss show here. See the board | |||||||||
| CEGConstellation EnergyNov 9 · BMO | Nov 9BMO | Nov 6 15:46 | — | — | — | — | Pending · grades Nov 9 | ||
| NRGNRG EnergyNov 9 · BMO | Nov 9BMO | Nov 6 15:46 | — | — | — | — | Pending · grades Nov 9 | ||
| BRK_BBerkshire HathawayNov 7 · AMC | Nov 7AMC | Nov 6 15:46 | — | — | — | — | Pending · grades Nov 9 | ||
| OKLOOklo Inc.Nov 6 · BMO | Nov 6BMO | Nov 5 15:46 | — | — | — | — | Pending · grades Nov 9 | ||
| CHTRCharter CommunicationsNov 6 · BMO | Nov 6BMO | −50.3% | Nov 5 15:46 | −46.1% | — | +4.2pt | — | next-morningopen price to come | |
| HUMHumanaNov 6 · BMO | Nov 6BMO | −33.4% | Nov 5 15:46 | −35.5% | — | −2.1pt | — | next-morningopen price to come | |
| MRNAModernaNov 6 · BMO | Nov 6BMO | −26.9% | Nov 5 15:46 | −14.9% | — | +12.0pt | — | next-morningopen price to come | |
| VSTVistraNov 6 · BMO | Nov 6BMO | −32.5% | Nov 5 15:46 | −23.2% | — | +9.3pt | — | next-morningopen price to come | |
| WULFTeraWulfNov 6 · BMO | Nov 6BMO | −33.4% | Nov 5 15:46 | −22.5% | — | +10.9pt | — | next-morningopen price to come | |
| AAOIApplied OptoelectronicsNov 5 · AMC | Nov 5AMC | −37.4% | Nov 5 15:46 | −28.3% | — | +9.1pt | — | next-morningopen price to come | |
| AAPAdvance Auto PartsNov 5 · BMO | Nov 5BMO | −52.2% | Nov 4 15:46 | −42.4% | — | +9.8pt | — | no next-morningopen price | |
| ABNBAirbnbNov 5 · AMC | Nov 5AMC | −47.2% | Nov 5 15:46 | −48.3% | — | −1.1pt | — | next-morningopen price to come | |
| AFRMAffirm HoldingsNov 5 · AMC | Nov 5AMC | −41.3% | Nov 5 15:46 | −34.7% | — | +6.6pt | — | next-morningopen price to come | |
| AGFirst Majestic SilverNov 5 · BMO | Nov 5BMO | −15.6% | Nov 4 15:46 | −2.5% | — | +13.1pt | — | no next-morningopen price | |
| AKAMAkamai TechnologiesNov 5 · AMC | Nov 5AMC | −51.9% | Nov 5 15:46 | −44.5% | — | +7.4pt | — | next-morningopen price to come | |
| CAHCardinal HealthNov 5 · BMO | Nov 5BMO | −38.6% | Nov 4 15:46 | −23.3% | −24.0% | +15.3pt | +14.6pt | Open from quotes | |
| CELHCelsius HoldingsNov 5 · BMO | Nov 5BMO | −44.3% | Nov 4 15:46 | −37.6% | — | +6.7pt | — | no next-morningopen price | |
| CIThe Cigna GroupNov 5 · BMO | Nov 5BMO | −37.1% | Nov 4 15:46 | −20.9% | −23.1% | +16.2pt | +14.0pt | Open from quotes | |
| CNQCanadian Natural ResourcesNov 5 · BMO | Nov 5BMO | −20.9% | Nov 4 15:46 | −14.3% | — | +6.6pt | — | Own line · time unconfirmed | |
| COPConocoPhillipsNov 5 · BMO | Nov 5BMO | −22.7% | Nov 4 15:46 | 2.3% | 0.0% | +25.0pt | +22.7pt | Open from quotes | |
| CORZCore ScientificNov 5 · BMO | Nov 5BMO | −27.8% | Nov 4 15:46 | −8.7% | — | +19.1pt | — | Own line · time unconfirmed | |
| DBXDropboxNov 5 · AMC | Nov 5AMC | −41.6% | Nov 5 15:46 | −41.4% | — | +0.2pt | — | next-morningopen price to come | |
| DKNGDraftKingsNov 5 · AMC | Nov 5AMC | −37.7% | Nov 5 15:46 | −33.6% | — | +4.1pt | — | next-morningopen price to come | |
| DVNDevon EnergyNov 5 · AMC | Nov 5AMC | −28.4% | Nov 5 15:46 | −25.6% | — | +2.8pt | — | next-morningopen price to come | |
| ECHOEchoStarNov 5 · BMO | Nov 5BMO | −15.9% | Nov 4 15:46 | 5.9% | — | +21.8pt | — | no next-morningopen price | |
| EOSEEos Energy EnterprisesNov 5 · BMO | Nov 5BMO | −23.4% | Nov 4 15:46 | −6.6% | — | +16.8pt | — | Own line · time unconfirmed | |
| HTZHertz Global HoldingsNov 5 · BMO | Nov 5BMO | −39.4% | Nov 4 15:46 | −13.1% | −26.7% | +26.3pt | +12.7pt | ||
| INODInnodataNov 5 · AMC | Nov 5AMC | −49.3% | Nov 5 15:46 | −43.3% | — | +6.0pt | — | next-morningopen price to come | |
| IONQIonQ, Inc.Nov 5 · AMC | Nov 5AMC | −35.8% | Nov 5 15:46 | −27.6% | — | +8.2pt | — | next-morningopen price to come | |
| IRENIREN LimitedNov 5 · AMC | Nov 5AMC | −35.9% | Nov 5 15:46 | −31.8% | — | +4.1pt | — | next-morningopen price to come | |
| IRMIron MountainNov 5 · BMO | Nov 5BMO | −29.8% | Nov 4 15:46 | −4.5% | — | +25.3pt | — | no next-morningopen price | |
| KTOSKratos Defense & Security SolutionsNov 5 · AMC | Nov 5AMC | −42.0% | Nov 5 15:46 | −39.7% | — | +2.3pt | — | next-morningopen price to come | |
| LMNDLemonadeNov 5 · BMO | Nov 5BMO | −39.1% | Nov 4 15:46 | −23.3% | — | +15.8pt | — | no next-morningopen price | |
| LYFTLyft, Inc.Nov 5 · AMC | Nov 5AMC | −52.7% | Nov 5 15:46 | −50.5% | — | +2.2pt | — | next-morningopen price to come | |
| LYVLive Nation EntertainmentNov 5 · AMC | Nov 5AMC | −42.5% | Nov 5 15:46 | −33.6% | — | +8.9pt | — | next-morningopen price to come | |
| MPMP MaterialsNov 5 · AMC | Nov 5AMC | −33.7% | Nov 5 15:46 | −33.3% | — | +0.4pt | — | next-morningopen price to come | |
| MTArcelor MittalNov 5 · BMO | Nov 5BMO | −25.7% | Nov 4 15:46 | −6.7% | — | +19.0pt | — | no next-morningopen price | |
| NETCloudflareNov 5 · AMC | Nov 5AMC | −46.7% | Nov 5 15:46 | −40.6% | — | +6.1pt | — | next-morningopen price to come | |
| OPENOpendoor TechnologiesNov 5 · AMC | Nov 5AMC | −38.0% | Nov 5 15:46 | −25.5% | — | +12.5pt | — | next-morningopen price to come | |
| OSCROscar HealthNov 5 · BMO | Nov 5BMO | −34.1% | Nov 4 15:46 | −28.7% | — | +5.4pt | — | no next-morningopen price | |
| PTONPeloton InteractiveNov 5 · BMO | Nov 5BMO | −50.1% | Nov 4 15:46 | −38.8% | — | +11.3pt | — | no next-morningopen price | |
| SERVServe RoboticsNov 5 · AMC | Nov 5AMC | −37.0% | Nov 5 15:46 | −24.2% | — | +12.8pt | — | next-morningopen price to come | |
| SGSweetgreenNov 5 · AMC | Nov 5AMC | −46.7% | Nov 5 15:46 | −45.2% | — | +1.5pt | — | next-morningopen price to come | |
| SHAKShake ShackNov 5 · BMO | Nov 5BMO | −51.3% | Nov 4 15:46 | −38.9% | — | +12.4pt | — | no next-morningopen price | |
| SMRNuScale PowerNov 5 · AMC | Nov 5AMC | −20.1% | Nov 5 15:46 | −22.7% | — | −2.6pt | — | next-morningopen price to come | |
| SOSouthernNov 5 · BMO | Nov 5BMO | −18.2% | Nov 4 15:46 | 0.6% | −16.0% | +18.8pt | +2.2pt | Open from quotes | |
| SONYSony GroupNov 5 · BMO | Nov 5BMO | −38.0% | Nov 4 15:46 | −31.8% | — | +6.2pt | — | no next-morningopen price | |
| SOUNSoundHound AINov 5 · AMC | Nov 5AMC | −42.6% | Nov 5 15:46 | −36.9% | — | +5.7pt | — | next-morningopen price to come | |
| TEAMAtlassianNov 5 · AMC | Nov 5AMC | −53.7% | Nov 5 15:46 | −48.7% | — | +5.0pt | — | next-morningopen price to come | |
| TPRTapestryNov 5 · BMO | Nov 5BMO | −51.7% | Nov 4 15:46 | −45.5% | — | +6.2pt | — | no next-morningopen price | |
| TXRHTexas RoadhouseNov 5 · AMC | Nov 5AMC | −44.7% | Nov 5 15:46 | −44.1% | — | +0.6pt | — | next-morningopen price to come | |
| UUnity SoftwareNov 5 · BMO | Nov 5BMO | −58.1% | Nov 4 15:46 | −29.9% | −43.1% | +28.2pt | +15.0pt | ||
| UMACUnusual MachinesNov 5 · AMC | Nov 5AMC | −29.4% | Nov 5 15:46 | −18.9% | — | +10.5pt | — | next-morningopen price to come | |
| WYNNWynn ResortsNov 5 · AMC | Nov 5AMC | −36.7% | Nov 5 15:46 | −36.1% | — | +0.6pt | — | next-morningopen price to come | |
| ALBAlbemarleNov 4 · AMC | Nov 4AMC | −24.8% | Nov 4 15:46 | −16.9% | — | +7.9pt | — | no next-morningopen price | |
| APAAPA CorporationNov 4 · AMC | Nov 4AMC | −23.6% | Nov 4 15:46 | −9.7% | −3.3% | +13.9pt | +20.3pt | Open from quotes | |
| APPApplovinNov 4 · AMC | Nov 4AMC | −49.0% | Nov 4 15:46 | −36.5% | −34.7% | +12.5pt | +14.3pt | Open from quotes | |
| ARMArm HoldingsNov 4 · AMC | Nov 4AMC | −29.9% | Nov 4 15:46 | 3.9% | −7.3% | +33.8pt | +22.6pt | Open from quotes | |
| BROSDutch BrosNov 4 · AMC | Nov 4AMC | −48.3% | Nov 4 15:46 | −40.5% | −43.2% | +7.8pt | +5.1pt | ||
| BTUPeabody EnergyNov 4 · BMO | Nov 4BMO | −30.1% | Nov 3 15:46 | −17.8% | — | +12.3pt | — | no next-morningopen price | |
| CAVACAVA GroupNov 4 · AMC | Nov 4AMC | −45.6% | Nov 4 15:46 | −35.6% | — | +10.0pt | — | no next-morningopen price | |
| CDECoeur MiningNov 4 · AMC | Nov 4AMC | −23.2% | Nov 4 15:46 | −16.9% | −14.7% | +6.3pt | +8.5pt | Open from quotes | |
| CLOVClover Health InvestmentsNov 4 · AMC | Nov 4AMC | −39.3% | Nov 4 15:46 | −39.1% | −15.5% | +0.2pt | +23.8pt | Open from quotes | |
| COHRCoherentNov 4 · AMC | Nov 4AMC | −30.1% | Nov 4 15:46 | 6.3% | −8.4% | +36.4pt | +21.7pt | Open from quotes | |
| CRCLCircle Internet GroupNov 4 · BMO | Nov 4BMO | −23.5% | Nov 3 15:46 | −17.4% | −21.4% | +6.1pt | +2.1pt | ||
| CVSCVS HealthNov 4 · BMO | Nov 4BMO | −43.4% | Nov 3 15:46 | −34.4% | −29.0% | +9.0pt | +14.4pt | Open from quotes | |
| DDOGDatadogNov 4 · BMO | Nov 4BMO | −44.0% | Nov 3 15:46 | −39.8% | −35.7% | +4.2pt | +8.3pt | Open from quotes | |
| EXPEExpedia GroupNov 4 · AMC | Nov 4AMC | −45.7% | Nov 4 15:46 | −28.1% | −27.1% | +17.6pt | +18.6pt | Open from quotes | |
| FIGFigmaNov 4 · AMC | Nov 4AMC | −40.7% | Nov 4 15:46 | −31.3% | — | +9.4pt | — | no next-morningopen price | |
| FSLYFastlyNov 4 · AMC | Nov 4AMC | −47.1% | Nov 4 15:46 | −34.2% | −32.7% | +12.9pt | +14.4pt | Open from quotes | |
| GFSGlobalFoundriesNov 4 · BMO | Nov 4BMO | −26.1% | Nov 3 15:46 | −16.4% | −17.9% | +9.7pt | +8.2pt | Open from quotes | |
| HUTHut 8Nov 4 · BMO | Nov 4BMO | −23.4% | Nov 3 15:46 | −7.7% | −13.8% | +15.7pt | +9.6pt | Open from quotes | |
| JOBYJoby AviationNov 4 · AMC | Nov 4AMC | −26.9% | Nov 4 15:46 | −13.1% | −5.2% | +13.8pt | +21.7pt | Open from quotes | |
| KHCKraft HeinzNov 4 · BMO | Nov 4BMO | −28.9% | Nov 3 15:46 | −18.8% | −14.9% | +10.1pt | +14.0pt | Open from quotes | |
| MCDMcDonald'sNov 4 · BMO | Nov 4BMO | −26.5% | Nov 3 15:46 | −26.6% | −20.0% | −0.1pt | +6.5pt | ||
| MELIMercadoLibreNov 4 · AMC | Nov 4AMC | −39.9% | Nov 4 15:46 | −23.6% | −22.9% | +16.3pt | +17.0pt | ||
| NVONovo NordiskNov 4 · BMO | Nov 4BMO | −33.1% | Nov 3 15:46 | −30.4% | −29.3% | +2.7pt | +3.8pt | Open from quotes | |
| QCOMQUALCOMMNov 4 · AMC | Nov 4AMC | −38.4% | Nov 4 15:46 | −12.4% | −16.3% | +26.0pt | +22.1pt | Open from quotes | |
| RDWRedwireNov 4 · AMC | Nov 4AMC | −30.1% | Nov 4 15:46 | −25.6% | −19.8% | +4.5pt | +10.3pt | ||
| RIOTRiot PlatformsNov 4 · BMO | Nov 4BMO | −33.9% | Nov 3 15:46 | −10.2% | −19.8% | +23.7pt | +14.1pt | Own line · time unconfirmed | |
| RUNSunrunNov 4 · AMC | Nov 4AMC | −40.5% | Nov 4 15:46 | −27.0% | −34.9% | +13.5pt | +5.6pt | ||
| SEDGSolarEdge TechnologiesNov 4 · BMO | Nov 4BMO | −35.0% | Nov 3 15:46 | −26.3% | −15.6% | +8.7pt | +19.4pt | Open from quotes | |
| SNAPSnap Inc.Nov 4 · AMC | Nov 4AMC | −42.4% | Nov 4 15:46 | −34.7% | −32.3% | +7.7pt | +10.1pt | ||
| UBERUber TechnologiesNov 4 · BMO | Nov 4BMO | −41.1% | Nov 3 15:46 | −38.9% | −31.2% | +2.2pt | +9.9pt | ||
| UUUUEnergy FuelsNov 4 · AMC | Nov 4AMC | −23.4% | Nov 4 15:46 | −4.3% | — | +19.1pt | — | no next-morningopen price | |
| WWayfairNov 4 · BMO | Nov 4BMO | −41.9% | Nov 3 15:46 | −41.5% | −34.0% | +0.4pt | +7.9pt | Open from quotes | |
| AIGAmerican International GroupNov 3 · AMC | Nov 3AMC | −29.6% | Nov 3 15:46 | −23.8% | −21.3% | +5.8pt | +8.3pt | ||
| ALABAstera LabsNov 3 · AMC | Nov 3AMC | −31.7% | Nov 3 15:46 | −23.6% | −16.8% | +8.1pt | +14.9pt | ||
| AMDAdvanced Micro DevicesNov 3 · AMC | Nov 3AMC | −33.0% | Nov 3 15:46 | −19.5% | −19.2% | +13.5pt | +13.8pt | ||
| AMGNAmgenNov 3 · AMC | Nov 3AMC | −23.8% | Nov 3 15:46 | −21.1% | −17.2% | +2.7pt | +6.6pt | Open from quotes | |
| ANETArista NetworksNov 3 · AMC | Nov 3AMC | −34.9% | Nov 3 15:46 | −28.0% | −24.9% | +6.9pt | +10.0pt | Open from quotes | |
| APOApollo Global ManagementNov 3 · BMO | Nov 3BMO | −21.1% | Nov 2 15:46 | −18.5% | −12.9% | +2.6pt | +8.2pt | Open from quotes | |
| BKNGBooking HoldingsNov 3 · AMC | Nov 3AMC | −30.6% | Nov 3 15:46 | −29.5% | −26.1% | +1.1pt | +4.5pt | Open from quotes | |
| CPNGCoupangNov 3 · AMC | Nov 3AMC | −35.9% | Nov 3 15:46 | −32.7% | — | +3.2pt | — | no next-morningopen price | |
| DOCNDigitalOcean HoldingsNov 3 · BMO | Nov 3BMO | −26.7% | Nov 2 15:46 | −17.3% | −14.5% | +9.4pt | +12.2pt | Open from quotes | |
| DUOLDuolingoNov 3 · AMC | Nov 3AMC | −42.3% | Nov 3 15:46 | −26.2% | −24.8% | +16.1pt | +17.5pt | ||
| ETEnergy TransferNov 3 · BMO | Nov 3BMO | −27.9% | Nov 2 15:46 | −17.3% | 1.1% | +10.6pt | +29.0pt | Open from quotes | |
| ETNEatonNov 3 · BMO | Nov 3BMO | −21.8% | Nov 2 15:46 | −17.4% | −24.3% | +4.4pt | −2.5pt | Open from quotes | |
| FISVFiservNov 3 · BMO | Nov 3BMO | −38.4% | Nov 2 15:46 | −37.2% | −32.7% | +1.2pt | +5.7pt | ||
| HLHecla MiningNov 3 · AMC | Nov 3AMC | −24.2% | Nov 3 15:46 | −24.3% | −18.5% | −0.1pt | +5.7pt | Open from quotes | |
| MOSMosaicNov 3 · AMC | Nov 3AMC | −22.3% | Nov 3 15:46 | −20.2% | — | +2.1pt | — | no next-morningopen price | |
| NVTSNavitas SemiconductorNov 3 · AMC | Nov 3AMC | −28.2% | Nov 3 15:46 | −22.1% | −17.5% | +6.1pt | +10.7pt | Open from quotes | |
| OUSTOusterNov 3 · AMC | Nov 3AMC | −35.0% | Nov 3 15:46 | −31.2% | −28.0% | +3.8pt | +7.0pt | Open from quotes | |
| PFEPfizerNov 3 · BMO | Nov 3BMO | −20.5% | Nov 2 15:46 | −17.3% | −5.4% | +3.2pt | +15.1pt | Open from quotes | |
| RACEFerrariNov 3 · BMO | Nov 3BMO | −36.1% | Nov 2 15:46 | −30.0% | −26.4% | +6.1pt | +9.7pt | Open from quotes | |
| SHOPShopifyNov 3 · BMO | Nov 3BMO | −40.8% | Nov 2 15:46 | −43.2% | −40.7% | −2.4pt | +0.1pt | ||
| SMCISuper Micro ComputerNov 3 · AMC | Nov 3AMC | −38.6% | Nov 3 15:46 | −33.7% | −38.3% | +4.9pt | +0.3pt | ||
| SUSuncor EnergyNov 3 · AMC | Nov 3AMC | −20.7% | Nov 3 15:46 | −9.8% | — | +10.9pt | — | no next-morningopen price | |
| TLNTalen EnergyNov 3 · BMO | Nov 3BMO | −16.2% | Nov 2 15:46 | −4.1% | −5.2% | +12.1pt | +11.0pt | Open from quotes | |
| TOSTToastNov 3 · AMC | Nov 3AMC | −45.1% | Nov 3 15:46 | −44.3% | — | +0.8pt | — | no next-morningopen price | |
| UPSTUpstart HoldingsNov 3 · BMO | Nov 3BMO | −37.6% | Nov 2 15:46 | −38.6% | −32.0% | −1.0pt | +5.6pt | Own line · time unconfirmed | |
| XYZBlockNov 3 · AMC | Nov 3AMC | −42.8% | Nov 3 15:46 | −49.2% | −42.1% | −6.4pt | +0.7pt | Open from quotes | |
| AAPLAppleNov 2 · AMC | Nov 2AMC | −33.8% | Nov 2 15:46 | −33.1% | −27.1% | +0.7pt | +6.7pt | ||
| AEHRAehr Test SystemsNov 2 · AMC | Nov 2AMC | −24.0% | Nov 2 15:46 | −20.3% | −15.3% | +3.7pt | +8.7pt | Open from quotes | |
| CCChemoursNov 2 · AMC | Nov 2AMC | −39.0% | Nov 2 15:46 | −38.2% | — | +0.8pt | — | no next-morningopen price | |
| CIFRCipher DigitalNov 2 · BMO | Nov 2BMO | −14.3% | Oct 30 15:46 | 9.0% | −6.1% | +23.3pt | +8.2pt | Open from quotes | |
| GRABGrab HoldingsNov 2 · AMC | Nov 2AMC | −33.8% | Nov 2 15:46 | −22.4% | −17.9% | +11.4pt | +15.9pt | Open from quotes | |
| ONON SemiconductorNov 2 · AMC | Nov 2AMC | −21.5% | Oct 30 15:46 | −13.6% | −14.0% | +7.9pt | +7.5pt | Own line · time unconfirmed | |
| PLTRPalantir TechnologiesNov 2 · AMC | Nov 2AMC | −40.8% | Nov 2 15:46 | −40.5% | −37.2% | +0.3pt | +3.6pt | ||
| RIGTransoceanNov 2 · AMC | Nov 2AMC | −19.2% | Nov 2 15:46 | −21.4% | −15.5% | −2.2pt | +3.7pt | Open from quotes | |
| ROKURokuNov 2 · AMC | Nov 2AMC | −49.7% | Nov 2 15:46 | −40.2% | — | +9.5pt | — | no next-morningopen price | |
| TEMTempus AINov 2 · BMO | Nov 2BMO | −17.4% | Oct 30 15:46 | −8.0% | −2.1% | +9.4pt | +15.3pt | Own line · time unconfirmed | |
| TSEMTower SemiconductorNov 2 · BMO | Nov 2BMO | −21.1% | Oct 30 15:46 | −13.1% | −11.8% | +8.0pt | +9.3pt | Open from quotes | |
| WMBWilliams CompaniesNov 2 · AMC | Nov 2AMC | −21.5% | Nov 2 15:46 | −13.4% | −15.8% | +8.1pt | +5.7pt | ||
| ABBVAbbVieOct 30 · BMO | Oct 30BMO | −34.8% | Oct 29 15:46 | −22.8% | −21.1% | +12.0pt | +13.7pt | Open from quotes | |
| BPBP p.l.c.Oct 30 · AMC | Oct 30AMC | −6.0% | Oct 29 15:46 | 4.8% | — | +10.8pt | — | Own line · time unconfirmed | |
| CBOECboe Global MarketsOct 30 · BMO | Oct 30BMO | −19.7% | Oct 29 15:46 | −7.9% | −9.8% | +11.8pt | +9.9pt | Open from quotes | |
| CCJCamecoOct 30 · BMO | Oct 30BMO | −23.5% | Oct 29 15:46 | −12.0% | — | +11.5pt | — | no next-morningopen price | |
| CLColgate-PalmoliveOct 30 · BMO | Oct 30BMO | −29.9% | Oct 29 15:46 | −24.7% | — | +5.2pt | — | no next-morningopen price | |
| CVXChevronOct 30 · BMO | Oct 30BMO | −13.1% | Oct 29 15:46 | −8.2% | −8.4% | +4.9pt | +4.7pt | ||
| XOMExxonMobil HoldingsOct 30 · BMO | Oct 30BMO | −13.5% | Oct 29 15:46 | −9.5% | −4.2% | +4.0pt | +9.3pt | ||
| AMZNAmazonOct 29 · AMC | Oct 29AMC | −50.6% | Oct 29 15:46 | −48.0% | −48.4% | +2.6pt | +2.2pt | ||
| AXTIAXTOct 29 · AMC | Oct 29AMC | −29.3% | Oct 29 15:46 | −20.1% | −22.8% | +9.2pt | +6.5pt | Open from quotes | |
| BMYBristol-Myers SquibbOct 29 · BMO | Oct 29BMO | −19.0% | Oct 28 15:46 | −19.8% | — | −0.8pt | — | no next-morningopen price | |
| CATCaterpillarOct 29 · BMO | Oct 29BMO | −32.5% | Oct 28 15:46 | −25.9% | −20.4% | +6.6pt | +12.1pt | Open from quotes | |
| COINCoinbase GlobalOct 29 · AMC | Oct 29AMC | −24.2% | Oct 29 15:46 | −11.6% | −4.5% | +12.6pt | +19.7pt | ||
| DXCMDexComOct 29 · AMC | Oct 29AMC | −48.3% | Oct 29 15:46 | −43.6% | −41.0% | +4.7pt | +7.3pt | Open from quotes | |
| FSLRFirst SolarOct 29 · AMC | Oct 29AMC | −39.1% | Oct 29 15:46 | −32.1% | −27.1% | +7.0pt | +12.0pt | Open from quotes | |
| GILDGilead SciencesOct 29 · AMC | Oct 29AMC | −30.1% | Oct 29 15:46 | −23.2% | −16.5% | +6.9pt | +13.6pt | ||
| HWMHowmet AerospaceOct 29 · BMO | Oct 29BMO | −29.7% | Oct 28 15:46 | −34.2% | −26.2% | −4.5pt | +3.5pt | Open from quotes | |
| INTCIntelOct 29 · AMC | Oct 29AMC | −32.5% | Oct 29 15:46 | −12.1% | −10.9% | +20.4pt | +21.6pt | ||
| LLYEli LillyOct 29 · BMO | Oct 29BMO | −38.3% | Oct 28 15:46 | −37.4% | −24.1% | +0.9pt | +14.2pt | ||
| MAMastercardOct 29 · BMO | Oct 29BMO | −25.1% | Oct 28 15:46 | −28.4% | −11.5% | −3.3pt | +13.6pt | Open from quotes | |
| MOAltria GroupOct 29 · BMO | Oct 29BMO | −31.8% | Oct 28 15:46 | −34.3% | −22.1% | −2.5pt | +9.7pt | ||
| MRKMerckOct 29 · BMO | Oct 29BMO | −25.8% | Oct 28 15:46 | −25.5% | −18.3% | +0.3pt | +7.5pt | ||
| MSTRStrategyOct 29 · AMC | Oct 29AMC | −10.0% | Oct 29 15:46 | 10.3% | 8.6% | +20.3pt | +18.6pt | ||
| NCLHNorwegian Cruise Line HoldingsOct 29 · BMO | Oct 29BMO | −27.8% | Oct 28 15:46 | −26.7% | — | +1.1pt | — | no next-morningopen price | |
| PINSPinterestOct 29 · AMC | Oct 29AMC | −54.5% | Oct 29 15:46 | −52.4% | −47.2% | +2.1pt | +7.3pt | ||
| RBLXRobloxOct 29 · AMC | Oct 29AMC | −47.1% | Oct 28 15:46 | −42.8% | −36.6% | +4.3pt | +10.5pt | Own line · time unconfirmed | |
| RDDTRedditOct 29 · AMC | Oct 29AMC | −45.4% | Oct 29 15:46 | −41.4% | −38.5% | +4.0pt | +6.9pt | ||
| RIVNRivian AutomotiveOct 29 · AMC | Oct 29AMC | −33.6% | Oct 29 15:46 | −32.9% | −27.7% | +0.7pt | +5.9pt | ||
| RKTRocket CompaniesOct 29 · AMC | Oct 29AMC | −23.9% | Oct 29 15:46 | −19.9% | −16.5% | +4.0pt | +7.4pt | Open from quotes | |
| SNDKSandiskOct 29 · AMC | Oct 29AMC | −23.6% | Oct 29 15:46 | −5.2% | −12.5% | +18.4pt | +11.1pt | ||
| VALEVALE S.A.Oct 29 · AMC | Oct 29AMC | −17.8% | Oct 29 15:46 | −13.0% | −5.1% | +4.8pt | +12.7pt | Open from quotes | |
| ADPAutomatic Data ProcessingOct 28 · BMO | Oct 28BMO | −27.9% | Oct 27 15:46 | −36.3% | — | −8.4pt | — | no next-morningopen price | |
| AEMAgnico Eagle MinesOct 28 · AMC | Oct 28AMC | −11.6% | Oct 28 15:46 | −10.0% | −4.6% | +1.6pt | +7.0pt | Open from quotes | |
| CMGChipotle Mexican GrillOct 28 · AMC | Oct 28AMC | −40.3% | Oct 28 15:46 | −45.8% | −32.2% | −5.5pt | +8.1pt | ||
| CVNACarvanaOct 28 · AMC | Oct 28AMC | −44.6% | Oct 28 15:46 | −48.4% | −41.4% | −3.8pt | +3.2pt | ||
| ETSYEtsy, Inc.Oct 28 · BMO | Oct 28BMO | −29.3% | Oct 27 15:46 | −30.4% | — | −1.1pt | — | no next-morningopen price | |
| FFord MotorOct 28 · AMC | Oct 28AMC | −33.2% | Oct 28 15:46 | −36.2% | −27.4% | −3.0pt | +5.8pt | ||
| FTNTFortinetOct 28 · AMC | Oct 28AMC | −48.8% | Oct 28 15:46 | −46.2% | −35.0% | +2.6pt | +13.8pt | Open from quotes | |
| GEVGE VernovaOct 28 · BMO | Oct 28BMO | −15.1% | Oct 27 15:46 | −10.7% | −7.4% | +4.4pt | +7.7pt | ||
| GNRCGenerac HoldingsOct 28 · BMO | Oct 28BMO | −25.7% | Oct 27 15:46 | −20.9% | −16.1% | +4.8pt | +9.6pt | Open from quotes | |
| GOOGAlphabetOct 28 · AMC | Oct 28AMC | −38.7% | Oct 28 15:46 | −39.2% | −32.3% | −0.5pt | +6.4pt | ||
| GOOGLAlphabetOct 28 · AMC | Oct 28AMC | −38.8% | Oct 28 15:46 | −39.2% | −31.7% | −0.4pt | +7.1pt | ||
| MSFTMicrosoftOct 28 · AMC | Oct 28AMC | −36.0% | Oct 28 15:46 | −37.5% | −28.1% | −1.5pt | +7.9pt | ||
| NOWServiceNowOct 28 · AMC | Oct 28AMC | −41.4% | Oct 28 15:46 | −36.8% | −29.6% | +4.6pt | +11.8pt | ||
| PSXPhillips 66Oct 28 · BMO | Oct 28BMO | −6.5% | Oct 27 15:46 | −5.6% | −7.3% | +0.9pt | −0.8pt | Open from quotes | |
| TMUST-Mobile USOct 28 · AMC | Oct 28AMC | −30.8% | Oct 28 15:46 | −38.0% | −20.5% | −7.2pt | +10.3pt | Open from quotes | |
| VRTVertiv HoldingsOct 28 · BMO | Oct 28BMO | −33.2% | Oct 27 15:46 | −26.4% | −23.8% | +6.8pt | +9.4pt | ||
| BABoeingOct 27 · BMO | Oct 27BMO | −20.3% | Oct 26 15:46 | −26.1% | −16.2% | −5.8pt | +4.1pt | ||
| CNCCenteneOct 27 · BMO | Oct 27BMO | −31.0% | Oct 26 15:46 | −29.8% | — | +1.2pt | — | no next-morningopen price | |
| ENPHEnphase EnergyOct 27 · AMC | Oct 27AMC | −33.7% | Oct 27 15:46 | −32.9% | −19.5% | +0.8pt | +14.2pt | Open from quotes | |
| EQTEQT CorporationOct 27 · AMC | Oct 27AMC | −17.8% | Oct 27 15:46 | −10.9% | −17.4% | +6.9pt | +0.4pt | Open from quotes | |
| FCXFreeport-McMoRanOct 27 · BMO | Oct 27BMO | −7.3% | Oct 26 15:46 | −11.0% | −4.5% | −3.7pt | +2.8pt | Open from quotes | |
| GLWCorningOct 27 · BMO | Oct 27BMO | −20.4% | Oct 26 15:46 | −18.0% | −16.4% | +2.4pt | +4.0pt | ||
| GLXYGalaxy DigitalOct 27 · BMO | Oct 27BMO | −13.4% | Oct 26 15:46 | −14.8% | — | −1.4pt | — | no next-morningopen price | |
| HOODRobinhood MarketsOct 27 · AMC | Oct 27AMC | −23.8% | Oct 27 15:46 | −28.1% | −20.5% | −4.3pt | +3.3pt | ||
| JBLUJetBlue AirwaysOct 27 · BMO | Oct 27BMO | −19.6% | Oct 26 15:46 | −38.6% | −22.7% | −19.0pt | −3.1pt | ||
| KOCoca-ColaOct 27 · BMO | Oct 27BMO | −19.5% | Oct 26 15:46 | −23.6% | −15.6% | −4.1pt | +3.9pt | ||
| PYPLPayPal HoldingsOct 27 · BMO | Oct 27BMO | −36.5% | Oct 26 15:46 | −41.8% | −34.9% | −5.3pt | +1.6pt | Open from quotes | |
| RCLRoyal Caribbean CruisesOct 27 · BMO | Oct 27BMO | −22.4% | Oct 26 15:46 | −19.2% | −18.1% | +3.2pt | +4.3pt | Open from quotes | |
| SOFISoFi TechnologiesOct 27 · BMO | Oct 27BMO | −25.9% | Oct 26 15:46 | −32.3% | −24.3% | −6.4pt | +1.6pt | ||
| SPGIS&P GlobalOct 27 · BMO | Oct 27BMO | −20.2% | Oct 26 15:46 | −21.9% | −11.6% | −1.7pt | +8.6pt | Open from quotes | |
| STXSeagate Technology HoldingsOct 27 · AMC | Oct 27AMC | −16.4% | Oct 27 15:46 | −12.8% | −10.8% | +3.6pt | +5.6pt | Open from quotes | |
| UPSUnited Parcel ServiceOct 27 · BMO | Oct 27BMO | −38.8% | Oct 26 15:46 | −38.4% | −31.9% | +0.4pt | +6.9pt | Open from quotes | |
| VVisaOct 27 · AMC | Oct 27AMC | −24.0% | Oct 27 15:46 | −23.1% | −22.8% | +0.9pt | +1.2pt | Open from quotes | |
| CDNSCadence Design SystemsOct 26 · AMC | Oct 26AMC | −21.1% | Oct 26 15:46 | −21.6% | −16.5% | −0.5pt | +4.6pt | Open from quotes | |
| VZVerizon CommunicationsOct 26 · BMO | Oct 26BMO | −20.9% | Oct 23 15:46 | −22.1% | −5.7% | −1.2pt | +15.2pt | Open from quotes | |
| AXPAmerican ExpressOct 23 · BMO | Oct 23BMO | −36.2% | Oct 22 15:46 | −34.0% | −19.7% | +2.2pt | +16.5pt | ||
| SLBSLB LimitedOct 23 · BMO | Oct 23BMO | −22.7% | Oct 22 15:46 | −14.7% | −9.3% | +8.0pt | +13.4pt | ||
| AALAmerican Airlines GroupOct 22 · BMO | Oct 22BMO | −23.8% | Oct 21 15:46 | −20.1% | −17.6% | +3.7pt | +6.2pt | ||
| BEBloom EnergyOct 22 · AMC | Oct 22AMC | −28.5% | Oct 22 15:46 | −26.2% | −17.6% | +2.3pt | +10.9pt | ||
| BXBlackstoneOct 22 · BMO | Oct 22BMO | −19.1% | Oct 21 15:46 | −5.3% | 0.0% | +13.8pt | +19.1pt | ||
| CMCSAComcastOct 22 · BMO | Oct 22BMO | −38.9% | Oct 21 15:46 | −31.6% | −25.1% | +7.3pt | +13.8pt | Open from quotes | |
| DECKDeckers OutdoorOct 22 · AMC | Oct 22AMC | −50.8% | Oct 22 15:46 | −55.6% | −45.6% | −4.8pt | +5.2pt | Open from quotes | |
| NEMNewmontOct 22 · AMC | Oct 22AMC | −28.7% | Oct 22 15:46 | −27.3% | −17.4% | +1.4pt | +11.3pt | Open from quotes | |
| NOKNokiaOct 22 · AMC | Oct 22AMC | −35.0% | Oct 21 15:46 | −33.3% | −26.1% | +1.7pt | +8.9pt | Own line · time unconfirmed | |
| PGProcter & GambleOct 22 · BMO | Oct 22BMO | −33.0% | Oct 21 15:46 | −24.9% | −19.0% | +8.1pt | +14.0pt | ||
| SPOTSpotify TechnologyOct 22 · BMO | Oct 22BMO | −45.3% | Oct 21 15:46 | −42.9% | −32.4% | +2.4pt | +12.9pt | ||
| UNPUnion PacificOct 22 · BMO | Oct 22BMO | −33.1% | Oct 21 15:46 | −32.0% | — | +1.1pt | — | no next-morningopen price | |
| VLOValero EnergyOct 22 · BMO | Oct 22BMO | −11.9% | Oct 21 15:46 | −9.8% | −4.2% | +2.1pt | +7.7pt | Open from quotes | |
| WDCWestern DigitalOct 22 · AMC | Oct 22AMC | −29.6% | Oct 22 15:46 | −24.7% | −22.7% | +4.9pt | +6.9pt | ||
| ABTAbbott LaboratoriesOct 21 · BMO | Oct 21BMO | −44.8% | Oct 20 15:46 | −39.0% | — | +5.8pt | — | no next-morningopen price | |
| CMECME GroupOct 21 · BMO | Oct 21BMO | −23.4% | Oct 20 15:46 | −22.1% | −7.6% | +1.3pt | +15.8pt | Open from quotes | |
| DHRDanaherOct 21 · BMO | Oct 21BMO | −44.1% | Oct 20 15:46 | −41.0% | −28.8% | +3.1pt | +15.3pt | Open from quotes | |
| IBMInternational Business MachinesOct 21 · AMC | Oct 21AMC | −44.8% | Oct 21 15:46 | −38.4% | −34.4% | +6.4pt | +10.4pt | ||
| LRCXLam ResearchOct 21 · AMC | Oct 21AMC | −27.2% | Oct 21 15:46 | −13.7% | −20.7% | +13.5pt | +6.5pt | ||
| LVSLas Vegas SandsOct 21 · AMC | Oct 21AMC | −34.1% | Oct 21 15:46 | −30.5% | −29.0% | +3.6pt | +5.1pt | Open from quotes | |
| METAMeta PlatformsOct 21 · AMC | Oct 21AMC | −40.2% | Oct 21 15:46 | −33.7% | −28.5% | +6.5pt | +11.7pt | ||
| NEENextEra EnergyOct 21 · BMO | Oct 21BMO | −26.1% | Oct 20 15:46 | −26.0% | −13.1% | +0.1pt | +13.0pt | Open from quotes | |
| PMPhilip Morris InternationalOct 21 · BMO | Oct 21BMO | −31.5% | Oct 20 15:46 | −27.6% | −20.9% | +3.9pt | +10.6pt | Open from quotes | |
| QSQuantumScapeOct 21 · AMC | Oct 21AMC | −31.1% | Oct 21 15:46 | −22.8% | −25.6% | +8.3pt | +5.5pt | ||
| TAT&TOct 21 · BMO | Oct 21BMO | −33.5% | Oct 20 15:46 | −27.2% | −31.1% | +6.3pt | +2.4pt | ||
| TSLATeslaOct 21 · AMC | Oct 21AMC | −27.5% | Oct 21 15:46 | −21.2% | −17.2% | +6.3pt | +10.3pt | ||
| TXNTexas InstrumentsOct 21 · AMC | Oct 21AMC | −39.7% | Oct 21 15:46 | −26.9% | −28.2% | +12.8pt | +11.5pt | Open from quotes | |
| COFCapital One FinancialOct 20 · AMC | Oct 20AMC | −22.4% | Oct 20 15:46 | −21.6% | −15.0% | +0.8pt | +7.4pt | Open from quotes | |
| GEGE AerospaceOct 20 · BMO | Oct 20BMO | −33.0% | Oct 19 15:46 | −26.3% | −20.4% | +6.7pt | +12.6pt | Open from quotes | |
| GMGeneral MotorsOct 20 · BMO | Oct 20BMO | −29.4% | Oct 19 15:46 | −27.5% | −19.3% | +1.9pt | +10.1pt | Open from quotes | |
| HALHalliburtonOct 20 · BMO | Oct 20BMO | −20.4% | Oct 19 15:46 | −14.6% | −2.0% | +5.8pt | +18.4pt | ||
| ISRGIntuitive SurgicalOct 20 · AMC | Oct 20AMC | −41.9% | Oct 20 15:46 | −42.9% | −36.0% | −1.0pt | +5.9pt | Open from quotes | |
| MMM3MOct 20 · BMO | Oct 20BMO | −38.7% | Oct 19 15:46 | −35.1% | −29.4% | +3.6pt | +9.3pt | ||
| NFLXNetflixOct 20 · AMC | Oct 20AMC | −54.9% | Oct 20 15:46 | −56.9% | −52.4% | −2.0pt | +2.5pt | ||
| RTXRTX CorporationOct 20 · BMO | Oct 20BMO | −37.0% | Oct 19 15:46 | −33.4% | −27.8% | +3.6pt | +9.2pt | ||
| UALUnited Airlines HoldingsOct 20 · AMC | Oct 20AMC | −21.7% | Oct 20 15:46 | −20.6% | −17.8% | +1.1pt | +3.9pt | ||
| CLFCleveland-CliffsOct 19 · BMO | Oct 19BMO | −31.0% | Oct 16 15:46 | −24.5% | −15.2% | +6.5pt | +15.8pt | Open from quotes | |
| AAAlcoaOct 15 · AMC | Oct 15AMC | −26.3% | Oct 15 15:46 | −21.6% | −21.1% | +4.7pt | +5.2pt | ||
| BNYBank of New York MellonOct 15 · BMO | Oct 15BMO | −7.2% | Oct 14 15:46 | −12.5% | −4.1% | −5.3pt | +3.1pt | Open from quotes | |
| IBKRInteractive Brokers GroupOct 15 · AMC | Oct 15AMC | −30.5% | Oct 15 15:46 | −24.4% | −20.7% | +6.1pt | +9.8pt | ||
| JBHTJ.B. Hunt Transport ServicesOct 15 · AMC | Oct 15AMC | −12.0% | Oct 15 15:46 | −16.8% | −17.8% | −4.8pt | −5.8pt | Open from quotes | |
| PLDPrologisOct 15 · BMO | Oct 15BMO | −4.1% | Oct 14 15:46 | −7.6% | −7.7% | −3.5pt | −3.6pt | ||
| PNCPNC Financial Services GroupOct 15 · BMO | Oct 15BMO | −27.1% | Oct 14 15:46 | −17.8% | — | +9.3pt | — | no next-morningopen price | |
| SCHWCharles SchwabOct 15 · BMO | Oct 15BMO | −31.5% | Oct 14 15:46 | −27.3% | −20.0% | +4.2pt | +11.5pt | Open from quotes | |
| TSMTaiwan Semiconductor ManufacturingOct 15 · AMC | Oct 15AMC | −23.0% | Oct 14 15:46 | −15.0% | −19.3% | +8.0pt | +3.7pt | Own line · time unconfirmed | |
| USBU.S. BancorpOct 15 · BMO | Oct 15BMO | −24.9% | Oct 14 15:46 | −28.0% | — | −3.1pt | — | no next-morningopen price | |
| ASMLASML HoldingOct 14 · AMC | Oct 14AMC | −24.1% | Oct 13 15:46 | −23.4% | −10.7% | +0.7pt | +13.4pt | Own line · time unconfirmed | |
| BACBank of AmericaOct 14 · BMO | Oct 14BMO | −25.0% | Oct 13 15:46 | −17.4% | −13.9% | +7.6pt | +11.1pt | ||
| BLKBlackRockOct 14 · BMO | Oct 14BMO | −34.4% | Oct 13 15:46 | −25.3% | −21.4% | +9.1pt | +13.0pt | Open from quotes | |
| FASTFastenalOct 14 · BMO | Oct 14BMO | −18.9% | Oct 13 15:46 | −16.8% | −20.6% | +2.1pt | −1.7pt | ||
| MSMorgan StanleyOct 14 · BMO | Oct 14BMO | −23.6% | Oct 13 15:46 | −19.0% | −10.6% | +4.6pt | +13.0pt | Open from quotes | |
| CCitigroupOct 13 · BMO | Oct 13BMO | −19.6% | Oct 12 15:46 | −17.6% | 2.7% | +2.0pt | +22.3pt | ||
| GSGoldman Sachs GroupOct 13 · BMO | Oct 13BMO | −17.6% | Oct 12 15:46 | −13.5% | −9.7% | +4.1pt | +7.9pt | Open from quotes | |
| JNJJohnson & JohnsonOct 13 · BMO | Oct 13BMO | −20.1% | Oct 12 15:46 | −12.6% | −21.1% | +7.5pt | −1.0pt | Open from quotes | |
| JPMJPMorgan ChaseOct 13 · BMO | Oct 13BMO | −21.8% | Oct 12 15:46 | −17.1% | −17.5% | +4.7pt | +4.3pt | ||
| UNHUnitedHealth GroupOct 13 · BMO | Oct 13BMO | −41.8% | Oct 12 15:46 | −32.5% | −29.9% | +9.3pt | +11.9pt | ||
| WFCWells FargoOct 13 · BMO | Oct 13BMO | −26.2% | Oct 12 15:46 | −24.7% | −19.1% | +1.5pt | +7.1pt | ||
| DALDelta Air LinesOct 9 · BMO | Oct 9BMO | −28.4% | Oct 8 15:46 | −30.1% | −26.3% | −1.7pt | +2.1pt | ||
| PEPPepsiCoOct 8 · BMO | Oct 8BMO | −29.7% | Oct 7 15:46 | −28.6% | −22.4% | +1.1pt | +7.3pt | ||
| APLDApplied DigitalOct 7 · AMC | Oct 7AMC | −26.6% | Oct 7 15:46 | −28.0% | −27.2% | −1.4pt | −0.6pt | ||
| LWLamb Weston HoldingsOct 6 · BMO | Oct 6BMO | −47.6% | Oct 5 15:46 | −42.1% | −33.7% | +5.5pt | +13.9pt | Open from quotes | |
| PENGPenguin SolutionsOct 6 · AMC | Oct 6AMC | −42.9% | Oct 6 15:46 | −40.6% | −30.8% | +2.3pt | +12.1pt | ||
| ACNAccentureOct 1 · BMO | Oct 1BMO | −37.3% | Sep 30 15:46 | −27.2% | −21.3% | +10.1pt | +16.0pt | ||
| NKENikeOct 1 · AMC | Oct 1AMC | −54.7% | Oct 1 15:46 | −57.8% | −52.1% | −3.1pt | +2.6pt | ||
| JBLJabilSep 30 · BMO | Sep 30BMO | −31.8% | Sep 29 15:46 | −37.8% | −23.7% | −6.0pt | +8.1pt | Open from quotes | |
| MUMicron TechnologySep 30 · AMC | Sep 30AMC | −29.0% | Sep 30 15:46 | −27.9% | −23.4% | +1.1pt | +5.6pt | ||
| CCLCarnivalSep 29 · BMO | Sep 29BMO | −27.4% | Sep 28 15:46 | −22.2% | −16.2% | +5.2pt | +11.2pt | ||
| UECUranium EnergySep 29 · BMO | Sep 29BMO | −15.4% | Sep 28 15:46 | −11.6% | 1.6% | +3.8pt | +17.0pt | Own line · time unconfirmed | |
| BBBlackBerrySep 24 · BMO | Sep 24BMO | −44.1% | Sep 23 15:46 | −36.6% | −26.5% | +7.5pt | +17.6pt | ||
| COSTCostco WholesaleSep 24 · AMC | Sep 24AMC | −37.8% | Sep 24 15:46 | −38.8% | −34.3% | −1.0pt | +3.5pt | ||
| PLAYDave & Buster's EntertainmentSep 14 · AMC | Sep 14AMC | −20.7% | Sep 14 15:46 | −21.4% | −15.3% | −0.7pt | +5.4pt | Open from quotes | |
| ADBEAdobeSep 10 · AMC | Sep 10AMC | −44.2% | Sep 10 15:46 | −46.7% | −43.5% | −2.5pt | +0.7pt | ||
| CPRTCopartSep 10 · AMC | Sep 10AMC | −39.1% | Sep 10 15:46 | −34.8% | −36.5% | +4.3pt | +2.6pt | ||
| LPTHLightPath TechnologiesSep 10 · AMC | Sep 10AMC | −20.1% | Sep 10 15:46 | −32.1% | −31.8% | −12.0pt | −11.7pt | ||
| MMacy'sSep 10 · BMO | Sep 10BMO | −40.6% | Sep 9 15:46 | −46.8% | −37.5% | −6.2pt | +3.1pt | Open from quotes | |
| ORCLOracleSep 10 · AMC | Sep 10AMC | −51.1% | Sep 10 15:46 | −54.4% | −49.1% | −3.3pt | +2.0pt | ||
| AEOAmerican Eagle OutfittersSep 9 · AMC | Sep 9AMC | −54.2% | Sep 9 15:46 | −57.5% | −48.4% | −3.3pt | +5.8pt | ||
| ASOAcademy Sports and OutdoorsSep 9 · BMO | Sep 9BMO | −37.8% | Sep 8 15:46 | −40.1% | −22.2% | −2.3pt | +15.6pt | Open from quotes | |
| AVAVAeroVironmentSep 9 · AMC | Sep 9AMC | −38.5% | Sep 9 15:46 | −37.1% | −28.4% | +1.4pt | +10.1pt | ||
| CHWYChewySep 9 · BMO | Sep 9BMO | −42.2% | Sep 8 15:46 | −46.7% | −36.1% | −4.5pt | +6.1pt | Open from quotes | |
| SAILSailPointSep 9 · BMO | Sep 9BMO | −43.1% | Sep 8 15:46 | −43.8% | −30.6% | −0.7pt | +12.5pt | ||
| CASYCaseys General StoresSep 8 · AMC | Sep 8AMC | −43.8% | Sep 8 15:46 | −44.2% | −23.5% | −0.4pt | +20.3pt | Open from quotes | |
| GMEGameStopSep 8 · AMC | Sep 8AMC | −14.7% | Sep 8 15:46 | −10.2% | −12.0% | +4.5pt | +2.7pt | Own line · time unconfirmed | |
| LULULululemonSep 3 · AMC | Sep 3AMC | −53.1% | Sep 3 15:46 | −54.5% | −45.0% | −1.4pt | +8.1pt | ||
| PATHUiPathSep 3 · AMC | Sep 3AMC | −55.8% | Sep 3 15:46 | −61.2% | −59.2% | −5.4pt | −3.4pt | ||
| ZSZscalerSep 3 · AMC | Sep 3AMC | −61.1% | Sep 3 15:46 | −61.7% | −55.5% | −0.6pt | +5.6pt | Open from quotes | |
| AIC3.aiSep 2 · AMC | Sep 2AMC | −50.2% | Sep 2 15:46 | −49.9% | −35.4% | +0.3pt | +14.8pt | Open from quotes | |
| AVGOBroadcomSep 2 · AMC | Sep 2AMC | −47.2% | Sep 2 15:46 | −46.9% | −46.9% | +0.3pt | +0.3pt | ||
| FCELFuelCell EnergySep 2 · BMO | Sep 2BMO | −19.8% | Sep 1 15:46 | −28.1% | −18.8% | −8.3pt | +1.0pt | Open from quotes | |
| HPEHewlett Packard EnterpriseSep 2 · AMC | Sep 2AMC | −48.3% | Sep 2 15:46 | −44.4% | −42.0% | +3.9pt | +6.3pt | ||
| SNOWSnowflakeSep 2 · AMC | Sep 2AMC | −58.6% | Sep 2 15:46 | −58.3% | −52.1% | +0.3pt | +6.5pt | ||
| CRDOCredo Technology Group HoldingSep 1 · AMC | Sep 1AMC | −33.2% | Sep 1 15:46 | −31.9% | −26.3% | +1.3pt | +6.9pt | ||
| DELLDell TechnologiesSep 1 · AMC | Sep 1AMC | −36.3% | Sep 1 15:46 | −34.9% | −28.2% | +1.4pt | +8.1pt | ||
| GTLBGitLabSep 1 · AMC | Sep 1AMC | −57.3% | Sep 1 15:46 | −55.2% | −44.1% | +2.1pt | +13.2pt | ||
| MDBMongoDBSep 1 · AMC | Sep 1AMC | −53.6% | Sep 1 15:46 | −53.5% | −51.1% | +0.1pt | +2.5pt | Open from quotes | |
| PANWPalo Alto NetworksSep 1 · AMC | Sep 1AMC | −38.6% | Sep 1 15:46 | −42.0% | −35.7% | −3.4pt | +2.9pt | ||
| ADSKAutodeskAug 27 · AMC | Aug 27AMC | −49.6% | Aug 27 15:46 | −46.6% | −36.7% | +3.0pt | +12.9pt | Open from quotes | |
| AFRMAffirm HoldingsAug 27 · AMC | Aug 27AMC | −47.2% | Aug 27 15:46 | −47.1% | −40.4% | +0.1pt | +6.8pt | ||
| BURLBurlington StoresAug 27 · BMO | Aug 27BMO | −53.2% | Aug 26 15:46 | −50.7% | −40.4% | +2.5pt | +12.8pt | Open from quotes | |
| IRENIREN LimitedAug 27 · AMC | Aug 27AMC | −29.4% | Aug 27 15:46 | −38.5% | −35.0% | −9.1pt | −5.6pt | ||
| MRVLMarvell TechnologyAug 27 · AMC | Aug 27AMC | −35.4% | Aug 27 15:46 | −45.0% | −37.2% | −9.6pt | −1.8pt | ||
| SSentinelOneAug 27 · AMC | Aug 27AMC | −55.5% | Aug 27 15:46 | −52.7% | −50.0% | +2.8pt | +5.5pt | ||
| CRMSalesforceAug 26 · AMC | Aug 26AMC | −37.7% | Aug 26 15:46 | −29.9% | −23.7% | +7.8pt | +14.0pt | ||
| CRWDCrowdStrike HoldingsAug 26 · AMC | Aug 26AMC | −35.0% | Aug 26 15:46 | −27.7% | −25.5% | +7.3pt | +9.5pt | ||
| HPQHPAug 26 · AMC | Aug 26AMC | −45.7% | Aug 26 15:46 | −43.1% | −40.2% | +2.6pt | +5.5pt | ||
| NVDANVIDIAAug 26 · AMC | Aug 26AMC | −35.0% | Aug 26 15:46 | −34.7% | −35.2% | +0.3pt | −0.2pt | ||
| INTUIntuitAug 25 · AMC | Aug 25AMC | −37.3% | Aug 25 15:46 | −37.0% | −32.6% | +0.3pt | +4.7pt | ||
| ZMZoom CommunicationsAug 25 · AMC | Aug 25AMC | −42.8% | Aug 25 15:46 | −49.7% | −39.3% | −6.9pt | +3.5pt | Open from quotes | |
| PDDPDD HoldingsAug 24 · BMO | Aug 24BMO | −33.8% | Aug 21 15:46 | −30.2% | −14.3% | +3.6pt | +19.5pt | Open from quotes | |
| AAPAdvance Auto PartsAug 20 · BMO | Aug 20BMO | −47.9% | Aug 19 15:46 | −41.8% | — | +6.1pt | — | no next-morningopen price | |
| BABAAlibaba Group HoldingAug 20 · BMO | Aug 20BMO | −9.5% | Aug 20 15:46 | −2.4% | −0.6% | +7.1pt | +8.9pt | Own line · time unconfirmed | |
| WMTWalmartAug 20 · BMO | Aug 20BMO | −44.2% | Aug 19 15:46 | −42.2% | −35.1% | +2.0pt | +9.1pt | ||
| ADIAnalog DevicesAug 19 · BMO | Aug 19BMO | −25.8% | Aug 18 15:46 | −30.7% | −16.1% | −4.9pt | +9.7pt | Open from quotes | |
| BULLWebullAug 19 · AMC | Aug 19AMC | −30.2% | Aug 19 15:46 | −26.1% | −17.9% | +4.1pt | +12.3pt | ||
| LOWLowe's CompaniesAug 19 · BMO | Aug 19BMO | −26.2% | Aug 18 15:46 | −29.1% | −4.9% | −2.9pt | +21.3pt | ||
| TGTTargetAug 19 · BMO | Aug 19BMO | −45.9% | Aug 18 15:46 | −45.2% | −37.7% | +0.7pt | +8.2pt | ||
| HDHome DepotAug 18 · BMO | Aug 18BMO | −25.9% | Aug 17 15:46 | −20.0% | −20.1% | +5.9pt | +5.8pt | Open from quotes | |
| AMATApplied MaterialsAug 13 · AMC | Aug 13AMC | −26.8% | Aug 13 15:46 | −38.5% | −28.8% | −11.7pt | −2.0pt | ||
| DLODLocalAug 13 · AMC | Aug 13AMC | −60.4% | Aug 13 15:46 | −62.7% | −54.9% | −2.3pt | +5.5pt | ||
| GLOBGlobantAug 13 · AMC | Aug 13AMC | −44.7% | Aug 13 15:46 | −48.6% | −43.5% | −3.9pt | +1.2pt | ||
| JDJD.comAug 13 · AMC | Aug 13AMC | −11.7% | Aug 13 15:46 | −17.3% | −8.5% | −5.6pt | +3.2pt | Own line · time unconfirmed | |
| NUNu HoldingsAug 13 · AMC | Aug 13AMC | −39.4% | Aug 13 15:46 | −43.2% | −37.8% | −3.8pt | +1.6pt | ||
| ONDSOndasAug 13 · BMO | Aug 13BMO | −25.6% | Aug 12 15:46 | −34.6% | −31.0% | −9.0pt | −5.4pt | ||
| QXOQXO, Inc.Aug 13 · AMC | Aug 13AMC | −22.4% | Aug 13 15:46 | −27.8% | −16.7% | −5.4pt | +5.7pt | ||
| TPRTapestryAug 13 · BMO | Aug 13BMO | −52.8% | Aug 12 15:46 | −50.0% | −39.8% | +2.8pt | +13.0pt | Open from quotes | |
| YETIYETI HoldingsAug 13 · BMO | Aug 13BMO | −52.0% | Aug 12 15:46 | −52.0% | −47.2% | 0.0pt | +4.8pt | ||
| COHRCoherentAug 12 · AMC | Aug 12AMC | −23.0% | Aug 12 15:46 | −25.6% | −22.4% | −2.6pt | +0.6pt | ||
| CSCOCisco SystemsAug 12 · AMC | Aug 12AMC | −52.2% | Aug 12 15:46 | −56.3% | −50.0% | −4.1pt | +2.2pt | ||
| ENVXEnovixAug 12 · AMC | Aug 12AMC | −35.5% | Aug 12 15:46 | −34.2% | −27.8% | +1.3pt | +7.7pt | Open from quotes | |
| NBISNebius GroupAug 12 · BMO | Aug 12BMO | −21.9% | Aug 11 15:46 | −15.2% | −13.9% | +6.7pt | +8.0pt | ||
| SASeabridge GoldAug 12 · AMC | Aug 12AMC | 15.6% | Aug 12 15:46 | 11.4% | 12.8% | −4.2pt | −2.8pt | Excluded · the split failed | |
| SPCEVirgin Galactic HoldingsAug 12 · AMC | Aug 12AMC | −26.7% | Aug 12 15:46 | −28.5% | −19.7% | −1.8pt | +7.0pt | ||
| TRMBTrimbleAug 12 · BMO | Aug 12BMO | −34.7% | Aug 11 15:46 | −32.0% | −21.3% | +2.7pt | +13.4pt | Open from quotes | |
| CAHCardinal HealthAug 11 · BMO | Aug 11BMO | −43.2% | Aug 10 15:46 | −45.0% | −34.9% | −1.8pt | +8.3pt | Open from quotes | |
| CAVACAVA GroupAug 11 · AMC | Aug 11AMC | −44.6% | Aug 11 15:46 | −45.1% | −39.3% | −0.5pt | +5.3pt | ||
| CRWVCoreWeaveAug 11 · AMC | Aug 11AMC | −29.2% | Aug 11 15:46 | −30.4% | −26.0% | −1.2pt | +3.2pt | ||
| FLYFirefly AerospaceAug 11 · AMC | Aug 11AMC | −27.3% | Aug 11 15:46 | −33.7% | −22.6% | −6.4pt | +4.7pt | ||
| LITELumentum HoldingsAug 11 · AMC | Aug 11AMC | −18.1% | Aug 11 15:46 | −18.8% | −15.6% | −0.7pt | +2.5pt | Open from quotes | |
| SESeaAug 11 · BMO | Aug 11BMO | −45.7% | Aug 10 15:46 | −50.8% | −38.9% | −5.1pt | +6.8pt | Open from quotes | |
| SMCISuper Micro ComputerAug 11 · AMC | Aug 11AMC | −37.1% | Aug 11 15:46 | −34.1% | −30.2% | +3.0pt | +6.9pt | ||
| ACHRArcher AviationAug 10 · AMC | Aug 10AMC | −21.4% | Aug 10 15:46 | −22.4% | −15.6% | −1.0pt | +5.8pt | ||
| ASTSAST SpaceMobileAug 10 · AMC | Aug 10AMC | −15.3% | Aug 10 15:46 | −16.6% | −8.5% | −1.3pt | +6.8pt | ||
| HIMSHims & Hers HealthAug 10 · AMC | Aug 10AMC | −29.5% | Aug 10 15:46 | −34.3% | −29.5% | −4.8pt | 0.0pt | Open from quotes | |
| QUBTQuantum ComputingAug 10 · AMC | Aug 10AMC | −12.7% | Aug 10 15:46 | −22.5% | −15.6% | −9.8pt | −2.9pt | ||
| RIOTRiot PlatformsAug 10 · AMC | Aug 10AMC | −15.7% | Aug 10 15:46 | −16.4% | −14.6% | −0.7pt | +1.1pt | ||
| RKLBRocket LabAug 10 · AMC | Aug 10AMC | −18.6% | Aug 10 15:46 | −23.0% | −14.1% | −4.4pt | +4.5pt | ||
| USARUSA Rare EarthAug 10 · AMC | Aug 10AMC | −7.5% | Aug 10 15:46 | −18.7% | −8.3% | −11.2pt | −0.8pt | Open from quotes | |
| SHOPShopifyAug 5 · BMO | Aug 5BMO | −46.1% | Aug 4 15:46 | −44.3% | −40.9% | +1.8pt | +5.2pt | ||
Showing 1540333 of 333 settled
What the columns and flags mean6 groups · 10 columns · 8 flags
Columns
- Company
- The company, and the day it reports. BMO means before the market opens and AMC after it closes. On a phone the date and session sit under the symbol.
- HeaderNameReport
- Published
- Forecast is how far we said implied volatility would collapse, published the day before the report at 15:46 (12:46 on a half-day) and never changed. At is the trading day it was read on, recorded when it was written.
- HeaderForecastAt
- What happened
- How far implied volatility fell, from the day before the report to the day after. Close is measured at 15:46; Open at 10:00 the next morning, when a seller would really buy the contract back.
- HeaderCloseOpen
- Miss
- What happened minus our forecast, in points of the collapse, at each of the two times. + means the collapse was smaller than we said; − means it was bigger, shown in oxblood.
- HeaderCloseOpen
- ±15 pt
- Each miss drawn on a ±15-point scale: the thick bar at the close, the thin one the next morning. Right of the centre line is smaller than we said.
- Header±15 pt
- Status
- Blank on a row graded the ordinary way. Only the exceptions get a flag, explained below.
- HeaderStatus
Flags
- Pending
- Published, not graded yet. Until the report is graded the forecast is on the board; the date in the flag is when it will be graded.
- Shows asPending · grades Nov 94 rows today
- Next-morning price to come
- Graded at the close. Open and its miss fill in at a later update, usually two days after the 10:00 read (or on the Tuesday when that read was on a Friday), because the 10:00 option data comes out a day later, after that night’s update, or did not download.
- Shows asnext-morning price to come29 rows today
- No next-morning price
- Graded at the close, but there was nothing usable to read at 10:00 the next morning: no trade or usable quote at the strike nearest the stock price, and the strike sold the day before had no price either, or had moved too far from the stock price to stand in for it. Open and its miss stay blank. The close grade counts as usual.
- Shows asno next-morning price36 rows today
- From quotes
- No option traded at the 10:00 strike on one side or both between 09:55 and 10:05, so the next-morning price is the midpoint of its quoted bid and ask over those ten minutes. Used only when both sides were quoted and the quote was less than 50% wide. These reports count in the figures above like any other.
- Shows asOpen from quotes114 rows today
- Own line
- We could not confirm the report came out after the forecast was read. The grade stays in this table but is kept out of the figures above; the line under the record gives their average miss.
- Shows asOwn line · time unconfirmed16 rows today
- Held
- Not graded yet. Our supplier’s volatility for this report was far outside the exchange quotes at the same minute, so the collapse is held back until it is corrected from the quotes.
- Shows asHeld · supplier data contradictedNone today
- Excluded
- Kept out of the figures above: the method could not separate the report from the ordinary movement around it.
- Shows asExcluded · the split failed1 row today
- Derived
- On the At column. The row is older than our record of when each forecast was read, so its day is worked out from the calendar and from whether the company reports before or after the bell.
- Shows asderivedNone today
Reports337Graded316Pending4Own line16Priced next morning251 of 316 gradedA forecast is fixed when we publish it and never changes
Why we count the gaps
Some reports get no forecast, because we would rather publish nothing than a number we do not believe. To tell the report apart from the ordinary movement around it, the method needs two option expiry dates after it. It publishes nothing when:
- only one expiry is listed after the report
- another scheduled event falls inside the window
- the maths comes back impossible: it would have us forecast that implied volatility rises
- the error bars are too wide to rank on
Wide quotes are not on that list: those rows keep their forecast and only drop out of the ranking on the board. Reports with no forecast sit outside the miss figures above, so we count them here, where leaving them out cannot flatter the record.
9.8%36 of 368 reports in the live window got no forecast
36 reports without a forecast, by reason
The maths came back impossible
it would have had us forecast that implied volatility rises
2
0.5%
Error bars too wide
the estimate was not precise enough to rank
32
8.7%
No reason recorded
the row carries none of the four markers above
2
0.5%
This page never merges the live and backfilled sets into one number, and never changes a forecast once it is published. If a data provider moves a report date after we have published, the row keeps its original forecast and is graded against what happened. A duplicate row we later correct keeps its grade too, because dropping it would hide the entry. A forecast read at a report time we cannot confirm, including one we later find was read after the news was already out, keeps its grade on its own line, outside the figures above.