How the numbers work, and what the reports did
Explainers on how the numbers here are built, and recaps of earnings reports once they settle. Each article's figures are frozen at the date it gives; the current ones are on the record.
Implied vs actual earnings moves: Oct 26–30, 2026
October 26 to 30: our implied volatility forecast landed within 5 points on 61 of 101 reports and beat the simple guess on 72, in a hard week for sellers.
Implied vs actual earnings moves: Oct 19–23, 2026
October 19 to 23: the stocks with the richest readings moved the smallest share of their priced move, and seven of the eight that read 100 paid a seller.
Implied vs actual earnings moves: Oct 13–16, 2026
October 13 to 16: the three richest reports all paid a seller, the cheap fifth lost. How the reading works, and how our forecasts did against what happened.
Selling earnings options the day before expiry
On 599 reports whose options expired the next day, insurance sold the evening before came out clearly ahead only on the richest fifth. How we measured it.