What is DE's expected move for earnings?

The expected move is what the at-the-money options in the expiry containing the report imply the stock will move. This page publishes the move implied before each of DE's past reports and the move that actually followed. The figure for an upcoming report is on the forward board.

How is front-month IV crush different from IV30 crush?

Front-month crush measures the at-the-money implied volatility of the expiry that actually contains the earnings report, from the afternoon before to the session after. A 30-day constant-maturity measure blends that expiry with expiries that hold no event, so it consistently reports a shallower collapse.

Why measure the earnings move at 10:00 instead of the close?

Close-to-close prices an exit at 16:00 the day after the report. A position is usually closed near the open, so this page shows two realized moves for each report: C2C, the move to the next close, and By 10:00, the move to 10:00 the next morning.

CompaniesDEDeereWatch

DE earnings: an expected move of 4.8%, an actual move of 5.8%.Averages over its last twelve reports. Here are all 14 reports.

Every Deere earnings report since May 2023: the expected move the options priced the day before, how far the stock moved by the close and by 10:00 the next morning, and the IV crush afterwards, how far implied volatility fell. We read option prices from real quotes at 15:46 ET. Definitions on the methodology page.

Next reportWed 25Nov · BMO17 days out

Expected move4.8%the day before each of the last twelve reports

Actual move5.8%to the next close over the last twelve · 5.2% by 10:00

Past the price9of 12closes further than the options priced

On record14reportsevery report since May 2023

Median IV crush−44%over the last twelve reports · 15:46 ET

Next report · before the open · 17 days out

DE’s expected move for Wed 25 Nov

Priced now%

The options already price it. The number, and how rich it is against DE’s own history, opens free on report day, Wed 25 Nov, with an account. Subscribers read it now.

Create a free account See it now · $29/mo

DE · the Aug 20 ’26 report, split and ranked

The options price an earnings move as one number. We take out the drift the stock would have had anyway, then rank what is left, the report’s own part, against DE’s earlier reports. Both were fixed at 15:46 ET the day before, and the history below does the same for every report.

1 · Split

4.9% quoted, 4.7% of it the report

The options ran two trading sessions, so the quote also carries two days of the drift DE has anyway: 1.3%. The two combine as squares, not sums, so 4.7 and 1.3 give 4.9. The report is 93% of that expiry’s risk.

§3 Splitting the move

2 · Rank

Higher than five of its last twelve

We rank only the report’s part, and only against DE’s own earlier reports, so a jumpy stock does not read rich for being jumpy. 4.7% is the 42nd percentile: neither rich nor cheap for DE.

§5 Richness

3 · What happened

Moved 6.9%, past the 4.7%

+6.9% by the next close, +4.3% by 10:00 the next morning. The rank compares the price with DE’s past and does not forecast the move.

§1 Timing and samples

ReportAug 20 ’26Compared withtwelve earlier reportsRank42nd percentile · neutralHow the rank works

DE · what the last twelve reports show

The charts read oldest to newest, left to right.priced moveclosed inside itclosed past itfall in implied volatility

Inside or past

Inside its priced move after three of twelve

Past it: Feb 2024 −5.2%, May 2024 −4.7%, Aug 2024 +6.3%, Nov 2024 +8.0%, Aug 2025 −6.8%, Nov 2025 −5.7%, Feb 2026 +11.6%, May 2026 −5.2% and Aug 2026 +6.9%.

Columns C2C, Priced in the table below

The biggest

+11.6% after the Feb 2026 report

The options had priced 5.3%.

Columns C2C, Priced in the table below

Implied volatility

Fell after every one, by 31% to 51%

Median fall 44%, at the strike nearest the price, day before to day after.

Columns Crush · ATM in the table below

The priced move

Held steady: 4.9% over the last four

From 4.7% over the eight before. The report’s own part of the move, with the ordinary drift taken out.

Columns Priced in the table below

Reportsthe last twelve, settledWrittenfrom the numbers on this pageHow each one is measured

DE · earnings history: expected move vs actual move, all 14

CSV ↓

Every DE earnings report: expected move, actual move and IV crush
Report	Report’s partPriced	Rank	RealizedC2C	By 10:00	CrushATM	As-sold	Open	ForecastPred.	Error
Aug 20 ’26BMO	±4.7%	42	+6.9%	+4.3%	−31%	−29%	−29%	−37%	+5pt
May 21 ’26BMO	±5.0%	≈75	−5.2%	−6.9%	−46%	−30%	−24%	−39%	−7pt
Feb 19 ’26BMO	±5.3%	rich100	+11.6%	+9.7%	−31%	−27%	−24%	−39%	+8pt
Nov 26 ’25BMO	±4.7%	60	−5.7%	−3.6%	−42%	−48%	−27%	−40%	−2pt
Aug 14 ’25BMO	±5.1%	rich89	−6.8%	−6.1%	−45%	—	−37%	−44%	0pt
May 15 ’25BMO	±4.8%	rich88	+3.8%	+5.4%	−43%	−37%	−40%	−42%	−1pt
Feb 13 ’25BMO	±4.7%	—	−2.2%	−3.4%	−47%	−49%	−39%	−46%	−1pt
Nov 21 ’24BMO	±4.7%	—	+8.0%	+5.7%	−51%	—	−45%	−42%	−9pt
Aug 15 ’24BMO	±5.2%	—	+6.3%	+3.9%	−48%	−41%	−38%	−47%	−1pt
May 16 ’24BMO	±3.9%	—	−4.7%	−3.4%	−42%	−42%	−36%	−42%	+1pt
Feb 15 ’24BMO	±4.4%	—	−5.2%	−4.6%	−42%	−36%	−34%	−47%	+5pt
Nov 22 ’23BMO	±4.6%	—	−3.1%	−5.9%	−50%	−49%	−41%	−47%	−3pt
Aug 18 ’23BMO	±4.3%	—	−5.3%	−4.6%	−40%	−40%	−28%	−41%	+1pt
May 19 ’23BMO	±4.5%	—	−1.9%	+4.3%	−37%	−38%	−26%	−40%	+3pt
All · 14	±4.7% avg	6 ranked	5.5% avg abs	5.1% avg abs	−43% median	−39% median	−35% median	−42% median	3.4pt avg abs

What the columns mean6 groups · 10 columns

Report’s part: The report’s share of what options priced at 15:46 ET the day before, taken from two or more expiries.; ColumnsPriced
Rank: Where the report’s part sits among DE’s own earlier reports, up to twelve, from 0 to 100: 42 on Aug 20 ’26 means it was priced higher than 5 of the 12 before it. Rich and cheap mark the top and bottom of that range. It needs eight earlier reports with a 10:00 move, so the oldest rows have none. ≈ marks a rank whose report’s part was uncertain: read it as roughly there, not exactly.; ColumnsRank
Realized: C2C is the move to the next close; By 10:00, the move to 10:00 the next morning.; ColumnsC2CBy 10:00
Chart: The grey band is what the options priced, the dark mark where the stock closed, the bar where it stood at 10:00, on a ±15% scale.; ColumnsPriced · realized · ±15%
Crush: How far implied volatility fell in the report’s expiry, from 15:46 ET the day before to the day after: at the new strike ATM and at the old one As-sold. Open reads it from the option’s 10:00 quotes the next morning, and is blank where there was none.; ColumnsATMAs-soldOpen
Forecast: Pred. is the crush we published the day before. DE is not in the public record, which covers only companies liquid enough for the split to be trusted. Error is what happened minus the forecast, in points of the crush.; ColumnsPred.Error

The stock closed past the priced move on 10 of 14 and was past it at 10:00 the next morning on 8 of 14. All 14 forecasts were rebuilt from history rather than published the day before, and all are graded here. DE is not in the public record, which covers only companies liquid enough for the split to be trusted. A dash is a number we do not have, not a zero. ≈ in Rank marks a report whose part was uncertain: ranked here against the company’s own past, but the board does not sort on it.

Reports14Open crush14 of 14Measured15:46 ET · day before → day afterEvery company’s full history is public

how these numbers are measured

A day's price path that ends near where it started: a short graphite bracket for the move from close to close, beside a much taller oxblood one for how far it swung in between

to the closein between

Two ways to measure the move

Closing prices miss the open

If you hold through the report you meet the open, not the close. We publish both: the move from one close to the next, and where the stock stood at 10:00 the next morning.

DE Nov 2023: −3.1% by the close, −5.9% at 10:00.

§1 Timing and samples

One beam enters a prism and two leave, one oxblood and one slate

the reportordinary

The report’s own share of it

Option prices cover more than the report

An expiry a week out also carries a week of ordinary movement. Comparing two expiries that both contain the report separates the two, and the report's share is the priced move.

DE Aug 2026: 4.9% from the options → 4.7% for the report, 93% of that expiry's risk.

§3 Splitting the move

Five expiries on a line; an oxblood beam strikes only the first, while a faint bracket spans all five

the one that movedwhat 30 days average

The collapse in volatility

We measure the expiry that moved

A 30-day average mixes the expiry holding the report with expiries it never reaches, so it reads shallower than what you held. We read the expiry that holds the report, the day before and the day after, at both strikes.

DE Aug 2026: −31% new strike, −29% old strike, −29% at 10:00 the next morning.

§4 The collapse, three ways

DE · IV crush at the report’s expiry vs the 30-day average

One expiry contains the report. The 30-day figure is an average that also covers expiries the report never reaches. Every column below leans the same way, so the gap shows on each report, not only in the median.

Collapse at the report’s expiry−42%median, whole column

Seen by the 30-day number−23%median, the part it sees

Missed by the 30-day number19pton 14 of 14 reports

Aug 20 ’26May 21 ’26Feb 19 ’26Nov 26 ’25Aug 14 ’25May 15 ’25Feb 13 ’25Nov 21 ’24Aug 15 ’24May 16 ’24Feb 15 ’24Nov 22 ’23Aug 18 ’23May 19 ’23

DE · the expected move, where it closed, where it stood at 10:00

Each row is one report: the band is what the options priced, the mark is where the stock closed, and the bar runs to where it stood at 10:00 the next morning. On 1 of 14 reports with both, the close and 10:00 pointed opposite ways.

Where the 10:00 number is missing, the cell stays blank instead of borrowing the close, and the data-quality grid below says why. How far apart the two run differs from company to company; this window measures it for DE.

Median move to the next close5.3%past the price on 10 of 14

Median move by 10:00 the next morning4.6%past the price on 8 of 14

Aug 20 ’26+6.9+4.3

May 21 ’26−5.2−6.9

Feb 19 ’26+11.6+9.7

Nov 26 ’25−5.7−3.6

Aug 14 ’25−6.8−6.1

May 15 ’25+3.8+5.4

Feb 13 ’25−2.2−3.4

Nov 21 ’24+8.0+5.7

Aug 15 ’24+6.3+3.9

May 16 ’24−4.7−3.4

Feb 15 ’24−5.2−4.6

Nov 22 ’23−3.1−5.9

Aug 18 ’23−5.3−4.6

May 19 ’23−1.9+4.3

−15−7.50+7.5+15

DE · the term structure the day before each report

The split reads the report out of the gap between the two lines. The small figure under each date is how many trading sessions the expiry holding the report had left. A shorter one carries the same report over fewer days, so it reads higher without the report being priced any bigger.

Drawn for the last twelve reports, like the other figures on this page. It is history; the current curve is on the board.

the expiry holding the reportthe next expirythe gap the split readsimplied vol, %

DE · data quality, report by report

Counted over the 14 reports shown. Three markers are on every report (held to expiry, crush expiry substituted and macro event in the window), so they describe DE rather than any one quarter. The other seven are on between one and six reports.

Every marker on the reports above is counted here, one cell per report, newest first as in the history table.

Aug 20
’26May 21
’26Feb 19
’26Nov 26
’25Aug 14
’25May 15
’25Feb 13
’25Nov 21
’24Aug 15
’24May 16
’24Feb 15
’24Nov 22
’23Aug 18
’23May 19
’23reports

Shown, kept off the board’s sortPublished, but it does not rank this name on the board.

thin trade at the cover5 of 14

derived numbers unreliable1 of 14

wide straddle quote1 of 14

Shown as measuredNotes on how a number was measured. Each says what it touches.

held to expiry14 of 14

crush expiry substituted14 of 14

macro event in the window14 of 14

gapped past the wings6 of 14

an anchor was refused4 of 14

next-morning price from quotes3 of 14

noisy IV rank2 of 14

What each marker means10 markers

Shown, kept off the board’s sort

thin trade at the cover5 of 14open_crush_thin_trade: Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.; Lands inOpen
derived numbers unreliable1 of 14derived_unreliable: Quotes on this name were too wide — or a 25Δ wing was missing — for the derived numbers on this row to be trusted: implied move, decomposition, crush and skew. Shown, kept off the board’s sort, and marked ≈ where its rank is shown.; Lands inThe derived columns
wide straddle quote1 of 14wide_quote: The T−1 straddle’s bid-ask spread was wide relative to its own price, so every number read off that quote inherits the width. Published on purpose — the friction is real — but kept off the board’s sort, and marked ≈ where its rank is shown.; Lands inImplied (naive)Short-straddle P&Lon the ticker page, not this one

Shown as measured

held to expiryevery reportcover_mark_settled: The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.; Lands inShort-straddle P&Lon the ticker page, not this one
crush expiry substitutedevery reportcrush_expiry_substituted: The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.; Lands inATM
macro event in the windowevery reportdecomp_macro_window: A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.; Lands inPriced move
gapped past the wings6 of 14open_crush_gap_otm: The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.; Lands inOpen
an anchor was refused4 of 14open_crush_anchor_unreliable: At least one observation behind the 10:00 crush was rejected: a price below intrinsic, a crossed quote, or a solve that did not converge. The number here was measured from the anchors that did invert, and is scored normally.; Lands inOpen
next-morning price from quotes3 of 14open_crush_restruck_quoted: The option at the 10:00 strike did not trade on both sides between 09:55 and 10:05, so the next-morning volatility was read from the midpoint of its quoted bid and ask over the same ten minutes. Used only when both sides were quoted and the quote was less than 50% wide.; Lands inOpen
noisy IV rank2 of 14iv_rank_noisy: This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.; Lands inIV rankon the ticker page, not this one

DE · companies whose reports traded alike

Each company’s last twelve reports.average priced movemoved less than pricedmoved moremedian fall in implied volatilityDE’s values

Six companies whose reports traded like DE’s

The closest on all three numbers at the top of each company page. It compares how the reports traded, not the businesses.

Where they sit. A close-up of DE’s part of the field; the small map in its corner shows where that sits among all 728 companies with a page and all three numbers. Grey dots are other companies here. Below the dashed line, a stock moved less than its options priced.

Figureseach company’s last twelve reportsCompared onpriced, moved, crush

the board · the last fortnight, then the next 14 days

PricedRichness · own historyRatioOutcome

Reported · the fortnight to 5 Nov · settled, free
1COPConocoPhillipsNov 5BMO3.4%1001.79inside
2EOGEOG ResourcesNov 5AMC4.2%1001.58inside
3GEOGeo GroupNov 5BMO9.8%1001.31inside
4GHGuardant HealthNov 5AMC19.1%1002.10inside
5KTOSKratos Defense & Security SolutionsNov 5AMC11.9%1001.59inside
Next 14 days · 523 names · symbol and date free
·AAONMon 9AMC—
·ABCLMon 9AMC—
·ACHRMon 9AMC—
·AIOTMon 9BMO—
11 of 523 shown · the next 14 days

The ranked columns are the board

Symbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them.

$29/mo or $290/yr Get the board two months free on the year

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Open the board

A free account adds today’s board rows and the full 14-day calendar, without these three columns.

Today's board rows and the full forward calendar are on your board.
·ALTGMon 9AMC—
·AMCXMon 9AMC—
·AMGMon 9BMO—
·AMPYMon 9AMC—
·AMRCMon 9AMC—
·ANNXMon 9BMO—
·APEIMon 9AMC—

The board: the last fortnight’s settled reports, then the next 14 days
#	Name	Report	Priced move	Richness · own history	Ratio	Outcome
Reported · the fortnight to 5 Nov · settled, free
1	COPConocoPhillips	Nov 5BMO	3.4%	100	1.79	inside
2	EOGEOG Resources	Nov 5AMC	4.2%	100	1.58	inside
3	GEOGeo Group	Nov 5BMO	9.8%	100	1.31	inside
4	GHGuardant Health	Nov 5AMC	19.1%	100	2.10	inside
5	KTOSKratos Defense & Security Solutions	Nov 5AMC	11.9%	100	1.59	inside
Next 14 days · 523 names · symbol and date free
·	AAON	Mon 9AMC				—
·	ABCL	Mon 9AMC				—
·	ACHR	Mon 9AMC				—
·	AIOT	Mon 9BMO				—
12 of 523 shown · the next 14 days The ranked columns are the board Symbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them. $29/mo or $290/yr Get the board two months free on the year $29/mo or $290/yr Get the board two months free on the year Open the board A free account adds today’s board rows and the full 14-day calendar, without these three columns. Today's board rows and the full forward calendar are on your board.
·	ALTG	Mon 9AMC				—
·	AMCX	Mon 9AMC				—
·	AMG	Mon 9BMO				—
·	AMPY	Mon 9AMC				—
·	AMRC	Mon 9AMC				—
·	ANNX	Mon 9BMO				—
·	APEI	Mon 9AMC				—
·	APPS	Mon 9AMC				—

on the board — not known yet Ranked by richness against each name's own last twelve reports. Ratio is the priced move over that name’s typical actual move; inside: the stock stayed within the priced move.

How to read this page

History table: Its columns are explained right under it: What the columns mean ↑
Coverage: DE’s 14 reports. The board rows are the fortnight’s five richest settled reports, then the first of the next 523 names.
Ratio: The priced move over the name’s typical actual move.
Markers: Notes on a report’s data, counted in the data-quality grid with what each one touches.

A number looks wrong? Tell us what you expected and we’ll check it.Report a data issue

History is a record, not a forecast. Derived values only; no option prices are shown. Nothing here is investment advice.