BoardEOSEEos Energy EnterprisesWatch
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Over 10 of its last 12 reports EOSE’s options priced a 17.0% move on average and the stock moved 16.2% by the close. Once the next report is dated, a free account shows the implied volatility behind it, and on the day it reports, the priced move and how rich it is against those twelve. The settled history below is public.
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How EOSE’s options price its next report
Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.
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- EOSE for its next reportthe implied volatility now; the priced move and its richness the day it reports
- What selling it keptat the open, at 10:00 and at the close, report by report
- Every other tickerwith no limit, and today’s board
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| Report | Report’s partPriced | RealizedC2C | By 10:00 | Priced · realized · ±25% | CrushATM | As-sold | Open | ForecastPred. | Error | SoldP&L |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 5 ’26 | ±14.9% | −18.7% | −14.7% | −7% | −7% | — | −23% | +17pt | ||
| Aug 5 ’26 | ±16.1% | −12.2% | −14.7% | −44% | −42% | −37% | −38%rec | −6pt | ||
| May 13 ’26 | ±14.8% | +2.2% | +12.2% | −18% | −20% | −5% | −24%rec | +6pt | ||
| Feb 26 ’26 | ±14.5% | −39.4% | −40.8% | −24% | — | −10% | −25%rec | +1pt | ||
| Nov 5 ’25 | ±13.4% | +2.9% | +3.3% | −14% | −14% | −14% | −28%rec | +14pt | ||
| Jul 30 ’25 | ±15.9% | −3.7% | +4.3% | −39% | −35% | −36% | −36%rec | −2pt | ||
| May 6 ’25 | ±15.0% | +32.3% | +31.6% | −22% | −7% | −17% | −35%rec | +13pt | ||
| Mar 4 ’25 | — | +26.1% | +11.2% | −38% | −29% | −21% | — | — | ||
| Nov 5 ’24 | ±16.2% | −19.8% | −22.4% | −22% | −25% | −14% | −28%rec | +6pt | ||
| Aug 6 ’24 | ±18.6% | −18.5% | −8.6% | −40% | −22% | −19% | — | — | ||
| May 14 ’24 | ±30.6% | −12.2% | −5.5% | — | — | −11% | — | — | ||
| Mar 4 ’24 | — | +6.9% | +9.4% | −33% | −29% | −30% | — | — | ||
| Nov 6 ’23 | ±17.4% | −25.1% | −7.6% | −14% | — | — | — | — | ||
| Aug 14 ’23 | ±23.7% | +16.8% | 0.0% | −10% | −13% | −13% | −26%rec | +16pt | ||
| May 9 ’23 | ±20.5% | +19.4% | +13.8% | −22% | −24% | — | — | — | ||
| Feb 28 ’23 | ±17.3% | −19.6% | — | — | — | — | — | — | ||
| All · 16 | ±17.8% avg | 17.4% avg either way | 13.8% avg either way | −22% median | −23% median | −15.5% median | −28% median | 8.0 average |
What the columns mean6 groups · 10 columns
- Report’s part
- The report’s own share of what the options priced the day before, taken from two or more expiries.
- ColumnsPriced
- Realized
- C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.
- ColumnsC2CBy 10:00
- Chart
- The grey band is what the options priced and the marks are what happened, on a ±25% scale.
- ColumnsPriced · realized · ±25%
- Crush
- How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.
- ColumnsATMAs-soldOpen
- Forecast
- Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.
- ColumnsPred.Error
- Sold
- P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.
- ColumnsP&L
- The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of EOSE’s 16 reports.
- What selling it keptWhat selling EOSE’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 12 reports.
- After the openWhether EOSE kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.
We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.
Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.
’26Aug 5
’26May 13
’26Feb 26
’26Nov 5
’25Jul 30
’25May 6
’25Mar 4
’25Nov 5
’24Aug 6
’24May 14
’24Mar 4
’24Nov 6
’23Aug 14
’23May 9
’23Feb 28
’23reports
What each marker means23 markers
macro event in the 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.Affects Implied (event)
crush 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.Affects Crush (re-struck)
held to expiry 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.Affects Short-straddle P&L
no prediction No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.Affects Predicted crush · Error
wide decomposition band The decomposed implied move has a wide confidence band on this row. The number is published and kept off the board’s sort, because a sort cannot express an error bar; where its rank is shown, it is marked ≈.Affects Implied (event)
an anchor was refused 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.Affects Crush at 10:00
skew contamination The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.Affects Accuracy record
derived numbers 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.Affects The derived columns
noisy IV rank 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.Affects IV rank
next-morning price from quotes 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.Affects Crush at 10:00
no re-struck cover IV The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.Affects Crush at 10:00
no trade at the cover The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.Affects Crush at 10:00
wide straddle 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.Affects Implied (naive) · Short-straddle P&L
overlapping event A second earnings report or a suppressing macro event falls inside the solve window, so the volatility priced there cannot be attributed to this print alone.Affects Implied (event)
gapped past the wings 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.Affects Crush at 10:00 (as sold)
no T+1 ATM quote The option chain after the print was read, but the contract the crush is measured on had no two-sided quote near the money. No crush exists to measure. A property of the data, not an outage.Affects Every crush column
30-day IV extrapolated No pair of listed expiries brackets 30 days, so the 30-day volatility was extrapolated more than a week past the nearest one rather than interpolated. A shorter reach is not flagged: it moves the number by well under one volatility point.Affects Crush (30-day) · IV rank
t+1 tape not released yet The option tape for the session after this print had not been released when we settled it, so the cover anchors were never requested. Temporary and self-resolving on the next visit.Affects Crush at 10:00
thin trade at the cover 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.Affects Crush at 10:00
path incomplete The T+2 or T+3 leg of the post-print path is missing, so the multi-day drift columns stop short of where a held position would.Affects T+2 · T+3
no 10:00 tape The equity minute bars behind the 10:00 anchor do not exist for this session, so the anchor is blank and stays blank. It is never substituted from the opening price: a history with two different anchors mixed together is worse than a shorter one.Affects By 10:00 · Crush at 10:00
session against history Our calendar puts this report on the other side of the open from where the company has reported for the last three years, so we read the market a session early and measured a session late. That keeps the reading before the news whichever is right.Affects Reported
two-session window The reading before the report was taken one session earlier than usual, so the move includes one ordinary session more and the collapse is read from an earlier chain. Both are correct, and slightly different in kind from a one-session reading.Affects Every measured column
How to read this page
- History table
- Its columns are explained right under it: What the columns mean ↑
- Coverage
- EOSE’s 16 reports.
- Priced move
- Read at 15:46 ET.
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