How far each name actually moved after its last twelve prints — or after however many it has — which way it went, and how recent the sample is.
Scan of 2026-08-23 · 64 names · 14 tradeable
Direction is close to a coin flip almost everywhere. What is consistent is move size. Those are different claims, and conflating them is how people lose money on earnings.
A large historical move is not an edge — the option market prices that move too. The question is never whether a name will move, but whether it will move more than the chain is charging for.
Every name below moves hard on earnings and carries a chain deep enough to open and close a position in: at least 15 listed strikes, 1,000 contracts of open interest around the money, and a round-trip spread inside 15% of the premium. Sorted by historical move, but read the difference column first — that is the history minus what the chain is charging, and it is the only column that says whether the price is worth paying.
| Ticker | Reports | Timing | Price | Mean |move| | Implied | Difference | ATM OI | n |
|---|---|---|---|---|---|---|---|---|
| P | 2026-08-26 | after close | $108.55 | 14.83% | 18.33% | -3.50% | 2,074 | 12 |
| IREN | 2026-08-27 | after close | $41.88 | 14.70% | 13.72% | +0.98% | 9,837 | 12 |
| RBRK | 2026-08-27 | after close | $100.09 | 11.73% | 13.39% | -1.66% | 1,975 | 9 |
| MRVL | 2026-08-27 | after close | $237.04 | 11.61% | 10.76% | +0.85% | 9,461 | 12 |
| PVH | 2026-08-24 | unconfirmed | $78.50 | 10.31% | 13.69% | -3.38% | 1,271 | 12 |
| SMTC | 2026-08-25 | after close | $124.09 | 10.25% | 20.99% | -10.74% | 3,311 | 12 |
| PDD | 2026-08-24 | before open | $88.38 | 9.84% | 7.72% | +2.12% | 5,926 | 12 |
| BBWI | 2026-08-26 | before open | $19.45 | 9.61% | 12.08% | -2.47% | 2,239 | 12 |
| BOX | 2026-08-25 | after close | $32.91 | 8.62% | 11.17% | -2.55% | 1,140 | 12 |
| DKS | 2026-08-24 | unconfirmed | $183.23 | 8.03% | 12.33% | -4.30% | 3,312 | 12 |
| CRWD | 2026-08-26 | after close | $191.95 | 6.33% | 9.44% | -3.11% | 3,311 | 12 |
| CRM | 2026-08-26 | after close | $209.17 | 5.62% | 7.98% | -2.36% | 4,303 | 12 |
| SJM | 2026-08-26 | before open | $124.32 | 5.48% | 7.28% | -1.80% | 2,078 | 12 |
| NVDA | 2026-08-26 | after close | $214.72 | 4.84% | 6.11% | -1.27% | 44,764 | 12 |
A positive difference means the history is bigger than the price being asked for it; a negative one means the chain is already charging for more movement than the name has historically delivered. Neither is a recommendation — the difference is measured against at most twelve quarters, and one quarter outside that range settles it either way.
| Ticker | Timing | Price | Mean |move| | ≥5% | ≥10% | Up | n | Newest in sample |
|---|---|---|---|---|---|---|---|---|
| 2026-08-24 — 7 names | ||||||||
| PICS | after close | $10.60 | 19.16% | 100% | 100% | 0% | 1 | 2026-06-03 |
| GOTU | unconfirmed | $1.68 | 14.65% | 75% | 50% | 38% | 8 | 2026-03-05 |
| PVH | unconfirmed | $78.50 | 10.31% | 67% | 42% | 42% | 12 | 2026-06-03 |
| PDD | before open | $88.38 | 9.84% | 58% | 50% | 58% | 12 | 2026-05-27 |
| DKS | unconfirmed | $183.23 | 8.03% | 50% | 33% | 42% | 12 | 2026-05-27 |
| JOYY | unconfirmed | $73.61 | 6.00% | 50% | 25% | 67% | 12 | 2026-05-25 |
| XPEV | before open | $12.19 | 5.56% | 50% | 17% | 42% | 12 | 2026-05-28 |
| 2026-08-25 — 13 names | ||||||||
| SLQT | before open | $0.83 | 21.72% | 75% | 67% | 42% | 12 | 2026-05-05 |
| KSS | unconfirmed | $17.60 | 14.49% | 75% | 50% | 42% | 12 | 2026-05-28 |
| ANF | unconfirmed | $109.01 | 12.60% | 67% | 42% | 50% | 12 | 2026-05-27 |
| SMTC | after close | $124.09 | 10.25% | 67% | 58% | 67% | 12 | 2026-05-26 |
| NCNO | after close | $20.62 | 9.82% | 67% | 50% | 42% | 12 | 2026-05-27 |
| WSM | before open | $237.58 | 8.92% | 58% | 33% | 50% | 12 | 2026-05-21 |
| BOX | after close | $32.91 | 8.62% | 75% | 42% | 58% | 12 | 2026-05-26 |
| MZTI | before open | $111.63 | 7.56% | 75% | 33% | 33% | 12 | 2026-05-04 |
| ZM | after close | $107.43 | 6.83% | 67% | 25% | 42% | 12 | 2026-05-21 |
| FIVE | unconfirmed | $250.24 | 6.79% | 58% | 42% | 58% | 12 | 2026-06-03 |
| INTU | after close | $367.00 | 6.44% | 58% | 17% | 50% | 12 | 2026-05-20 |
| HEI | after close | $355.04 | 5.78% | 58% | 17% | 67% | 12 | 2026-05-27 |
| JKS | before open | $15.92 | 5.64% | 42% | 25% | 50% | 12 | 2026-04-29 |
| 2026-08-26 — 24 names | ||||||||
| WOOF | unconfirmed | $2.84 | 20.26% | 92% | 75% | 58% | 12 | 2026-06-03 |
| PLAB | before open | $30.51 | 15.40% | 83% | 58% | 58% | 12 | 2026-05-28 |
| P | after close | $108.55 | 14.83% | 75% | 75% | 42% | 12 | 2026-05-27 |
| VSXY | unconfirmed | $85.39 | 13.47% | 75% | 50% | 42% | 12 | 2026-06-02 |
| OKTA | after close | $135.14 | 13.21% | 83% | 58% | 67% | 12 | 2026-05-28 |
| PAHC | after close | $36.32 | 11.39% | 67% | 42% | 75% | 12 | 2026-05-06 |
| URBN | after close | $74.24 | 10.32% | 75% | 50% | 58% | 12 | 2026-05-20 |
| NTNX | after close | $67.64 | 9.99% | 67% | 42% | 58% | 12 | 2026-05-27 |
| DY | before open | $392.95 | 9.93% | 67% | 33% | 58% | 12 | 2026-05-27 |
| BBWI | before open | $19.45 | 9.61% | 83% | 33% | 33% | 12 | 2026-05-27 |
| BURL | unconfirmed | $326.50 | 8.67% | 75% | 25% | 50% | 12 | 2026-05-28 |
| VEEV | after close | $247.90 | 7.31% | 67% | 17% | 50% | 12 | 2026-06-03 |
| SNPS | after close | $397.87 | 6.83% | 42% | 17% | 25% | 12 | 2026-05-27 |
| CRWD | after close | $191.95 | 6.33% | 50% | 25% | 67% | 12 | 2026-06-03 |
| CRM | after close | $209.17 | 5.62% | 25% | 17% | 50% | 12 | 2026-05-27 |
| SJM | before open | $124.32 | 5.48% | 33% | 17% | 50% | 12 | 2026-06-09 |
| HPQ | after close | $29.71 | 5.35% | 42% | 17% | 42% | 12 | 2026-05-27 |
| A | after close | $159.00 | 5.05% | 42% | 8% | 58% | 12 | 2026-05-27 |
| NVDA | after close | $214.72 | 4.84% | 42% | 8% | 42% | 12 | 2026-05-20 |
| DCI | before open | $93.25 | 4.84% | 42% | 8% | 67% | 12 | 2026-06-02 |
| SFL | before open | $12.39 | 4.76% | 42% | 8% | 42% | 12 | 2026-05-12 |
| OLLI | unconfirmed | $76.07 | 4.34% | 33% | 8% | 75% | 12 | 2026-06-03 |
| NAT | before open | $6.97 | 4.01% | 33% | 0% | 25% | 12 | 2026-05-27 |
| AFYA | unconfirmed | $14.33 | 3.73% | 33% | 8% | 92% | 12 | 2026-08-13 |
| 2026-08-27 — 20 names | ||||||||
| ESTC | after close | $85.94 | 16.26% | 92% | 92% | 50% | 12 | 2026-05-28 |
| IREN | after close | $41.88 | 14.70% | 75% | 50% | 67% | 12 | 2026-05-08 |
| GAP | after close | $19.80 | 13.98% | 83% | 58% | 75% | 12 | 2026-05-28 |
| AFRM | after close | $77.03 | 13.97% | 75% | 67% | 50% | 12 | 2026-05-07 |
| CHA | unconfirmed | $10.81 | 11.98% | 75% | 50% | 50% | 4 | 2026-05-28 |
| RBRK | after close | $100.09 | 11.73% | 56% | 44% | 33% | 9 | 2026-06-04 |
| MRVL | after close | $237.04 | 11.61% | 92% | 50% | 42% | 12 | 2026-05-27 |
| PD | after close | $12.32 | 9.83% | 67% | 33% | 42% | 12 | 2026-05-28 |
| S | after close | $21.19 | 9.73% | 83% | 50% | 33% | 12 | 2026-05-28 |
| DG | before open | $123.41 | 8.79% | 67% | 33% | 42% | 12 | 2026-06-02 |
| TITN | before open | $20.18 | 8.73% | 75% | 42% | 50% | 12 | 2026-06-09 |
| CSIQ | before open | $14.55 | 8.55% | 58% | 42% | 33% | 12 | 2026-05-14 |
| ULTA | after close | $521.46 | 8.29% | 67% | 42% | 50% | 12 | 2026-06-02 |
| LUCK | after close | $6.80 | 7.96% | 58% | 50% | 42% | 12 | 2026-05-06 |
| WDAY | after close | $200.01 | 7.60% | 75% | 33% | 50% | 12 | 2026-05-21 |
| BBY | before open | $85.89 | 7.58% | 58% | 33% | 58% | 12 | 2026-05-28 |
| BILI | before open | $17.06 | 6.32% | 58% | 25% | 33% | 12 | 2026-05-19 |
| HRL | before open | $23.88 | 6.03% | 42% | 25% | 42% | 12 | 2026-05-28 |
| HQY | before open | $105.41 | 4.98% | 42% | 8% | 58% | 12 | 2026-05-28 |
| ADSK | after close | $253.83 | 3.92% | 33% | 0% | 58% | 12 | 2026-05-28 |
These columns are generated by QuantNova, which records the reasoning behind every trading decision and scores it afterwards — the same way this page scores itself.