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 2026-10-11 · 47 names · 9 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 |
|---|---|---|---|---|---|---|---|---|
| UNH | 2026-10-13 | before open | $379.30 | 7.50% | 7.24% | +0.26% | 7,400 | 12 |
| AA | 2026-10-15 | after close | $42.20 | 4.85% | 6.91% | -2.06% | 1,322 | 12 |
| WFC | 2026-10-13 | before open | $83.55 | 4.31% | 4.68% | -0.37% | 19,570 | 12 |
| MS | 2026-10-14 | before open | $190.02 | 3.58% | 4.49% | -0.91% | 3,868 | 12 |
| SCHW | 2026-10-15 | before open | $96.70 | 3.32% | 4.41% | -1.09% | 4,212 | 12 |
| C | 2026-10-13 | before open | $129.64 | 3.08% | 4.18% | -1.10% | 19,455 | 12 |
| JPM | 2026-10-13 | before open | $332.99 | 2.54% | 3.58% | -1.04% | 13,205 | 12 |
| BAC | 2026-10-14 | before open | $54.32 | 2.46% | 4.06% | -1.60% | 64,157 | 12 |
| USB | 2026-10-15 | before open | $57.08 | 2.40% | 4.05% | -1.65% | 2,916 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-10-13 — 9 names | ||||||||
| UNH | before open | $379.30 | 7.50% | 67% | 17% | 50% | 12 | 2026-07-16 |
| AZZ | after close | $136.85 | 4.36% | 50% | 0% | 58% | 12 | 2026-07-08 |
| WFC | before open | $83.55 | 4.31% | 50% | 0% | 33% | 12 | 2026-07-14 |
| DPZ | before open | $309.36 | 4.09% | 33% | 8% | 50% | 12 | 2026-07-20 |
| FBK | before open | $52.65 | 3.20% | 8% | 0% | 58% | 12 | 2026-07-13 |
| C | before open | $129.64 | 3.08% | 25% | 0% | 50% | 12 | 2026-07-14 |
| GS | before open | $895.32 | 2.86% | 17% | 0% | 67% | 12 | 2026-07-14 |
| JPM | before open | $332.99 | 2.54% | 8% | 0% | 42% | 12 | 2026-07-14 |
| JNJ | before open | $261.44 | 1.85% | 8% | 0% | 33% | 12 | 2026-07-15 |
| 2026-10-14 — 9 names | ||||||||
| ALOY | unconfirmed | $7.32 | 13.67% | 100% | 100% | 100% | 1 | 2026-08-13 |
| FAST | before open | $50.75 | 5.42% | 58% | 0% | 58% | 12 | 2026-07-14 |
| WAFD | unconfirmed | $29.43 | 3.67% | 25% | 0% | 42% | 12 | 2026-07-16 |
| MS | before open | $190.02 | 3.58% | 25% | 0% | 75% | 12 | 2026-07-15 |
| BLK | before open | $1082.39 | 3.47% | 33% | 0% | 67% | 12 | 2026-07-15 |
| STT | before open | $174.96 | 3.14% | 25% | 0% | 58% | 12 | 2026-07-16 |
| BAC | before open | $54.32 | 2.46% | 8% | 0% | 58% | 12 | 2026-07-14 |
| HOMB | after close | $28.25 | 2.44% | 0% | 0% | 58% | 12 | 2026-07-15 |
| CBSH | unconfirmed | $54.39 | 1.93% | 8% | 0% | 58% | 12 | 2026-07-16 |
| 2026-10-15 — 23 names | ||||||||
| IRDM | unconfirmed | $47.47 | 10.10% | 83% | 42% | 50% | 12 | 2026-07-22 |
| WHR | unconfirmed | $28.83 | 9.48% | 75% | 58% | 42% | 12 | 2026-08-03 |
| HRI | unconfirmed | $123.46 | 8.43% | 75% | 25% | 42% | 12 | 2026-07-28 |
| BJRI | unconfirmed | $59.87 | 8.19% | 67% | 25% | 58% | 12 | 2026-07-30 |
| MAN | before open | $52.78 | 8.08% | 50% | 25% | 58% | 12 | 2026-07-16 |
| BALY | after close | $13.94 | 7.91% | 57% | 14% | 29% | 7 | 2026-08-14 |
| JBHT | after close | $229.26 | 6.64% | 67% | 8% | 58% | 12 | 2026-07-15 |
| AA | after close | $42.20 | 4.85% | 42% | 8% | 17% | 12 | 2026-07-16 |
| CMC | before open | $63.89 | 4.68% | 42% | 0% | 67% | 12 | 2026-06-25 |
| IBKR | after close | $87.87 | 4.18% | 33% | 0% | 42% | 12 | 2026-07-21 |
| PLD | before open | $129.49 | 3.45% | 25% | 0% | 75% | 12 | 2026-07-16 |
| SFNC | after close | $22.18 | 3.41% | 33% | 0% | 42% | 12 | 2026-07-16 |
| BANF | unconfirmed | $106.18 | 3.36% | 25% | 0% | 67% | 12 | 2026-07-23 |
| SCHW | before open | $96.70 | 3.32% | 25% | 8% | 50% | 12 | 2026-07-21 |
| INDB | after close | $77.02 | 3.18% | 17% | 0% | 42% | 12 | 2026-07-16 |
| FHN | before open | $23.08 | 3.09% | 25% | 0% | 50% | 12 | 2026-07-15 |
| BNY | before open | $142.71 | 3.01% | 25% | 0% | 67% | 12 | 2026-07-15 |
| CNS | after close | $69.26 | 2.96% | 8% | 0% | 67% | 12 | 2026-07-16 |
| MRSH | before open | $175.76 | 2.84% | 17% | 0% | 42% | 12 | 2026-07-21 |
| USB | before open | $57.08 | 2.40% | 8% | 0% | 25% | 12 | 2026-07-16 |
| PNC | before open | $219.21 | 1.94% | 0% | 0% | 67% | 12 | 2026-07-15 |
| WSE | unconfirmed | $11.87 | no reported earnings history | — | ||||
| WBS | unconfirmed | $77.57 | no reported earnings history | — | ||||
| 2026-10-16 — 6 names | ||||||||
| TRV | before open | $368.75 | 4.43% | 42% | 0% | 58% | 12 | 2026-07-17 |
| EEFT | unconfirmed | $64.60 | 4.08% | 33% | 8% | 50% | 12 | 2026-07-30 |
| CFG | before open | $63.57 | 2.95% | 17% | 0% | 58% | 12 | 2026-07-16 |
| RF | before open | $27.03 | 2.68% | 17% | 8% | 42% | 12 | 2026-07-17 |
| TFC | before open | $46.11 | 2.52% | 8% | 0% | 58% | 12 | 2026-07-17 |
| MTB | before open | $217.49 | 2.37% | 8% | 0% | 50% | 12 | 2026-07-15 |
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.