How these numbers are made
The date. A date marked list comes from a report-date list that was exported on the day shown at the top of the Earnings tab; a company can move its date after that, and the options then say so — see the next paragraph. A date marked est is not announced by anyone: it is read out of the stock's own options (the sessions on which short-dated implied volatility collapsed in the past, and the rhythm they keep). Neither source knows whether the company reports before the open or after the close, so the reaction session is the report date or the next one.
The priced move. Each expiry's own implied volatility prices the days up to it. Where two neighbouring expiries bracket a report, the second charges for a stretch of days that contains it, the first does not; the variance the second charges beyond what the stretches around it charge per day is the report's. Its square root is a one-standard-deviation move, and 0.8 of that is the typical size of the move (the mean absolute move), which is the number shown — the same thing a straddle price tells you. The stretch the options point to is shown as the window; when it does not hold the listed date the row carries a ⚠, because then the date or the options are wrong. It is an estimate made from end-of-day quotes: a one-point difference between two implied volatilities moves it a lot.
What the stock did. The size of the move of the session on which short-dated implied volatility collapsed after each of its last eight reports, taken from the stock's own history. Sessions on which at least a tenth of the market collapsed together are left out: that is a market event (the tariff pause of April 2025), not a report. A move here is a size; the page never says whether a good report lifts a stock.
Priced ÷ typical. The typical size the options price, divided by the mean absolute move of the last eight reports. Above 1.3 the options ask for more than the stock has usually delivered, below 0.75 for less. It describes the price of the options against the stock's own record — a stock can still do anything.
The macro half. Series are public data of the Federal Reserve Bank of St. Louis (FRED); the release calendar is the agencies' own; the Fed's meeting dates are from federalreserve.gov (2027 dates are tentative until the Fed confirms them). Each series is read against its own last three years, because a level on its own says nothing; inflation and the Fed's balance sheet are ranked on their year-on-year change and payrolls on the monthly change. "What the options did on macro days" counts only magnitudes — the average absolute move on those days against every other day of the last three years — and never whether the market rose.
Everything on this page is end-of-day and descriptive. It is not a forecast, a recommendation or investment advice.