What Options Priced Into the Week of Sep 21, 2026
Every US name reporting that week — the implied move vs. its historical earnings move — plus the SPY/QQQ/IWM expected ranges and walls. Anchored to the prior Friday’s close (Sep 18, 2026).
The Index Read · What Options Price for the Week
That week’s US macro: New Home Sales, Initial Jobless Claims, Continuing Jobless Claims, Jobless Claims 4-Week Average, Durable Goods Orders Ex Transp MoM. Here’s the weekly move options are pricing across the majors — and the walls that box it in.
● Put wall — support. Heavy put positioning tends to act as a floor.
● Hedge wall — the pivot. Above it moves dampen (range-bound); below it they accelerate.
● Call wall — resistance. Heavy call positioning tends to cap the upside. More on call, put and hedge walls.
Walls move every trading day; these are Friday’s close (Sep 18). OptionPilot recomputes them each morning before the open.
The Macro Calendar · US Releases That Week
The scheduled US data inside this week’s expiry — the events the index ranges above already have to cover.
| Date | Event | Impact |
|---|---|---|
| Thu Sep 24 | New Home Sales (Aug) | High |
| Thu Sep 24 | Initial Jobless Claims (Sep/19) | High |
| Thu Sep 24 | Continuing Jobless Claims (Sep/12) | High |
| Thu Sep 24 | Jobless Claims 4-Week Average (Sep/19) | High |
| Fri Sep 25 | Durable Goods Orders Ex Transp MoM (Aug) | High |
| Fri Sep 25 | Durable Goods Orders MoM (Aug) | High |
| Fri Sep 25 | Durable Goods Orders Ex Defense MoM (Aug) | High |
The Earnings Read · Every US Name Reporting That Week (Mon–Fri)
5 US companies report the week of Sep 21. The widest implied move is BB at ±12.8%; the biggest name reporting is COST at ±3.6%. Against their own earnings history, 4 are priced rich and 0 have room to run.
What the options market priced into each report — versus how much the stock has actually moved on its past prints. Sorted by market cap within each day.
| Stock & report | Mkt cap | Options implied | Actual move avg · max | The tell |
|---|---|---|---|---|
| Mon Sep 21 | ||||
| ABVXpost-mkt | $8B | ±8.7% | ±5.8% max 22% | 1.5× RICH |
| Wed Sep 23 | ||||
| CTASpre-mkt | $79B | ±4.8% | ±3.9% max 11% | 1.2× RICH |
| Thu Sep 24 | ||||
| COSTpost-mkt | $397B | ±3.6% | ±2.6% max 6% | 1.4× RICH |
| UECpre-mkt | $5B | ±8.2% | ±6.1% max 12% | 1.3× RICH |
| BBpre-mkt | $5B | ±12.8% | ±12.3% max 24% | FAIRLY PRICED |
Implied move = live ATM straddle for the expiry covering the report. Actual move = the stock’s own 1-day earnings reaction over its last reported quarters — avg is typical, max the biggest. “pre/post-mkt” = reports before the open / after the close. “Can run more” = options price less than history; “rich” = more; “outsized premium” = far above (usually a special catalyst).
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Educational, not investment advice. Options involve risk. Implied moves reflect live at-the-money straddle prices; historical moves are averages of past reported quarters and are not a forecast.