The Options Desk
The Options Desk · Week of Sep 28, 2026

What Options Priced Into the Week of Sep 28, 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 25, 2026).

The Index Read · What Options Price for the Week

That week’s US macro: JOLTs Job Openings, CB Consumer Confidence, JOLTs Job Quits, PCE Price Index MoM, Core PCE Price Index MoM. Here’s the weekly move options are pricing across the majors — and the walls that box it in.

● implied range● put wall● hedge wall● spot● call wall
SPY S&P 500
implied ±1.3%
spot $771.35
$761.32–$781.38 · put 761 · hedge 768 · call 785
QQQ Nasdaq-100
implied ±1.9%
spot $744.50
$730.35–$758.65 · put 730 · hedge 730 · call 760
IWM Russell 2000
implied ±2.0%
spot $281.97
$276.33–$287.61 · put 280 · hedge 290 · call 300
How to read the walls

● 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 25). 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.

DateEventImpact
Tue Sep 29JOLTs Job Openings (Aug)High
Tue Sep 29CB Consumer Confidence (Sep)Medium
Tue Sep 29JOLTs Job Quits (Aug)Low
Wed Sep 30PCE Price Index MoM (Aug)Medium
Wed Sep 30Core PCE Price Index MoM (Aug)High
Wed Sep 30Personal Spending MoM (Aug)High
Wed Sep 30Goods Trade Balance (Aug)High
Wed Sep 30Core PCE Price Index YoY (Aug)High
Wed Sep 30Personal Income MoM (Aug)High
Wed Sep 30PCE Price Index YoY (Aug)Medium
Wed Sep 30ADP Employment Change (Sep)High
Thu Oct 1ISM Manufacturing New Orders (Sep)Low
Thu Oct 1ISM Manufacturing PMI (Sep)High
Thu Oct 1ISM Manufacturing Employment (Sep)Medium
Thu Oct 1ISM Manufacturing Prices (Sep)Low
Thu Oct 1Jobless Claims 4-Week Average (Sep/26)High
Thu Oct 1Initial Jobless Claims (Sep/26)High
Thu Oct 1Continuing Jobless Claims (Sep/19)High
Fri Oct 2U-6 Unemployment Rate (Sep)High
Fri Oct 2Unemployment Rate (Sep)High
Fri Oct 2Non Farm Payrolls (Sep)High
Fri Oct 2Nonfarm Payrolls Private (Sep)High

The Earnings Read · Every US Name Reporting That Week (Mon–Fri)

7 US companies report the week of Sep 28. The widest implied move is JBL at ±9.1%; the biggest name reporting is MU at ±8.6%. Against their own earnings history, 5 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 & reportMkt
cap
Options
implied
Actual move
avg · max
The tell
Tue Sep 29
CCLpre-mkt$30B±7.4%±5.3%
max 10%
1.4× RICH
UECpre-mkt$5B±8.1%±6.1%
max 12%
1.3× RICH
Wed Sep 30
MUpost-mkt$1.2T±8.6%±8.8%
max 16%
FAIRLY PRICED
JBLpre-mkt$33B±9.1%±6.6%
max 12%
1.4× RICH
CAGpre-mkt$7B±5.4%±4.0%
max 8%
1.4× RICH
Thu Oct 1
ACNpre-mkt$108B±7.9%±5.1%
max 7%
1.5× RICH
NKEpost-mkt$53B±8.1%±7.4%
max 15%
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.