Earnings Implied Moves: Oct 5–9, 2026 — What Options Priced, and What Happened
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 (Oct 2, 2026).
The Index Read · What Options Price for the Week
That week’s US macro: ISM Services PMI, ISM Services Employment, ISM Services Business Activity, ISM Services New Orders, ISM Services Prices. 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 (Oct 2). 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 |
|---|---|---|
| Mon Oct 5 | ISM Services PMI (Sep) | High |
| Mon Oct 5 | ISM Services Employment (Sep) | Low |
| Mon Oct 5 | ISM Services Business Activity (Sep) | Low |
| Mon Oct 5 | ISM Services New Orders (Sep) | Low |
| Mon Oct 5 | ISM Services Prices (Sep) | Low |
| Tue Oct 6 | Economic Optimism Index (Oct) | Low |
| Wed Oct 7 | FOMC Minutes | High |
| Thu Oct 8 | Jobless Claims 4-Week Average (Oct/03) | Low |
| Thu Oct 8 | Initial Jobless Claims (Oct/03) | Medium |
| Thu Oct 8 | Continuing Jobless Claims (Sep/26) | Low |
| Fri Oct 9 | Michigan Consumer Expectations (Oct) | Low |
| Fri Oct 9 | Michigan Current Conditions (Oct) | Low |
| Fri Oct 9 | Michigan 1 Year Inflation Expectations (Oct) | Low |
| Fri Oct 9 | Michigan 5 Year Inflation Expectations (Oct) | Low |
| Fri Oct 9 | Michigan Consumer Sentiment (Oct) | High |
The Earnings Read · Every US Name Reporting That Week (Mon–Fri)
10 US companies report the week of Oct 5. The widest implied move is BYRN at ±30.9%; the biggest name reporting is PEP at ±3.7%. Against their own earnings history, 2 are priced rich and 7 have room to run. 10 of 10 have reported so far that week — the rest are still ahead.
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 | What happened | The tell |
|---|---|---|---|---|---|
| Mon Oct 5 | |||||
| AEHRpost-mkt | $3B | ±10.8% | ±20.4% max 29% | -11.7% | CAN RUN MORE |
| Tue Oct 6 | |||||
| STZpre-mkt | $19B | ±5.5% | ±6.9% max 17% | +2.1% | CAN RUN MORE |
| Wed Oct 7 | |||||
| APLDpost-mkt | $7B | ±13.2% | ±18.0% max 36% | +0.2% | CAN RUN MORE |
| Thu Oct 8 | |||||
| PEPpre-mkt | $172B | ±3.7% | ±4.7% max 8% | +3.7% | CAN RUN MORE |
| NGpost-mkt | $3B | ±13.0% | ±8.8% max 15% | +6.8% | 1.5× RICH |
| ANGOpre-mkt | $625M | ±8.6% | ±16.1% max 38% | -20.9% | CAN RUN MORE |
| HELEpre-mkt | $623M | ±16.7% | ±14.7% max 25% | +3.9% | FAIRLY PRICED |
| TLRYpre-mkt | $404M | ±10.9% | ±12.5% max 22% | -3.4% | CAN RUN MORE |
| BYRNpre-mkt | $79M | ±30.9% | ±15.8% max 21% | +16.8% | 2.0× RICH |
| Fri Oct 9 | |||||
| DALpre-mkt | $55B | ±6.5% | ±8.9% max 23% | +0.0% | CAN RUN MORE |
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. “What happened” = the realized move this week. “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.