Earnings Implied Moves: Oct 12–16, 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 9, 2026).
The Index Read · What Options Price for the Week
That week’s US macro: Existing Home Sales, Existing Home Sales MoM, NFIB Business Optimism Index, Cleveland CPI MoM, Inflation Rate YoY. 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 9). 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 |
|---|---|---|
| Tue Oct 13 | Existing Home Sales (Sep) | High |
| Tue Oct 13 | Existing Home Sales MoM (Sep) | High |
| Tue Oct 13 | NFIB Business Optimism Index (Sep) | Low |
| Wed Oct 14 | Cleveland CPI MoM (Sep) | Low |
| Wed Oct 14 | Inflation Rate YoY (Sep) | High |
| Wed Oct 14 | CPI s.a (Sep) | High |
| Wed Oct 14 | Core Inflation Rate MoM (Sep) | High |
| Wed Oct 14 | Inflation Rate (Sep) | High |
| Wed Oct 14 | Core Inflation Rate YoY (Sep) | High |
| Wed Oct 14 | CPI n.s.a MoM (Sep) | Low |
| Wed Oct 14 | Inflation Rate MoM (Sep) | High |
| Thu Oct 15 | Retail Sales Ex Autos MoM (Sep) | High |
| Thu Oct 15 | Retail Sales YoY (Sep) | High |
| Thu Oct 15 | Retail Sales Ex Gas/Autos MoM (Sep) | High |
| Thu Oct 15 | Initial Jobless Claims (Oct/10) | High |
| Thu Oct 15 | Retail Sales MoM (Sep) | High |
| Thu Oct 15 | PPI Ex Food, Energy and Trade MoM (Sep) | Low |
| Thu Oct 15 | PPI Ex Food, Energy and Trade YoY (Sep) | Low |
| Thu Oct 15 | Producer Price Index MoM (Sep) | High |
| Thu Oct 15 | Continuing Jobless Claims (Oct/03) | High |
| Thu Oct 15 | NY Empire State Manufacturing Index (Oct) | High |
| Thu Oct 15 | Jobless Claims 4-Week Average (Oct/10) | High |
| Thu Oct 15 | Core PPI YoY (Sep) | Low |
| Thu Oct 15 | Core PPI MoM (Sep) | Medium |
The Earnings Read · Every US Name Reporting That Week (Mon–Fri)
48 US companies report the week of Oct 12. The widest implied move is PETS at ±110.9%; the biggest name reporting is TSM at ±4.3%. Against their own earnings history, 33 are priced rich and 6 have room to run. 48 of 48 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 |
|---|---|---|---|---|---|
| Tue Oct 13 | |||||
| JPMpre-mkt | $892B | ±3.6% | ±2.9% max 4% | -0.9% | 1.2× RICH |
| JNJpre-mkt | $630B | ±3.6% | ±1.8% max 6% | -5.7% | 2.0× RICH |
| UNHpre-mkt | $344B | ±7.2% | ±11.2% max 22% | -0.2% | CAN RUN MORE |
| GSpre-mkt | $264B | ±4.7% | ±2.8% max 6% | -0.2% | 1.7× RICH |
| WFCpre-mkt | $253B | ±4.7% | ±5.1% max 7% | -3.1% | FAIRLY PRICED |
| Cpre-mkt | $222B | ±4.2% | ±3.5% max 7% | -5.6% | 1.2× RICH |
| DPZpre-mkt | $10B | ±7.1% | ±3.5% max 5% | -4.8% | 2.0× RICH |
| ACIpre-mkt | $6B | ±6.2% | ±5.7% max 14% | +1.4% | FAIRLY PRICED |
| AZZpost-mkt | $4B | ±7.3% | ±4.7% max 7% | +0.7% | 1.6× RICH |
| FBKpre-mkt | $3B | ±7.7% | ±4.0% max 6% | -4.2% | 1.9× RICH |
| UNTYpre-mkt | $546M | ±9.3% | ±3.5% max 5% | +0.0% | OUTSIZED PREMIUM |
| PETSpost-mkt | $27M | ±110.9% | ±10.4% max 36% | -5.5% | OUTSIZED PREMIUM |
| Wed Oct 14 | |||||
| ASMLpre-mkt | $686B | ±6.1% | ±6.8% max 16% | -3.9% | CAN RUN MORE |
| BACpre-mkt | $385B | ±4.1% | ±2.7% max 4% | -4.8% | 1.5× RICH |
| MSpre-mkt | $300B | ±4.5% | ±4.0% max 7% | -2.7% | FAIRLY PRICED |
| BLKpre-mkt | $168B | ±5.1% | ±4.4% max 6% | +0.7% | 1.2× RICH |
| PGRpre-mkt | $126B | ±3.6% | ±2.7% max 6% | -4.2% | 1.3× RICH |
| FASTpre-mkt | $58B | ±6.1% | ±5.7% max 10% | +1.1% | FAIRLY PRICED |
| STTpre-mkt | $48B | ±5.2% | ±3.8% max 7% | -4.1% | 1.4× RICH |
| HOMBpost-mkt | $6B | ±6.5% | ±2.2% max 3% | +2.1% | OUTSIZED PREMIUM |
| EQBKpre-mkt | $960M | ±6.3% | ±3.9% max 7% | -0.6% | 1.6× RICH |
| Thu Oct 15 | |||||
| TSMpre-mkt | $2.4T | ±4.3% | ±2.5% max 4% | -1.8% | 1.7× RICH |
| SCHWpre-mkt | $168B | ±4.4% | ±3.3% max 6% | -2.7% | 1.3× RICH |
| IBKRpost-mkt | $152B | ±5.5% | ±6.5% max 9% | -3.9% | CAN RUN MORE |
| PLDpre-mkt | $121B | ±4.1% | ±4.4% max 7% | -2.7% | FAIRLY PRICED |
| BNYpre-mkt | $98B | ±4.4% | ±180.9% max 1263% | +3.2% | CAN RUN MORE |
| USBpre-mkt | $89B | ±4.0% | ±2.9% max 6% | +2.0% | 1.4× RICH |
| PNCpre-mkt | $87B | ±4.1% | ±2.5% max 4% | -0.4% | 1.6× RICH |
| MRSH | $84B | ±4.3% | — | +4.6% | LIMITED HISTORY |
| ERICpre-mkt | $31B | ±9.7% | ±10.0% max 21% | +11.8% | FAIRLY PRICED |
| JBHTpost-mkt | $22B | ±6.8% | ±7.3% max 22% | -2.8% | FAIRLY PRICED |
| SNApre-mkt | $19B | ±2.0% | ±6.2% max 10% | +0.7% | CAN RUN MORE |
| WITpre-mkt | $17B | ±13.2% | ±4.4% max 7% | +3.9% | OUTSIZED PREMIUM |
| AApost-mkt | $11B | ±6.9% | ±5.3% max 13% | +2.5% | 1.3× RICH |
| FHNpre-mkt | $11B | ±4.3% | ±3.4% max 9% | +0.8% | 1.3× RICH |
| CMCpre-mkt | $7B | ±6.0% | ±3.7% max 7% | +0.1% | 1.6× RICH |
| INDBpost-mkt | $4B | ±3.5% | ±4.4% max 6% | +3.6% | CAN RUN MORE |
| CNSpost-mkt | $4B | ±6.4% | ±3.7% max 6% | +0.9% | 1.7× RICH |
| MANpre-mkt | $2B | ±11.7% | ±9.0% max 19% | -15.8% | 1.3× RICH |
| Fri Oct 16 | |||||
| TRVpre-mkt | $77B | ±3.6% | ±3.7% max 9% | +1.5% | FAIRLY PRICED |
| TFCpre-mkt | $57B | ±4.3% | ±3.0% max 6% | +1.1% | 1.4× RICH |
| MTBpre-mkt | $32B | ±4.1% | ±2.4% max 5% | -1.5% | 1.7× RICH |
| CFGpre-mkt | $27B | ±4.6% | ±3.9% max 7% | -0.1% | 1.2× RICH |
| RFpost-mkt | $23B | ±4.2% | ±2.4% max 6% | -0.9% | 1.8× RICH |
| BANFpost-mkt | $4B | ±4.8% | ±3.5% max 8% | -0.9% | 1.4× RICH |
| RBCAApre-mkt | $2B | ±2.8% | ±2.2% max 4% | +0.7% | 1.3× RICH |
| MCBSpost-mkt | $980M | ±7.2% | ±3.6% max 5% | -1.9% | 2.0× RICH |
| ATLOpost-mkt | $279M | ±6.4% | ±2.3% max 4% | +0.4% | OUTSIZED PREMIUM |
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.