What Options Are Pricing Into This Week’s Earnings
Every US company reporting this week (Mon–Fri), the move the options market prices into each report, and how much the stock has actually moved on its past prints — updated through the week as names report.
The Index Read · What Options Price for the Week
This week’s US macro: JOLTs Job Openings, Economic Optimism Index, JOLTs Job Quits, ISM Manufacturing New Orders, ISM Manufacturing Employment. 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 (Aug 28). OptionPilot recomputes them each morning before the open.
The Earnings Read · Every US Name Reporting This Week (Mon–Fri)
25 US companies report the week of Aug 31. The widest implied move is UPXI at ±19.0%; the biggest name reporting is AVGO at ±8.0%. Against their own earnings history, 13 are priced rich and 8 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 |
|---|---|---|---|---|
| Tue Sep 1 | ||||
| PANWpost-mkt | $303B | ±9.4% | ±5.0% max 7% | 1.9× RICH |
| DELLpost-mkt | $303B | ±11.2% | ±8.9% max 22% | 1.3× RICH |
| MDTpre-mkt | $117B | ±5.0% | ±4.1% max 7% | 1.2× RICH |
| CRDOpost-mkt | $43B | ±12.7% | ±17.7% max 48% | CAN RUN MORE |
| MDBpost-mkt | $36B | ±16.2% | ±22.5% max 38% | CAN RUN MORE |
| NIOpre-mkt | $11B | ±9.5% | ±7.1% max 15% | 1.3× RICH |
| GTLBpost-mkt | $8B | ±14.8% | ±10.3% max 22% | 1.4× RICH |
| RZLVpre-mkt | $1B | ±13.5% | ±19.6% max 32% | CAN RUN MORE |
| Wed Sep 2 | ||||
| AVGOpost-mkt | $1.8T | ±8.0% | ±10.6% max 24% | CAN RUN MORE |
| SNOWpost-mkt | $114B | ±12.4% | ±14.6% max 33% | CAN RUN MORE |
| HPEpost-mkt | $69B | ±11.2% | ±5.5% max 12% | 2.0× RICH |
| AIpost-mkt | $2B | ±13.9% | ±10.3% max 21% | 1.3× RICH |
| FCELpost-mkt | $1B | ±15.6% | ±13.5% max 24% | 1.2× RICH |
| CRMLpre-mkt | $1B | ±11.6% | ±11.7% max 45% | FAIRLY PRICED |
| RRpre-mkt | $336M | ±14.5% | ±12.5% max 25% | 1.2× RICH |
| UPXIpost-mkt | $79M | ±19.0% | ±9.0% max 16% | 2.1× RICH |
| Thu Sep 3 | ||||
| CIENpre-mkt | $54B | ±12.3% | ±11.8% max 23% | FAIRLY PRICED |
| ZSpost-mkt | $30B | ±13.1% | ±9.0% max 19% | 1.5× RICH |
| IOTpost-mkt | $24B | ±11.7% | ±12.4% max 20% | FAIRLY PRICED |
| LULUpost-mkt | $14B | ±10.2% | ±13.0% max 20% | CAN RUN MORE |
| DOCUpost-mkt | $12B | ±10.3% | ±13.0% max 28% | CAN RUN MORE |
| PATHpost-mkt | $10B | ±13.7% | ±9.4% max 24% | 1.5× RICH |
| CPBpre-mkt | $7B | ±5.6% | ±4.4% max 7% | 1.3× RICH |
| PLpost-mkt | $7B | ±18.3% | ±29.2% max 49% | CAN RUN MORE |
| AMBApost-mkt | $3B | ±13.8% | ±14.2% max 19% | 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 and can shift intraday; historical moves are averages of past reported quarters and are not a forecast.