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Official template · basic · Volatility

See upcoming earnings and the move being priced.

Answer "who reports soon and what is priced in" in one list.

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Earnings — What’s Priced In · 21-second walkthroughMarket session Sep 25, 2026

The report UI is recreated from the test app's Sep 25, 2026 session, not a live screen. A historical example with music; no narration.

Earnings — What’s Priced In · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real Earnings — What’s Priced In report in the TradingFlow test app, showing Reporting soon for the September 22, 2026 market session.

Captured Sep 23, 2026 on testapp.tradingflow.com. This is a historical example; results on this page do not refresh. Swipe across the image to inspect its columns.

Earnings — What’s Priced In · how the report is assembledConceptual map
  1. 01Reporting window
  2. 02Scale IV30 to event
  3. 03Priced earnings moves

Per-expiry precision belongs in Expected Move.

Read the output

  1. 01Names with a reporting date inside a tunable window, filtered to real option activity.
  2. 02The one-standard-deviation move scaled to the report date from 30-day implied volatility.
  3. 03IV30 and 1-year IV rank alongside the move.

Keep in mind

Nothing here predicts direction or outcome.

Explore the concept behind this report
Visual explainer
Tall high-IV bar before an event and shorter IV bar after, labeled IV crush.IV crush after a known eventBefore eventAfter eventHigh IVEventIV crushPremium can fall even if the stock moves “your way”

IV crush is the post-event drop in implied volatility. Premium can shrink even when direction looks right.

How to read it

From report to evidence

  1. 01

    Read move against rank

    A big move on a low IV rank is a quiet name facing a real event.

  2. 02

    Check liquidity

    Premium traded today shows whether the name has options worth trading around the print.

  3. 03

    Price the exact expiry

    Expected Move reads each expiry’s own ATM implied volatility instead of scaling one number.

Method and limitations

A one-screen Cookbook tool: the earnings calendar for actively traded names, ranked by the move their options price in. Official app template: Earnings — What’s Priced In.

What the report computes

  • Names with a reporting date inside a tunable window, filtered to real option activity.
  • The one-standard-deviation move scaled to the report date from 30-day implied volatility.
  • IV30 and 1-year IV rank alongside the move.

What it does not claim

  • Nothing here predicts direction or outcome.
  • Implied volatility routinely collapses after the report whichever way price goes.
  • A simple iv30 approximation — per-expiry precision belongs in Expected Move.

Pairs the priced move with 1-year IV rank, which separates a genuinely elevated event from a name that is simply always expensive.

Frequently asked questions

Does a big implied move mean a big actual move?
No. Implied ranges run systematically wider than realised ones. That gap is the volatility risk premium, and it is why selling into earnings is a strategy at all.
What is IV crush?
Implied volatility rises into a known event and falls once the uncertainty resolves. An option can lose value after the report even when the stock moved the way you expected.

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The public page explains the report. Run the official template in TradingFlow for a selected completed market session.

Open Earnings move
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