AAPL Earnings Dashboard | Apple Inc Options IV vs Realized Moves

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Upcoming Earnings

Future earnings announcements

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Earnings

AAPL

Next Earnings Date

Implied Move

Implied earnings move

Average Move

Average earnings move historically

Average implied move

Average implied move historically

Implied Vs. Actual

Average implied vs. average actual move

Average IV Crush

Average implied volatility crush

Average Straddle Return

Average return for long straddle strategy

Average Put Return

Average return for long put option

Average Call Return

Average return for long call option

Expected vs Actual Earnings Moves

Comparison of implied (expected) moves versus the realized (actual) moves after earnings announcements.

Earnings Returns

Historical returns of long straddle, long call, and long put opened before and closed right after earnings events.

IV Crush

Comparison of implied volatility before and after earnings announcements, with IV crush percentage.

Implied Move

Time series of the implied earnings move calculated from option prices.

Quarterly Moves

Statistical distribution of stock price movements after earnings announcements by quarter.

You are viewing delayed data with limited symbols. Subscribe now to access all features.

Upcoming Earnings

Future earnings announcements

Subscribe to view the calendar

Earnings

AAPL

Next Earnings Date

Implied Move

Implied earnings move

Average Move

Average earnings move historically

Average implied move

Average implied move historically

Implied Vs. Actual

Average implied vs. average actual move

Average IV Crush

Average implied volatility crush

Average Straddle Return

Average return for long straddle strategy

Average Put Return

Average return for long put option

Average Call Return

Average return for long call option

Expected vs Actual Earnings Moves

Comparison of implied (expected) moves versus the realized (actual) moves after earnings announcements.

Earnings Returns

Historical returns of long straddle, long call, and long put opened before and closed right after earnings events.

IV Crush

Comparison of implied volatility before and after earnings announcements, with IV crush percentage.

Implied Move

Time series of the implied earnings move calculated from option prices.

Quarterly Moves

Statistical distribution of stock price movements after earnings announcements by quarter.