BLK
Q3 2026 Earnings
Wed, Oct 14 · Before open
Expected move · ML forecast
±4.1%
$1016.81 · $1103.19 · via ML forecast
Earnings move
Market vs model vs history
Absolute move magnitude around $1060.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±6.0%
$997–$1123
ATM straddle
Nightly model
±4.1%
$1017–$1103
P10–P90 0.8%–8.3%
Historical median
±4.7%
$1011–$1109
Last 4 earnings
Straddle exceedance ≈35%Options price 1.9 percentage points more movement than the model.IV rank 49%Light band P10–P90 · dark band P25–P75 · line P50Quantile interpolation · before spreads, fees, and post-event IV change
Historical
Event study · 8 events
Realized earnings reactions versus the option-implied range available before each event.
EPS beat 1/1
Observations
8
Median |move|
4.4%
Outside implied
5/8
Largest |move|
6.6%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history2024 events across 393 symbols · 0.56x median realized/implied · 25% outside implied
ATM IV
35.5%
Front-month · 16 DTE
IV-based expected move
±7.4%
36% annualized IV · 16 DTE
ATM Straddle
$63.20
Call + put · strike $1060.00
IV Rank
49%
52w 22–43%
Term structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
3 expiries
Practical scenario
Earnings gap scenarios
One long ATM straddle held to expiry · before fees and IV repricing.
K $1060.00 · paid $63.20
-1.5× EM
$3160
-1× EM
$0
No move
-$6320
+1× EM
$0
+1.5× EM
$3160
Move unit ±6.0% · spot $1060.00Model midpoint ±4.1%Expiry payoff proxy, not a forecast.
ATM greeks
Greeks by expiry
ATM call · delta hedge ratios, sensitivity to vol and time.
| Expiry | DTE | ATM IV | Δ Delta | Γ Gamma | 𝜈 Vega | Θ Theta | Straddle |
|---|---|---|---|---|---|---|---|
Oct 16Earnings K $1060 | 16d | 35.52% | 0.529 | 0.0050 | 0.88 | -1.12 | $63.20 |
Oct 30 K $1070 | 30d | 31.77% | 0.496 | 0.0041 | 1.21 | -0.74 | $77.95 |
Nov 20 K $1070 | 51d | 29.14% | 0.513 | 0.0034 | 1.58 | -0.54 | $93.15 |
Research snapshot
ValidatedEnd-of-day research
Options snapshotSep 30Frozen chain inputs
Earnings eventOct 14before open
Forecast modelT-14 modelInputs from Sep 30
Forecast checks13 controls0 exceptions · checked Oct 16
Research data · as of 2026-09-30Method: ML forecast