BNY
Q2 2026 Earnings
Reports in
-3days
Wed, Jul 15 · Before open
Options-implied move
±9.1%
$122.65 · $147.35 · via ATM straddle
ATM IV
27.9%
Δ term slope -5.8 v/30d
IV-based EM
±1.5%
σ 28% · 1d
ATM Straddle
$12.35
Strike $135.00
IV Rank
41%
52w 18–40%
Expected move
Probability density around spot
Log-normal model with ATM IV 27.9% over 1 days. Range $122.65–$147.35.
$116.48 · -13.7%Spot $135.00$153.52 · +13.7%
Spot
−9.1%
+9.1%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinTerm structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
3 expiries
Historical
Realized moves · last 8 quarters
Close-to-close moves; implied range pending historical option chains.
EPS beat 8/8
EPS surprisevs sell-side consensus
Realized (up)Realized (down)
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 |
|---|---|---|---|---|---|---|---|
Jul 17Earnings K $135 | 1d | 27.88% | 0.604 | 0.0251 | 0.21 | -0.06 | $12.35 |
Aug 21 K $160 | 36d | 27.56% | 0.535 | 0.0282 | 0.20 | -0.07 | $11.05 |
Sep 18 K $140 | 64d | 27.45% | 0.501 | 0.0180 | 0.31 | -0.04 | $17.50 |
Options data · as of 2026-07-16Method: options math baseline