CFG
Q2 2026 Earnings
Reports in
-2days
Thu, Jul 16 · Before open
Options-implied move
±2.3%
$73.25 · $76.75 · via ATM straddle
ATM IV
51.2%
Δ term slope 0.8 v/30d
IV-based EM
±2.7%
σ 51% · 1d
ATM Straddle
$1.75
Strike $75.00
IV Rank
13%
52w 23–42%
Expected move
Probability density around spot
Log-normal model with ATM IV 51.2% over 1 days. Range $73.25–$76.75.
$71.99 · -4.0%Spot $75.00$78.01 · +4.0%
Spot
−2.3%
+2.3%
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 $75 | 1d | 51.19% | 0.343 | 0.1858 | 0.01 | -0.44 | $1.75 |
Aug 21 K $75 | 36d | 25.55% | 0.452 | 0.0659 | 0.09 | -0.03 | $4.83 |
Sep 18 K $75 | 64d | 26.85% | 0.481 | 0.0478 | 0.12 | -0.03 | $6.70 |
Options data · as of 2026-07-16Method: options math baseline