CTAS
Q4 2026 Earnings
Reports in
-3days
Wed, Jul 15 · Before open
Options-implied move
±4.7%
$195.40 · $214.60 · via ATM straddle
ATM IV
28.9%
Δ term slope -1.1 v/30d
IV-based EM
±5.9%
σ 29% · 15d
ATM Straddle
$9.60
Strike $205.00
IV Rank
56%
52w 17–37%
Expected move
Probability density around spot
Log-normal model with ATM IV 28.9% over 15 days. Range $195.40–$214.60.
$187.00 · -8.8%Spot $205.00$223.00 · +8.8%
Spot
−4.7%
+4.7%
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.
4 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 31Earnings K $205 | 15d | 28.87% | 0.541 | 0.0333 | 0.17 | -0.19 | $9.60 |
Aug 14 K $205 | 29d | 27.63% | 0.544 | 0.0246 | 0.23 | -0.13 | $12.85 |
Aug 28 K $205 | 43d | 28.01% | 0.542 | 0.0199 | 0.28 | -0.10 | $15.85 |
Sep 18 K $210 | 64d | 27.13% | 0.466 | 0.0168 | 0.34 | -0.08 | $19.09 |
Options data · as of 2026-07-16Method: options math baseline