FAST
Q3 2026 Earnings
Wed, Oct 14 · Before open
Expected move · ML forecast
±4.1%
$47.93 · $52.07 · via ML forecast
Earnings move
Market vs model vs history
Absolute move magnitude around $50.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±6.9%
$47–$53
ATM straddle
Nightly model
±4.1%
$48–$52
P10–P90 0.8%–8.8%
Historical median
±4.8%
$48–$52
Last 4 earnings
Straddle exceedance ≈27%Options price 2.7 percentage points more movement than the model.IV rank 84%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 0/1
Observations
8
Median |move|
5.3%
Outside implied
3/8
Largest |move|
9.8%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history2350 events across 482 symbols · 0.55x median realized/implied · 24% outside implied
ATM IV
41.0%
Front-month · 16 DTE
IV-based expected move
±8.6%
41% annualized IV · 16 DTE
ATM Straddle
$3.42
Call + put · strike $50.00
IV Rank
84%
52w 21–39%
Term structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
2 expiries
Practical scenario
Earnings gap scenarios
One long ATM straddle held to expiry · before fees and IV repricing.
K $50.00 · paid $3.42
-1.5× EM
$171
-1× EM
-$0
No move
-$343
+1× EM
-$0
+1.5× EM
$171
Move unit ±6.9% · spot $50.00Model 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 $50 | 16d | 41.05% | 0.484 | 0.0941 | 0.04 | -0.05 | $3.42 |
Nov 20 K $50 | 51d | 28.57% | 0.505 | 0.0747 | 0.07 | -0.02 | $4.25 |
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