FAST
Q2 2026 Earnings
Reports in
-4days
Tue, Jul 14 · Before open
Options-implied move
±3.6%
$45.80 · $49.20 · via ATM straddle
ATM IV
97.0%
Δ term slope -3.6 v/30d
IV-based EM
±5.1%
σ 97% · 1d
ATM Straddle
$1.70
Strike $47.50
IV Rank
38%
52w 20–39%
Expected move
Probability density around spot
Log-normal model with ATM IV 97.0% over 1 days. Range $45.80–$49.20.
$43.88 · -7.6%Spot $47.50$51.12 · +7.6%
Spot
−3.6%
+3.6%
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 7/8
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 $48 | 1d | 97.00% | 0.310 | 0.1479 | 0.01 | -0.29 | $1.70 |
Aug 21 K $48 | 36d | 26.32% | 0.403 | 0.1011 | 0.06 | -0.02 | $3.20 |
Sep 18 K $48 | 64d | 22.92% | 0.477 | 0.0884 | 0.08 | -0.02 | $3.65 |
Options data · as of 2026-07-16Method: options math baseline