FITB
Q2 2026 Earnings
Reports in
-1days
Fri, Jul 17 · Before open
Options-implied move
±3.7%
$57.80 · $62.20 · via ATM straddle
ATM IV
165.1%
Δ term slope -0.1 v/30d
IV-based EM
±8.6%
σ 165% · 1d
ATM Straddle
$2.20
Strike $60.00
IV Rank
22%
52w 21–48%
Expected move
Probability density around spot
Log-normal model with ATM IV 165.1% over 1 days. Range $57.80–$62.20.
$52.22 · -13.0%Spot $60.00$67.78 · +13.0%
Spot
−3.7%
+3.7%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinML model
Forecast distribution
Nightly LightGBM snapshot from 2026-07-16.
Point ±3.5%
Median ±3.1%
80% band 0.5–12.6%
Straddle
P50
P10
±0.5%
$60–$60
P25
±1.6%
$59–$61
P50
±3.1%
$58–$62
P75
±7.4%
$56–$64
P90
±12.6%
$52–$68
Term 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.
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 $60 | 1d | 165.12% | 0.480 | 0.0783 | 0.01 | -1.20 | $2.20 |
Aug 21 K $60 | 36d | 27.38% | 0.488 | 0.0777 | 0.07 | -0.03 | $4.14 |
Sep 18 K $60 | 64d | 27.27% | 0.506 | 0.0587 | 0.10 | -0.03 | $5.47 |
Options data · as of 2026-07-16Method: ML forecast