GE Aerospace (GE)

GE Aerospace

Q2 2026 Earnings

Reports in

-2days

Thu, Jul 16 · Before open

Options-implied move

±5.4%

$326.23 · $363.77 · via ATM straddle

ATM IV

33.5%

Δ term slope 0.4 v/30d

IV-based EM

±6.8%

σ 33% · 15d

ATM Straddle

$18.77

Strike $345.00

IV Rank

32%

52w 25–47%

Provider signals

Crowding and flow context

Signal score 28

Short days

2.1

12.9M shares short

P/C volume

1.47x

11.8K puts / 8K calls

P/C OI

0.77x

29.1K puts / 37.7K calls

Actions

5/3

dividend / split events

massive · short 2026-06-30 · IV coverage 69%

Expected move

Probability density around spot

Log-normal model with ATM IV 33.5% over 15 days. Range $326.23–$363.77.

$309.89 · -10.2%Spot $345.00$380.11 · +10.2%

Spot

−5.4%

+5.4%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term 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 $345	15d	33.47%	0.538	0.0169	0.28	-0.33	$18.77
Aug 14 K $350	29d	31.87%	0.478	0.0127	0.39	-0.23	$25.13
Aug 28 K $350	43d	32.62%	0.497	0.0103	0.47	-0.20	$31.22
Sep 18 K $350	64d	32.98%	0.509	0.0083	0.58	-0.17	$38.33

Options data · as of 2026-07-16Method: options math baseline