GS
Q3 2026 Earnings
Tue, Oct 13 · Before open
Expected move · ML forecast
±3.8%
$875.80 · $944.20 · via ML forecast
Earnings move
Market vs model vs history
Absolute move magnitude around $910.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±6.2%
$854–$966
ATM straddle
Nightly model
±3.8%
$876–$944
P10–P90 0.8%–7.5%
Historical median
±3.3%
$880–$940
Last 4 earnings
Straddle exceedance ≈22%Options price 2.4 percentage points more movement than the model.IV rank 45%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 1/1
Observations
8
Median |move|
2.0%
Outside implied
1/8
Largest |move|
9.0%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history2100 events across 419 symbols · 0.56x median realized/implied · 24% outside implied
ATM IV
36.9%
Front-month · 16 DTE
IV-based expected move
±7.7%
37% annualized IV · 16 DTE
ATM Straddle
$56.20
Call + put · strike $910.00
IV Rank
45%
52w 25–46%
Term structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
3 expiries
Practical scenario
Earnings gap scenarios
One long ATM straddle held to expiry · before fees and IV repricing.
K $910.00 · paid $56.20
-1.5× EM
$2810
-1× EM
$0
No move
-$5620
+1× EM
$0
+1.5× EM
$2810
Move unit ±6.2% · spot $910.00Model midpoint ±3.8%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 $910 | 16d | 36.87% | 0.483 | 0.0057 | 0.75 | -0.95 | $56.20 |
Oct 30 K $910 | 30d | 33.99% | 0.497 | 0.0044 | 1.03 | -0.65 | $70.69 |
Nov 20 K $910 | 51d | 33.63% | 0.519 | 0.0035 | 1.35 | -0.51 | $91.28 |
Research snapshot
ValidatedEnd-of-day research
Options snapshotSep 30Frozen chain inputs
Earnings eventOct 13before open
Forecast modelT-14 modelInputs from Sep 29
Forecast checks13 controls0 exceptions · checked Oct 16
Research data · as of 2026-09-30Method: ML forecast