HCA
Q2 2026 Earnings
Reports in
-4days
Tue, Jul 14 · Before open
Options-implied move
±1.9%
$377.75 · $392.25 · via ATM straddle
ATM IV
47.3%
Δ term slope -3.8 v/30d
IV-based EM
±2.5%
σ 47% · 1d
ATM Straddle
$7.25
Strike $385.00
IV Rank
72%
52w 20–48%
Expected move
Probability density around spot
Log-normal model with ATM IV 47.3% over 1 days. Range $377.75–$392.25.
$370.70 · -3.7%Spot $385.00$399.30 · +3.7%
Spot
−1.9%
+1.9%
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 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 17Earnings K $385 | 1d | 47.30% | 0.561 | 0.0434 | 0.08 | -2.21 | $7.25 |
Aug 21 K $390 | 36d | 40.00% | 0.505 | 0.0082 | 0.48 | -0.29 | $38.99 |
Sep 18 K $390 | 64d | 36.58% | 0.515 | 0.0067 | 0.64 | -0.20 | $47.40 |
Options data · as of 2026-07-16Method: options math baseline