IBKR
Q4 2026 Earnings
Thu, Oct 15 · After close
Expected move · IV forecast
±12.0%
$73.02 · $92.98 · via IV forecast
Research availability
ML forecast held
The current forecast did not pass publication checks. Independent estimates remain available.
Earnings move
Market vs model vs history
Absolute move magnitude around $83.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±10.2%
$75–$91
ATM straddle
Historical median
±2.6%
$81–$85
Last 4 earnings
Options price 7.5 percentage points more movement than the historical median.IV rank 50%
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|
5.0%
Outside implied
3/8
Largest |move|
9.0%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history2612 events across 585 symbols · 0.52x median realized/implied · 23% outside implied
ATM IV
41.9%
Front-month · 30 DTE
IV-based expected move
±12.0%
42% annualized IV · 30 DTE
ATM Straddle
$8.43
Call + put · strike $83.00
IV Rank
50%
52w 30–57%
Term structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
2 expiries
Practical scenario
Earnings gap scenarios
One long ATM straddle held to expiry · before fees and IV repricing.
K $83.00 · paid $8.43
-1.5× EM
$421
-1× EM
-$0
No move
-$843
+1× EM
-$0
+1.5× EM
$421
Move unit ±10.2% · spot $83.00Expiry 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 30Earnings K $83 | 30d | 41.95% | 0.635 | 0.0357 | 0.09 | -0.07 | $8.43 |
Nov 20 K $85 | 51d | 39.65% | 0.560 | 0.0308 | 0.13 | -0.05 | $10.10 |
Research snapshot
ValidatedEnd-of-day research
Options snapshotSep 30Frozen chain inputs
Earnings eventOct 15after close
Forecast modelModel horizon not reportedInputs from Sep 30
Forecast checks13 controls0 exceptions · checked Oct 16
Research data · as of 2026-09-30Method: IV forecast