MDT
Q1 2027 Earnings
Reports in
0days
Tue, Sep 01 · Before open
Options-implied move
±5.4%
$87.01 · $96.99 · via ATM straddle
Research snapshot
ValidatedEnd-of-day research
Options snapshotAug 28Frozen chain inputs
Earnings eventSep 1before open
Forecast modelT-7 modelInputs from Aug 25
Forecast checks24 controls0 exceptions · checked Aug 31
ATM IV
34.5%
Term slope -5.2 vol pts / 30d
IV-based expected move
±6.8%
35% annualized IV · 14 DTE
ATM Straddle
$5.00
Call + put · strike $92.00
IV Rank
76%
52w 16–34%
Earnings move
Market vs model vs history
Absolute move magnitude around $92.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±5.4%
$87–$97
ATM straddle
Nightly model
±4.1%
$88–$96
P10–P90 0.9%–8.9%
Historical median
±3.1%
$89–$95
Last 8 earnings
Straddle exceedance ≈36%Options price 1.3 percentage points more movement than the model.IV rank 76%Light band P10–P90 · dark band P25–P75 · line P50Quantile interpolation · before spreads, fees, and post-event IV change
Term structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
4 expiries
Practical scenario
Earnings gap scenarios
One long ATM straddle held to expiry · before fees and IV repricing.
K $92.00 · paid $5.00
-1.5× EM
$250
-1× EM
-$0
No move
-$500
+1× EM
-$0
+1.5× EM
$250
Move unit ±5.4% · spot $92.00Model midpoint ±4.1%Expiry payoff proxy, not a forecast.
Historical
Event study · 8 events
Close-to-close earnings reactions; historical option ranges are not available for this cohort.
EPS beat 0/1
Observations
8
Median |move|
3.1%
Mean move
-1.0%
Largest |move|
7.3%
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 |
|---|---|---|---|---|---|---|---|
Sep 11Earnings K $92 | 14d | 34.51% | 0.472 | 0.0636 | 0.07 | -0.10 | $5.00 |
Sep 25 K $92 | 28d | 31.30% | 0.475 | 0.0512 | 0.10 | -0.06 | $6.37 |
Oct 9 K $91 | 42d | 29.60% | 0.505 | 0.0439 | 0.12 | -0.04 | $7.25 |
Oct 16 K $93 | 49d | 27.46% | 0.452 | 0.0431 | 0.13 | -0.04 | $7.42 |
Options data · as of 2026-08-28Method: ML forecast