PLD
Q3 2026 Earnings
Thu, Oct 15 · Before open
Expected move · ML forecast
±3.4%
$125.54 · $134.46 · via ML forecast
Earnings move
Market vs model vs history
Absolute move magnitude around $130.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±4.8%
$124–$136
ATM straddle
Nightly model
±3.4%
$126–$134
P10–P90 0.7%–8.5%
Historical median
±3.2%
$126–$134
Last 4 earnings
Straddle exceedance ≈31%Options price 1.4 percentage points more movement than the model.IV rank 44%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|
3.2%
Outside implied
3/8
Largest |move|
7.1%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history1214 events across 275 symbols · 0.56x median realized/implied · 25% outside implied
ATM IV
28.7%
Front-month · 16 DTE
IV-based expected move
±6.0%
29% annualized IV · 16 DTE
ATM Straddle
$6.25
Call + put · strike $130.00
IV Rank
44%
52w 20–33%
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 $130.00 · paid $6.25
-1.5× EM
$313
-1× EM
$0
No move
-$625
+1× EM
$0
+1.5× EM
$313
Move unit ±4.8% · spot $130.00Model midpoint ±3.4%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 $130 | 16d | 28.66% | 0.528 | 0.0509 | 0.11 | -0.11 | $6.25 |
Nov 20 K $130 | 51d | 24.37% | 0.543 | 0.0334 | 0.19 | -0.05 | $9.49 |
Research snapshot
ValidatedEnd-of-day research
Options snapshotSep 30Frozen chain inputs
Earnings eventOct 15before open
Forecast modelT-21 modelInputs from Sep 24
Forecast checks13 controls0 exceptions · checked Oct 16
Research data · as of 2026-09-30Method: ML forecast