STT
Q2 2026 Earnings
Reports in
-2days
Thu, Jul 16 · Before open
Options-implied move
±2.0%
$181.30 · $188.70 · via ATM straddle
ATM IV
47.9%
Δ term slope -0.6 v/30d
IV-based EM
±2.5%
σ 48% · 1d
ATM Straddle
$3.70
Strike $185.00
IV Rank
54%
52w 18–42%
Expected move
Probability density around spot
Log-normal model with ATM IV 47.9% over 1 days. Range $181.30–$188.70.
$178.04 · -3.8%Spot $185.00$191.96 · +3.8%
Spot
−2.0%
+2.0%
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 $185 | 1d | 47.89% | 0.445 | 0.0843 | 0.04 | -0.34 | $3.70 |
Aug 21 K $185 | 36d | 31.09% | 0.531 | 0.0218 | 0.23 | -0.10 | $14.40 |
Sep 18 K $185 | 64d | 30.97% | 0.538 | 0.0163 | 0.31 | -0.08 | $19.09 |
Options data · as of 2026-07-16Method: options math baseline