STT
Q3 2026 Earnings
Wed, Oct 14 · Before open
Expected move · ML forecast
±4.0%
$167.96 · $182.04 · via ML forecast
Earnings move
Market vs model vs history
Absolute move magnitude around $175.00 spot. Price ranges are symmetric references, not directional forecasts.
Options-implied
±6.3%
$164–$186
ATM straddle
Nightly model
±4.0%
$168–$182
P10–P90 0.8%–7.4%
Historical median
±1.9%
$172–$178
Last 4 earnings
Straddle exceedance ≈26%Options price 2.3 percentage points more movement than the model.IV rank 66%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|
2.3%
Outside implied
1/8
Largest |move|
7.3%
EPS surprisevs sell-side consensus
Implied rangeRealized (up)Realized (down)Outside implied
Comparable history2172 events across 439 symbols · 0.56x median realized/implied · 25% outside implied
ATM IV
38.1%
Front-month · 16 DTE
IV-based expected move
±8.0%
38% annualized IV · 16 DTE
ATM Straddle
$11.10
Call + put · strike $175.00
IV Rank
66%
52w 18–42%
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 $175.00 · paid $11.10
-1.5× EM
$555
-1× EM
$0
No move
-$1110
+1× EM
$0
+1.5× EM
$555
Move unit ±6.3% · spot $175.00Model midpoint ±4.0%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 $175 | 16d | 38.05% | 0.496 | 0.0287 | 0.15 | -0.17 | $11.10 |
Nov 20 K $175 | 51d | 31.93% | 0.529 | 0.0189 | 0.26 | -0.09 | $16.65 |
Research snapshot
ValidatedEnd-of-day research
Options snapshotSep 30Frozen chain inputs
Earnings eventOct 14before open
Forecast modelT-14 modelInputs from Sep 30
Forecast checks13 controls0 exceptions · checked Oct 16
Research data · as of 2026-09-30Method: ML forecast