Seagate Technology (STX)

Seagate Technology

STX

Q4 2026 Earnings

Reports in

-2days

Thu, Jul 16 · After close

Options-implied move

±20.1%

$614.96 · $925.04 · via ATM straddle

ATM IV

126.0%

Δ term slope -7.9 v/30d

IV-based EM

±25.5%

σ 126% · 15d

ATM Straddle

$155.04

Strike $770.00

IV Rank

98%

52w 34–108%

Provider signals

Crowding and flow context

Signal score 11

Short days

1.1

6.6M shares short

P/C volume

–

0 puts / 7.6K calls

P/C OI

–

0 puts / 26.4K calls

Actions

5/0

dividend / split events

massive · short 2026-06-30 · IV coverage 100%

Expected move

Probability density around spot

Log-normal model with ATM IV 126.0% over 15 days. Range $614.96–$925.04.

$475.02 · -38.3%Spot $770.00$1064.98 · +38.3%

Spot

−20.1%

+20.1%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

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 31Earnings K $770	15d	125.98%	0.500	0.0020	0.60	-2.54	$155.04
Aug 14 K $775	29d	106.53%	0.511	0.0017	0.84	-1.56	$182.65
Aug 28 K $790	43d	101.97%	0.508	0.0015	1.02	-1.23	$215.65
Sep 18 K $820	64d	97.47%	0.494	0.0013	1.25	-0.97	$258.75

Options data · as of 2026-07-16Method: options math baseline