TFC
Q2 2026 Earnings
Reports in
-1days
Fri, Jul 17 · Before open
Options-implied move
±3.3%
$50.78 · $54.22 · via ATM straddle
ATM IV
103.2%
Δ term slope -4.4 v/30d
IV-based EM
±5.4%
σ 103% · 1d
ATM Straddle
$1.73
Strike $52.50
IV Rank
35%
52w 20–40%
Expected move
Probability density around spot
Log-normal model with ATM IV 103.2% over 1 days. Range $50.78–$54.22.
$48.24 · -8.1%Spot $52.50$56.76 · +8.1%
Spot
−3.3%
+3.3%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinML model
Forecast distribution
Nightly LightGBM snapshot from 2026-07-16.
Point ±3.6%
Median ±3.1%
80% band 0.6–12.7%
Straddle
P50
P10
±0.6%
$52–$53
P25
±1.5%
$52–$53
P50
±3.1%
$51–$54
P75
±7.8%
$48–$57
P90
±12.7%
$46–$59
Term 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.
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 $53 | 1d | 103.24% | 0.577 | 0.1374 | 0.01 | -0.63 | $1.73 |
Aug 21 K $53 | 36d | 28.06% | 0.544 | 0.0843 | 0.07 | -0.03 | $3.70 |
Sep 18 K $53 | 64d | 25.80% | 0.543 | 0.0693 | 0.09 | -0.02 | $4.53 |
Options data · as of 2026-07-16Method: ML forecast