TRV
Q2 2026 Earnings
Reports in
-1days
Fri, Jul 17 · Before open
Options-implied move
±2.9%
$330.20 · $349.80 · via ATM straddle
ATM IV
66.9%
Δ term slope -1.9 v/30d
IV-based EM
±3.5%
σ 67% · 1d
ATM Straddle
$9.80
Strike $340.00
IV Rank
45%
52w 17–31%
Expected move
Probability density around spot
Log-normal model with ATM IV 66.9% over 1 days. Range $330.20–$349.80.
$322.14 · -5.3%Spot $340.00$357.86 · +5.3%
Spot
−2.9%
+2.9%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinML model
Forecast distribution
Nightly LightGBM snapshot from 2026-07-16.
Point ±3.9%
Median ±3.6%
80% band 0.7–13.2%
Straddle
P50
P10
±0.7%
$338–$342
P25
±1.7%
$334–$346
P50
±3.6%
$328–$352
P75
±8.6%
$311–$369
P90
±13.2%
$295–$385
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 $340 | 1d | 66.92% | 0.399 | 0.0330 | 0.07 | -2.01 | $9.80 |
Aug 21 K $340 | 36d | 24.19% | 0.480 | 0.0154 | 0.42 | -0.15 | $20.59 |
Sep 18 K $340 | 64d | 22.02% | 0.489 | 0.0127 | 0.56 | -0.10 | $24.90 |
Options data · as of 2026-07-16Method: ML forecast