USB
Q2 2026 Earnings
Reports in
-2days
Thu, Jul 16 · Before open
Options-implied move
±3.8%
$61.55 · $66.45 · via ATM straddle
ATM IV
23.7%
Δ term slope 0.1 v/30d
IV-based EM
±4.8%
σ 24% · 15d
ATM Straddle
$2.46
Strike $64.00
IV Rank
26%
52w 19–39%
Expected move
Probability density around spot
Log-normal model with ATM IV 23.7% over 15 days. Range $61.55–$66.45.
$59.39 · -7.2%Spot $64.00$68.61 · +7.2%
Spot
−3.8%
+3.8%
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.
4 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 31Earnings K $64 | 15d | 23.67% | 0.507 | 0.1297 | 0.05 | -0.04 | $2.46 |
Aug 14 K $64 | 29d | 23.94% | 0.518 | 0.0920 | 0.07 | -0.03 | $3.45 |
Aug 28 K $64 | 43d | 24.25% | 0.528 | 0.0743 | 0.09 | -0.03 | $4.26 |
Sep 18 K $65 | 64d | 23.95% | 0.472 | 0.0623 | 0.11 | -0.02 | $5.21 |
Options data · as of 2026-07-16Method: options math baseline