Wells Fargo (WFC)

Wells Fargo

WFC

Q2 2026 Earnings

Reports in

-4days

Tue, Jul 14 · Before open

Options-implied move

±4.4%

$84.14 · $91.86 · via ATM straddle

ATM IV

27.1%

Δ term slope -0.4 v/30d

IV-based EM

±5.5%

σ 27% · 15d

ATM Straddle

$3.86

Strike $88.00

IV Rank

23%

52w 21–43%

Provider signals

Crowding and flow context

Signal score 23

Short days

1.6

28.6M shares short

P/C volume

0.60x

12.1K puts / 20.1K calls

P/C OI

0.99x

110.9K puts / 112.2K calls

Actions

5/1

dividend / split events

massive · short 2026-06-30 · IV coverage 69%

Expected move

Probability density around spot

Log-normal model with ATM IV 27.1% over 15 days. Range $84.14–$91.86.

$80.75 · -8.2%Spot $88.00$95.25 · +8.2%

Spot

−4.4%

+4.4%

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.

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 $88	15d	27.11%	0.523	0.0819	0.07	-0.06	$3.86
Aug 14 K $88	29d	26.54%	0.495	0.0599	0.10	-0.04	$5.24
Aug 28 K $88	43d	26.30%	0.501	0.0496	0.12	-0.03	$6.30
Sep 18 K $88	64d	26.25%	0.546	0.0404	0.15	-0.03	$7.67

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