Q3 2026 / Implied vs Realised
Data status
Microsoft has moved harder lately (8.1% on its last four reports vs 5.6% over eleven); Tesla is cooling (6.0% vs 9.0%); Apple is the quietest (2.4%).
| Ticker | Event | Last 11 quarters | Last 4 quarters | Implied move |
|---|---|---|---|---|
| NFLX | 20 Oct after close | 7.1% | 7.3% | Pending |
| INTC | 22 Oct after close | 11.1% | 12.2% | Pending |
| PYPL | 27 Oct before open | 7.7% | 9.0% | Pending |
| MSFT | 28 Oct after close | 5.6% | 8.1% | Pending |
| GOOGL | 28 Oct after close | 5.1% | 5.0% | Pending |
| META | 28 Oct after close | 8.6% | 9.6% | Pending |
| TSLA | 28 Oct after close | 9.0% | 6.0% | Pending |
| AAPL | 29 Oct after close | 2.4% | 2.9% | Pending |
| AMZN | 29 Oct after close | 6.3% | 7.8% | Pending |
Measurement
A move has more meaning beside its history.
Crushline brings the options market’s expectation into the same frame as the stock’s past earnings moves, then follows the volatility and price action after results.
No forecast or recommendation. The readout is market pricing and historical data, with its status clear.
| Measure | What it describes | Data note |
|---|---|---|
| Implied move | The move priced by the at-the-money straddle. | Pending data licence |
| Realised history | Next-day moves across the previous 11 reports. | End-of-day closes |
| Implied / historical | Implied move divided by average historical movement. | Requires implied data |
| IV crush & drift | Expected volatility change and post-report movement. | Market + historical measures |
Weekly report
The weekly earnings list, with averages and status visible.
A free weekly read across major US earnings for active traders. Each report shows the supplied historical averages, while implied fields stay marked Pending until licensed options data is available.
Get the free weekly report
Implied vs Realised, in one clear read.
Leave your email to request upcoming editions of the weekly report.
Data status & disclosure
Implied-move data is pending until licensed options data is available. Historical moves are calculated from end-of-day closing prices.Historical and market-implied data only. Not investment advice. Past moves do not predict future moves.