A market expectation expressed through options pricing.
An options-implied move is a market-derived expectation of the range traders are pricing around an event such as an earnings report. It comes from the price of options around that event and is commonly read as an estimate of potential movement, not as a forecast with a guaranteed outcome.
How to read the idea.
The range gives historical reactions a useful question to sit beside: how large were past moves, and how does that compare with the movement the options market was pricing at the time? The two measures describe different things. One records what happened; the other describes an options-market expectation around an event.
An implied move is not an investment recommendation, a live alert, or a projection of the next result. It does not say which direction a stock will take, and it does not remove the uncertainty around an earnings event.
Crushline status
Options-implied data is planned subject to licensing. Crushline currently shows those fields as Pending rather than presenting live implied data.
Historical and market-implied data only. Not investment advice. Past moves do not predict future moves.