Earnings Move Calculator
Estimate the one-standard-deviation move implied by option volatility into an earnings event.
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How implied move is calculated
A common approximation is: expected move = stock price × implied volatility × √(days / 365). This gives a one-standard-deviation move over the selected time window. Traders use it to compare current premium against realized post-earnings gaps and to set expectations for straddles, strangles, or premium-selling trades.
The result is not a forecast; it is the move that current option pricing implies. Stocks can move more or less than that range.
Educational only. Earnings reactions can exceed implied move. Liquidity, skew, and IV crush are not modeled here.