Reading the market regime before prices move
Reading the market regime before prices move
You read plenty of earnings previews but still don't know how far the stock may actually move after the report.
Here are this week's report dates, the move options price for each stock, and its median actual move in past reports.
Expected move: what the market pays for the call and put at the current price, as a percentage of the share price. If it is larger than the median actual move, options are pricier than usual; if smaller, they are cheaper.
| Ticker | Report date | Priced move | Median actual move | Comparison | Gamma levels |
|---|---|---|---|---|---|
| GM | Oct 20, 2026 Pre-market | ±2.45% $75.20 to $78.98 | 5.67% 16 reports | Cheaper than usual | With the free trial |
| NFLX | Oct 20, 2026 After hours | ±7.89% $63.27 to $74.11 | 8.78% 16 reports | Close to usual | With the free trial |
| PM | Oct 20, 2026 Pre-market | ±3.74% $192.42 to $207.38 | 3.00% 16 reports | Close to usual | With the free trial |
| COF | Oct 20, 2026 After hours | ±3.54% $194.42 to $208.70 | 3.02% 16 reports | Close to usual | With the free trial |
| HAL | Oct 20, 2026 Pre-market | ±2.94% $32.60 to $34.58 | 3.48% 16 reports | Close to usual | With the free trial |
| ISRG | Oct 20, 2026 After hours | ±5.96% $411.91 to $464.09 | 4.77% 16 reports | Close to usual | With the free trial |
| MMM | Oct 20, 2026 Pre-market | ±2.41% $167.30 to $175.56 | 5.30% 16 reports | Cheaper than usual | With the free trial |
| NOC | Oct 20, 2026 Pre-market | ±5.26% $505.91 to $562.09 | 2.64% 16 reports | Expiry too far | With the free trial |
| RTX | Oct 20, 2026 Pre-market | ±2.38% $188.73 to $197.95 | 4.04% 16 reports | Cheaper than usual | With the free trial |
| SPCX | Oct 20, 2026 | ±6.05% $138.84 to $156.74 | — | Not enough history | With the free trial |
| META | Oct 21, 2026 After hours | ±6.13% $651.42 to $736.46 | 9.48% 16 reports | Cheaper than usual | With the free trial |
| TSLA | Oct 21, 2026 After hours | ±5.51% $353.12 to $394.30 | 9.52% 16 reports | Cheaper than usual | With the free trial |
| NEE | Oct 21, 2026 Pre-market | ±2.81% $76.65 to $81.07 | 2.42% 16 reports | Close to usual | With the free trial |
| T | Oct 21, 2026 Pre-market | ±3.72% $22.58 to $24.32 | 4.05% 16 reports | Close to usual | With the free trial |
| ABT | Oct 21, 2026 Pre-market | ±5.26% $97.30 to $108.09 | 3.98% 16 reports | Pricier than usual | With the free trial |
| ELV | Oct 21, 2026 Pre-market | ±7.63% $406.61 to $473.75 | 3.38% 16 reports | Expiry too far | With the free trial |
| IBM | Oct 21, 2026 After hours | ±6.18% $226.96 to $256.88 | 5.00% 16 reports | Close to usual | With the free trial |
| KMI | Oct 21, 2026 After hours | ±2.47% $32.74 to $34.40 | 1.46% 16 reports | Pricier than usual | With the free trial |
| LRCX | Oct 21, 2026 After hours | ±6.72% $245.75 to $281.15 | 5.67% 16 reports | Close to usual | With the free trial |
| TMO | Oct 21, 2026 Pre-market | ±4.93% $653.46 to $721.28 | 2.88% 16 reports | Pricier than usual | With the free trial |
| HON | Oct 22, 2026 Pre-market | ±4.08% $204.61 to $222.03 | 4.99% 16 reports | Close to usual | With the free trial |
| PG | Oct 22, 2026 Pre-market | ±2.82% $154.87 to $163.87 | 2.29% 16 reports | Close to usual | With the free trial |
| GD | Oct 22, 2026 Pre-market | ±1.41% $339.59 to $349.29 | 3.43% 16 reports | Cheaper than usual | With the free trial |
| LMT | Oct 22, 2026 Pre-market | ±3.90% $527.29 to $570.13 | 4.20% 16 reports | Close to usual | With the free trial |
| NBIS | Oct 22, 2026 | ±6.61% $160.12 to $182.78 | 7.03% 7 reports | Close to usual | With the free trial |
| VLO | Oct 22, 2026 Pre-market | ±4.37% $414.47 to $452.38 | 1.79% 16 reports | Pricier than usual | With the free trial |
| XOM | Oct 23, 2026 | ±3.70% $171.30 to $184.48 | 1.25% 16 reports | Pricier than usual | With the free trial |
| AXP | Oct 23, 2026 Pre-market | ±3.59% $307.02 to $329.88 | 2.95% 16 reports | Close to usual | With the free trial |
Source: the options chain at the current price for the nearest expiry after the report · and the stock's move in the session of each past report · Finviro engine · last updated Oct 20, 2026.
“Expiry too far” means the nearest contract expires more than 21 days after the report, so most of its price is ordinary fluctuation and can't be compared with a single session's move.
The priced move says how far the stock may move. The call wall , the put wall and the gamma flip show where market makers hedge most inside that range. These levels for every symbol are in the members' pages.
