AAPL—● CONNECTING
● earnings expected move — options-implied ±1σ, real chain
How big a move is the options market pricing into earnings?
The options-implied ±1σ move through the next earnings print — the real report date paired with the at-the-money implied vol of the expiry that brackets it. We show the dollar and percent move, the expected range, and how much richer that expiry trades than the front (the event premium). A magnitude, not a direction.
AAPLoptions-implied ±1σ through the next print · real-time
Next earnings
2026-07-30
10 days out · after the close
Implied move
±6.85%
±$22.82 on 2026-07-31
ATM IV · event
39.4%
11-day at-the-money vol
Event premium
+6.85pt
vs front ±0.00%
$310.51spot $333.33$356.15
Roughly a two-in-three chance the close on 2026-07-31 lands inside this ±1σ band.
AAPL reports on 2026-07-30 (after the close), 10 days out. The expiry that spans the report (2026-07-31) is pricing an options-implied move of ±6.85% (±$22.82). That's 6.85pt richer than the front-expiry baseline (±0.00%) — the extra is the event premium the market is paying for the print.
Implied move = spot × ATM implied vol × √(days/365) on the real chain — the ±1σ priced into the expiry that brackets the earnings date. Earnings date from the earnings calendar. A magnitude, not a direction. Your decisions, your risk.