EARNINGS MOVE REPORT

Which earnings stocks are undervalued?

See what the market is expecting the stock price move at earnings announcement and get which of those expectations are out of whack with history.

Observe the raw implied volatility and the ex-earnings implied volatility of where the options are expected to be priced after earnings.

Sign up for the Earn Move Report, Earn Move Results and Earnings Season Report today.

Sign up here. $100 per month, no trial, quarterly subscription, get all three reports daily.

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Earnings moves expected vs historical. What are the best predictors?

  1. Historical average earnings moves from the last 12 quarters.
  2. Historical projected earnings moves from the options straddle prices.
  3. Expected move this earnings based on options prices.

Using a proprietary method learned from trading earnings stocks since the mid 90s, ORATS extricates that part of the options premium associated with only the day affected by the earnings announcement. It would be easy if there were only ever one day left to expiration, but that is not the real world. Often there are many days to expiration and the trick is to predict what the distribution of earnings moves is, what the implied volatility will fall to, and what the premium is currently in the market. Armed with that knowledge, the market's predicted move for the stock can be uncovered.

 

 

Sample Reports: Subscribe and Get All 3 

ORATS Earnings Report for Upcoming Earnings

The daily Earnings Move report shows all the upcoming firms to announce earnings, the straddle price estimate for the stock price move after earnings in dollars, the past earnings moves, and implied and historical volatility calculations.

Earnings Results

The ORATS Earnings Move Results shows the actual moves vs expectations but also where the implied volatility has fallen to vs expectation, forecasts and historical volatility.



Earnings Season Report

Earnings season starts a couple of weeks after quarter-end, at either mid-January, April, July or October, and runs for about 6 weeks. Each week during earnings season, ORATS publishes earnings statistics. ORATS also tracks earnings seasons weekly average results for a rolling three year period to establish comparable results for each week of earnings.



Sign up here. $100 per month, no trial, quarterly subscription, get all three reports emailed daily.

Earnings Moves and Post Earnings Plays! 

Stock price moves around earnings annoucements are tricky to predict. The options markets holds information important about the exptected move of a stock. ORATS has sophisticated methods to show what the market is expecting for the earn moves, for the current cycle and an average of past earnings expectations so you can compare.

 

The implied volatility in the pre-earnings prices is sliced into the expected earnings move and the expecected levels after earnings. Construct your earning strading strategy using these important valuations.

 

Let ORATS show you what the market is expecting and how to use this information to make inferences on the valuation of the options, pre and post earnings.

 

Sign up here. $100 per month, no trial, quarterly subscription.

from the blog

Meeting
Jul
23

Expected Move in Stocks at Earnings

ORATS calculates the expected earnings move in stocks based on options prices. We calculate the move by adding the at-the-money call and put (the straddle) and subtract the expected value of the straddle after earnings announcement.

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Man checking stock on phone
Feb
20

The Best Predictors of Earnings Moves

We observe the five factors and the options straddle price prior to earnings announcement and see if any were predictive. Four factors are related to stock moves after earnings announcement and one is the historical average options straddle price before earnings.

Read Post