Options Volatility and Implied Earnings Moves This Week, October 14 – October 17, 2025
This week, major companies are set to announce earnings, with TipRanks calculating expected stock moves based on options volatility. The at-the-money straddle indicates heightened uncertainty leading to earnings, causing option premiums to rise. Post-announcement, a volatility crush typically occurs, reducing option prices. Key companies reporting include BLK, JPM, and AXP, with expected moves ranging from +/- 3.38% to +/- 12.33%. Investors are advised to conduct thorough research before engaging in options trading.
Ahead of this week’s major earnings announcements, TipRanks has calculated the expected moves of these companies’ stocks. We use the at-the-money straddle of the options whose post-earnings expiration dates are closest to the earnings announcement date.
Note that options volatility tends to be high in the days leading up to an earnings announcement, due to uncertainty around the earnings. Investors don’t know whether the earnings will be positive or negative, so the price of options (aka the option premium) rises.
Furthermore, after the earnings announcement, because the uncertainty has been resolved, the price of options (the option premium) decreases substantially. This is known as the volatility crush.
Here are the major companies reporting this week and their expected earnings moves. Click on any ticker to see additional data about options on the stock, including real-time expected earnings moves, prices, volume, and open interest.
Tuesday, October 14, 2025
BLK: +/- 4.14%
C: +/- 5.54%
DPZ: +/- 6.94%
JPM: +/- 5.07%
JNJ: +/- 3.38%
ERIC: +/- 8.37%
WFC: +/- 5.15%
GS: +/- 5.57%
Wednesday, October 15, 2025
ABT: +/- 4.71%
ASML: +/- 10.09%
BAC: +/- 5.08%
PNC: +/- 3.96%
PGR: +/- 4.41%
PLD: +/- 4.32%
UAL: +/- 8.58%
SYF: +/- 7.07%
Thursday, October 16, 2025
BK: +/- 4.76%
CSX: +/- 4.23%
INFY: +/- 6.03%
IBKR: +/- 6.45%
KEY: +/- 9.36%
SCHW: +/- 5.72%
USB: +/- 4.46%
Friday, October 17, 2025
AXP: +/- 5.34%
TFC: +/- 4.56%
HBAN: +/- 4.49%
RF: +/- 12.33%
SLB: +/- 7.35%
Please note that options trading has known risks. Thorough research is recommended before engaging in options trading.
