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Implied Move

Options & Volatility

The implied move is the expected magnitude of a stock's price change following a binary event (typically earnings), as derived from options pricing. It is calculated by adding the prices of the at-the-money call and put for the nearest expiration after the event.

The options market votes on how far a stock will move at earnings — the implied move is that vote. Whether the stock actually moves more or less than the implied move is the key question every earnings options trader analyzes.