Options Traders Brace for Volatility Surge as Earnings Season Kicks Off (June 9-12, 2025)
Wall Street's casino—sorry, 'options market'—gears up for another week of high-stakes gambling disguised as strategic positioning.
Implied moves suggest traders are pricing in fireworks, with earnings reports set to trigger the usual mix of panic buys and desperate hedges.
Who needs fundamentals when you've got gamma exposure and dealer positioning dictating the action?
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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.
Monday, June 09, 2025
CVGW: +/- 14.27%
CASY: +/- 7.14%
CMTL: +/- 35.24%
MPAA: +/- 18.88%
VFS: +/- 14.62%
Tuesday, June 10, 2025
DBI: +/- 21.73%
GME: +/- 11.05%
SJM: +/- 5.10%
PETS: +/- 29.04%
UNFI: +/- 14.64%
PLAY: +/- 17.02%
SFIX: +/- 19.40%
ASO: +/- 8.88%
CNM: +/- 9.48%
GTLB: +/- 14.29%
Wednesday, June 11, 2025
ORCL: +/- 8.14%
OXM: +/- 9.83%
VRA: +/- 28.04%
CHWY: +/- 10.00%
CGNT: +/- 18.54%
SAIL: +/- 14.16%
Thursday, June 12, 2025
ADBE: +/- 7.83%
RH: +/- 16.30%
TOUR: +/- 159.75%
LOVE: +/- 14.64%
Please note that options trading has known risks. Thorough research is recommended before engaging in options trading.