Options Volatility and Implied Earnings Moves This Week, September 08 – September 11, 2025

Markets brace for seismic shifts as options volatility signals major earnings turbulence ahead.

Implied Moves Breakdown

Volatility spikes aren't just noise—they're pricing in real fundamental risk. Traders are betting big on post-earnings chaos, with premiums reflecting some of the most aggressive positioning we've seen all year.

Earnings Calendar Crunch

This week's lineup reads like a who's-who of market movers. Each report could trigger domino effects across sectors—because nothing says 'efficient markets' like everyone panicking simultaneously over quarterly numbers.

Volatility arbitrage opportunities emerge when fear peaks before fundamentals even hit the tape. Smart money loads up on gamma while retail piles into FOMO plays—classic Wall Street theater.

September's proving why it deserves its treacherous reputation. Buckle up or get out of the way.

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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, September 08, 2025

CASY: +/- 7.79%
MAMA: +/- 12.82%
PL: +/- 20.37%

Tuesday, September 09, 2025

AVAV: +/- 12.13%
CVGW: +/- 16.67%
DBI: +/- 25.37%
FCEL: +/- 14.07%
GME: +/- 10.66%
KFY: +/- 7.43%
MEI: +/- 16.88%
ORCL: +/- 9.70%
SNPS: +/- 6.74%
LE: +/- 19.03%
MOMO: +/- 12.79%
AMRK: +/- 12.50%
CGNT: +/- 17.88%
RBRK: +/- 17.71%

Wednesday, September 10, 2025

DAKT: +/- 11.22%

Thursday, September 11, 2025

ADBE: +/- 9.06%
FARM: +/- 24.75%
KR: +/- 5.55%
RH: +/- 14.91%
KALV: +/- 15.23%
LOVE: +/- 16.61%
SAIL: +/- 14.60%

Please note that options trading has known risks. Thorough research is recommended before engaging in options trading.