Market Tremors: Decoding Options Volatility and Implied Earnings Moves for September 22-26, 2025

Traders brace for impact as volatility signals flash red ahead of earnings season.

The Implied Move Calculation

Options markets price in expected stock swings before earnings announcements—creating a volatility roadmap for the week ahead.

Volatility Arbitrage Opportunities

Sharp traders exploit discrepancies between implied and realized volatility, capitalizing on market overreactions and underpricings.

Earnings Catalyst Strategy

September's lineup tests whether companies can justify current valuations—or trigger the usual post-earnings amnesia that plagues Wall Street.

Because nothing says 'efficient markets' like pricing 30% moves for companies reporting 5% revenue growth.

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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 22, 2025

FLY: +/- 17.15%

Tuesday, September 23, 2025

AIR: +/- 10.89%
AZO: +/- 6.22%
MLKN: +/- 13.18%
MU: +/- 10.32%
WOR: +/- 9.63%

Wednesday, September 24, 2025

CTAS: +/- 5.54%
FUL: +/- 8.01%
KBH: +/- 9.02%
SCS: +/- 8.71%
THO: +/- 11.00%
UEC: +/- 10.93%
SFIX: +/- 17.11%
WS: +/- 13.26%

Thursday, September 25, 2025

ACN: +/- 8.08%
KMX: +/- 12.87%
COST: +/- 4.04%
JBL: +/- 11.68%
LPTH: +/- 25.00%
BB: +/- 12.83%
SNX: +/- 7.93%
CNXC: +/- 15.27%

Friday, September 26, 2025

KNOP: +/- 34.99%

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