Earnings / Move calculator
Earnings Move Calculator
Type any US ticker. See how far it actually moved after each of its last 8–12 earnings reports: the one-session move, the average and median size, the biggest up and down days, and whether it reports before the open or after the close.
Right reaction window
After-close reports: report-day close → next close. Before-open: prior close → that day's close. Timing comes from the SEC filing timestamp.
Realized, not implied
This is what the stock did, not what options price in for the next report. Compare it with the straddle in your broker.
Share a ticker
Every ticker has its own link, like /earnings/calculator/NVDA.
Historical data, not advice. These are past, realized one-session moves after earnings, not the options-implied (“expected”) move and not a prediction. Past moves don't tell you what happens next. Nothing here is a recommendation to buy, sell or trade anything. See the disclaimer.
How this is calculated
- Which reports: the company's quarterly results release, i.e. the last Form 8-K with Item 2.02 filed shortly before each 10-Q/10-K (plus the newest one if its 10-Q isn't out yet). Other Item 2.02 8-Ks (preliminary results, updates) are ignored.
- Timing is the SEC's acceptance timestamp of that 8-K (ET). Before 9:30 AM: move = that day's close vs. the prior close. At or after 4:00 PM: move = next session's close vs. the report day's close. Weekend/holiday filings count as before the next open.
- Timing unclear: if the 8-K was accepted during market hours (some companies publish the press release before the open and file the 8-K later), we measure prior close → that day's close, which contains the release either way, and label it with an asterisk.
- Prices are the last regular-session trade on the IEX exchange each day (and the first one, for the gap), not the consolidated official close, so figures can differ from the official close by a few cents, and thinly traded names are flagged. Each move spans one session, so splits only matter when a split takes effect on the reaction day; those moves are detected from the price ratio and left out. Not adjusted for dividends.
- Up to the last 12 reports since mid-2023. US-listed companies that file 10-Qs only: foreign issuers that report on Form 6-K (most ADRs) and ETFs aren't supported. Prices through the latest archive update.
Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use. Prices are IEX-only trades, not the official consolidated close. Report dates and timing: SEC EDGAR (Form 8-K, Item 2.02).