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Updated: 01-May-26 10:46 ET
Weekly Options Volatility Analysis Ahead of Earnings -- CYTK & CWAN seeing high relative volatility
Since the options market acts as a good gauge of expected future stock movement, this Special Report highlights select stocks of interest that are expected to show increased volatility around their earnings releases. While it is not a big surprise that stocks are expected to experience greater volatility around their earnings releases, this report is intended to give an idea of how the expected volatility in these names rank in comparison to their historical volatility (actual observed movement in the past), and point out some stocks that could see increased volatility.

The table below uses options market implied volatility to determine the current expectations for a potential one-day move in the stock (based on a one standard deviation move). We'd note that a stock can be expected to remain within a one standard deviation range about 2/3 (67%) of the time, and to remain within a two standard deviation range roughly 95% of the time. The historical volatility helps give an idea of how the stock has acted over the past 30 days and we provide a column showing the 1-day (1 std dev) move based on historical volatility. The percentage difference in implied volatility vs. historical volatility gives an idea of current volatility expectations compared to past (actual) stock movement. The stocks in the table below are sorted by largest anticipated one-day event percentage move to smallest expected move, then by the percentage difference between the implied and historical volatility.

Looking at next week's earnings calendar, names that jump out that have high implied volatility vs historical volatility include CYTK & CWAN. This implies elevated expectations for near-term stock movement in these names.

The table below summarizes options market expectations for volatility in select stocks reporting earnings next week. 

  Stock Price Implied volatility **Historical volatility % Difference between implied and historical vol 1-day move based event volatility* 1-day event volatility* Time
Mon AMRC $29.94 104% 54% 91% $5.77 19% After Close
CCOI $23.69 107% 60% 80% $4.17 18% Before Open
ADTN $17.95 93% 49% 92% $2.98 17% After Close
FN $700.02 101% 85% 20% $121.00 17% After Close
  INSP $57.46 99% 51% 97% $9.18 16% After Close
  DUOL $110.71 96% 50% 91% $16.25 15% After Close
  POWL $278.78 98% 67% 46% $42.48 15% After Close
  WGS $63.13 102% 71% 44% $9.51 15% Before Open
  FLY $32.71 115% 109% 5% $4.60 14% After Close
  PINS $19.87 72% 37% 96% $2.30 12% After Close
  AEIS $385.98 79% 61% 31% $48.03 12% After Close
  SONO $14.94 61% 30% 102% $1.65 11% After Close
  VOYG $25.93 99% 83% 19% $2.91 11% After Close
  ON $101.89 71% 62% 14% $10.80 11% After Close
  JBTM $116.50 55% 40% 40% $11.75 10% After Close
  NMFC $8.57 47% 26% 84% $0.81 9% After Close
  KRYS $262.86 55% 32% 70% $22.50 9% Before Open
  OSIS $282.57 54% 40% 34% $25.43 9% After Close
  PSKY $11.03 57% 46% 25% $1.05 9% After Close
  EVER $14.19 70% 58% 21% $1.32 9% After Close
  MATX $174.00 46% 27% 72% $13.56 8% After Close
  ALSN $133.87 41% 34% 21% $10.39 8% After Close
  NCLH $18.44 64% 58% 10% $1.44 8% Before Open
  AESI $17.05 66% 63% 6% $1.40 8% After Close
  PLTR $141.91 60% 58% 2% $11.78 8% After Close
  IIPR $54.41 48% 38% 27% $3.64 7% After Close
  BCC $79.30 46% 38% 21% $5.75 7% After Close
  VAL $99.31 57% 48% 19% $7.41 7% After Close
  BWXT $215.51 55% 61% -10% $15.76 7% After Close
  VRTX $424.39 37% 24% 55% $25.73 6% After Close
  RBA $104.85 34% 24% 44% $6.21 6% After Close
  TSN $64.26 33% 23% 43% $3.87 6% Before Open
  VNO $29.98 44% 32% 35% $1.93 6% After Close
  VNOM $48.54 35% 28% 27% $2.47 5% After Close
  FANG $200.68 38% 30% 26% $10.01 5% After Close
  GBDC $13.82 30% 25% 17% $0.63 5% After Close
  CRGY $13.05 49% 49% -2% $0.67 5% After Close
  VVX $67.39 51% 32% 58% $2.99 4% After Close
  WMB $74.96 27% 21% 29% $2.87 4% After Close
  EQH $42.83 39% 41% -6% $1.67 4% After Close
  CRBG $27.86 38% 41% -7% $0.99 4% After Close
  PNW $104.65 22% 18% 20% $3.57 3% Before Open
  HESM $38.30 24% 22% 9% $1.11 3% Before Open
  NHI $77.37 23% 31% -26% $2.33 3% After Close
  CNA $48.58 27% 17% 63% $0.93 2% Before Open
                 
Tues CYTK $63.55 165% 38% 328% $20.71 33% After Close
WOLF $31.57 141% 122% 16% $10.13 32% After Close
RPD $6.11 91% 73% 26% $1.36 22% After Close
BMBL $4.15 108% 49% 119% $0.82 20% After Close
  ATEC $10.32 92% 66% 40% $1.72 17% After Close
  KVYO $20.96 92% 62% 50% $3.25 16% After Close
  VCYT $33.03 92% 51% 80% $5.23 16% After Close
  MNTN $9.70 98% 46% 111% $1.55 16% After Close
  BRBR $17.74 89% 43% 106% $2.82 16% Before Open
  NVTS $16.85 130% 126% 3% $2.53 15% After Close
  VECO $49.81 95% 60% 59% $7.70 15% After Close
  TMDX $100.81 83% 53% 56% $14.78 15% After Close
  EMBC $9.16 60% 37% 64% $1.34 15% After Close
  LEU $203.22 101% 88% 14% $28.77 14% After Close
  DOCN $99.25 101% 84% 20% $13.49 14% Before Open
  LUMN $8.88 89% 57% 55% $1.20 14% After Close
  HNGE $44.96 84% 56% 50% $6.30 14% After Close
  MRCY $78.21 77% 47% 63% $10.82 14% After Close
  BNTX $96.86 56% 35% 61% $13.26 14% Before Open
  UPST $32.02 90% 68% 32% $4.32 13% After Close
  ECG $147.57 80% 62% 29% $19.34 13% After Close
  IPGP $119.85 81% 61% 32% $15.86 13% After Close
  GFS $64.16 82% 55% 51% $8.60 13% Before Open
  SDGR $11.95 90% 45% 98% $1.57 13% After Close
  TDC $26.97 72% 37% 92% $3.53 13% After Close
  SGRY $14.53 78% 30% 159% $1.91 13% Before Open
  ALAB $200.07 101% 97% 5% $24.81 12% After Close
  CE $67.49 72% 58% 25% $8.19 12% After Close
  IT $148.38 74% 45% 64% $18.26 12% After Close
  RVLV $25.32 71% 44% 63% $3.08 12% After Close
  SMCI $27.82 88% 140% -37% $3.08 11% After Close
  CIFR $18.17 107% 93% 15% $2.09 11% Before Open
  VSEC $169.01 76% 84% -11% $18.89 11% After Close
  SHOP $125.65 72% 53% 36% $13.41 11% Before Open
  BL $32.40 77% 50% 52% $3.59 11% After Close
  AHCO $13.22 66% 45% 46% $1.46 11% Before Open
  WK $53.56 68% 41% 64% $5.67 11% After Close
  FRSH $8.42 71% 41% 74% $0.93 11% After Close
  HURN $131.23 62% 37% 66% $14.29 11% After Close
  COTY $2.55 70% 34% 107% $0.29 11% After Close
  LITE $954.22 102% 100% 2% $98.33 10% After Close
  TEM $54.66 82% 78% 4% $5.54 10% After Close
  LCID $6.35 109% 77% 40% $0.63 10% After Close
  ADPT $14.26 97% 75% 30% $1.38 10% After Close
  ONTO $295.01 78% 68% 15% $29.80 10% After Close
  PRIM $180.27 61% 56% 10% $17.57 10% After Close
  RGEN $116.49 63% 53% 21% $11.99 10% After Close
  SWKS $68.13 60% 44% 38% $6.56 10% After Close
  RVTY $85.93 59% 41% 42% $9.00 10% After Close
  FLYW $13.80 61% 41% 48% $1.42 10% After Close
  MQ $4.41 63% 37% 69% $0.46 10% After Close
  SHC $15.61 56% 36% 54% $1.54 10% After Close
  MTCH $37.76 50% 29% 71% $3.65 10% After Close
  FISV $62.33 59% 29% 105% $6.02 10% Before Open
  IDXX $566.04 49% 28% 74% $54.27 10% After Close
  DVA $155.21 54% 26% 108% $16.00 10% After Close
  BBAI $3.94 103% 81% 27% $0.36 9% After Close
  DAVE $275.35 73% 76% -4% $26.11 9% After Close
  PARR $63.46 66% 69% -4% $5.59 9% After Close
  QLYS $86.04 62% 61% 2% $8.05 9% After Close
  TALO $15.11 60% 60% -1% $1.31 9% After Close
  ANET $175.69 63% 58% 9% $15.60 9% After Close
  PCOR $57.60 62% 55% 14% $5.32 9% Before Open
  CC $26.92 72% 55% 32% $2.53 9% After Close
  JOBY $8.96 81% 54% 51% $0.81 9% After Close
  HL $18.47 71% 54% 34% $1.67 9% After Close
  ENR $19.59 55% 42% 31% $1.74 9% After Close
  GPK $9.69 55% 40% 35% $0.90 9% Before Open
  WLK $115.87 59% 38% 56% $10.57 9% After Close
  PBI $15.51 51% 37% 38% $1.36 9% After Close
  ULS $92.20 51% 36% 42% $8.41 9% After Close
  HII $363.55 50% 33% 52% $33.11 9% After Close
  ATKR $76.32 53% 32% 66% $6.87 9% After Close
  SUPN $48.10 57% 31% 86% $4.56 9% After Close
  AMD $353.80 67% 63% 5% $27.15 8% After Close
  CRK $16.97 62% 55% 12% $1.38 8% After Close
  CCJ $120.61 63% 54% 15% $10.18 8% Before Open
  VAC $72.75 57% 51% 11% $5.85 8% After Close
  PAAS $52.89 60% 50% 20% $4.00 8% After Close
  GXO $57.30 47% 40% 16% $4.61 8% After Close
  WAT $307.01 45% 38% 19% $23.84 8% After Close
  IQV $158.80 54% 37% 46% $13.34 8% After Close
  CRC $67.00 45% 35% 28% $5.21 8% After Close
  CPNG $20.37 57% 35% 63% $1.62 8% After Close
  QRVO $91.94 46% 34% 35% $7.66 8% After Close
  EXEL $44.11 48% 33% 44% $3.56 8% After Close
  ECVT $14.25 56% 32% 73% $1.19 8% After Close
  PYPL $50.36 48% 32% 51% $3.79 8% Before Open
  JXN $116.48 45% 32% 43% $9.15 8% After Close
  ROK $406.16 45% 28% 64% $34.14 8% Before Open
  NBIX $130.71 48% 27% 75% $10.48 8% After Close
  QDEL $12.51 95% 129% -26% $0.88 7% After Close
  SHLS $7.92 90% 72% 26% $0.59 7% Before Open
  ALKS $33.67 49% 58% -14% $2.26 7% After Close
  RYTM $81.22 63% 52% 21% $5.48 7% After Close
  PTLO $6.41 69% 49% 42% $0.46 7% Before Open
  APTV $60.97 46% 48% -3% $4.29 7% Before Open
  DHT $18.26 52% 39% 33% $1.37 7% After Close
  TRI $96.61 51% 39% 30% $7.22 7% After Close
  AGCO $121.05 44% 39% 14% $8.39 7% After Close
  CMI $666.09 43% 38% 15% $47.13 7% Before Open
  HOG $24.25 52% 37% 41% $1.75 7% Before Open
  KKR $104.32 49% 37% 32% $7.20 7% Before Open
  WTTR $16.44 51% 35% 46% $1.17 7% After Close
  LCII $118.42 44% 33% 32% $8.57 7% After Close
  IFF $70.31 40% 33% 20% $4.71 7% After Close
  DD $46.17 41% 31% 31% $3.19 7% Before Open
  LDOS $149.27 39% 23% 70% $10.16 7% After Close
  ACT $42.76 37% 18% 101% $3.02 7% After Close
  BLD $444.05 23% 74% -69% $24.89 6% After Close
  RCUS $25.61 78% 63% 24% $1.61 6% After Close
  XPRO $17.87 59% 45% 29% $1.14 6% After Close
  OXY $57.97 42% 40% 6% $3.36 6% After Close
  MPC $241.52 43% 39% 9% $14.54 6% Before Open
  STNG $80.74 46% 38% 22% $4.79 6% Before Open
  ETN $427.96 40% 37% 8% $24.13 6% Before Open
  XRAY $11.74 54% 36% 48% $0.72 6% After Close
  EMR $139.18 38% 35% 10% $8.62 6% After Close
  ADM $74.76 37% 32% 16% $4.31 6% Before Open
  BALL $61.44 34% 29% 17% $3.65 6% Before Open
  JAZZ $203.85 38% 27% 40% $11.32 6% After Close
  TX $43.61 37% 27% 35% $2.51 6% After Close
  VOYA $82.26 36% 25% 45% $4.90 6% After Close
  J $129.60 37% 25% 50% $7.77 6% After Close
  HSIC $74.22 38% 21% 78% $4.74 6% After Close
  MSTR $174.50 70% 66% 7% $8.03 5% After Close
  CHRD $141.07 44% 50% -11% $6.80 5% After Close
  TTAM $16.58 41% 40% 2% $0.80 5% After Close
  LYV $157.50 38% 38% -1% $8.65 5% After Close
  DVN $49.66 39% 34% 17% $2.41 5% After Close
  LTH $26.61 42% 32% 32% $1.36 5% After Close
  ANDE $79.20 42% 31% 36% $4.25 5% After Close
  HTGC $16.06 31% 28% 8% $0.77 5% After Close
  NSA $42.49 31% 28% 11% $2.05 5% After Close
  BUD $76.43 30% 26% 14% $3.93 5% Before Open
  SUN $68.79 28% 26% 9% $3.29 5% Before Open
  PRU $98.50 30% 26% 17% $5.29 5% After Close
  AROC $38.23 39% 26% 51% $1.97 5% After Close
  CTVA $81.26 32% 20% 61% $4.45 5% After Close
  EOG $136.59 33% 30% 10% $6.06 4% After Close
  SOLV $67.21 35% 29% 23% $2.98 4% After Close
  OCSL $12.77 26% 27% -2% $0.50 4% After Close
  TSLX $19.51 30% 26% 12% $0.88 4% After Close
  JKHY $153.55 28% 25% 12% $5.72 4% After Close
  DOC $16.14 26% 24% 8% $0.58 4% After Close
  PEG $81.86 25% 23% 7% $3.35 4% After Close
  WEC $118.90 21% 19% 14% $4.24 4% After Close
  AEP $138.26 24% 18% 36% $5.81 4% Before Open
  AIZ $237.72 25% 16% 56% $10.64 4% After Close
  MFA $10.27 26% 26% 1% $0.35 3% Before Open
  PFE $26.44 24% 21% 15% $0.73 3% Before Open
  DUK $130.38 20% 17% 21% $4.22 3% Before Open
  ET $19.83 19% 15% 25% $0.69 3% Before Open
  MPLX $56.52 19% 15% 22% $1.78 3% Before Open
  EA $202.04 10% 4% 120% $4.25 2% After Close
                 
Wed FLNC $11.76 128% 75% 70% $2.35 20% After Close
FSLY $26.20 128% 133% -4% $5.04 19% After Close
AOSL $43.88 120% 83% 44% $8.02 18% After Close
KD $14.36 96% 49% 95% $2.59 18% Before Open
  BLLN $75.10 103% 83% 25% $12.88 17% After Close
  ACVA $5.20 108% 50% 115% $0.90 17% After Close
  MGNI $13.54 90% 44% 106% $2.25 17% After Close
  SITM $556.78 102% 72% 42% $91.23 16% After Close
  SEZL $81.36 92% 90% 3% $12.28 15% After Close
  AMPL $7.41 91% 64% 42% $1.11 15% After Close
  ROOT $55.32 100% 63% 59% $8.35 15% After Close
  SYM $57.64 99% 60% 65% $8.37 15% After Close
  LZ $6.53 84% 44% 91% $0.96 15% After Close
  YOU $53.88 76% 67% 14% $7.60 14% Before Open
  SNAP $6.13 86% 80% 8% $0.82 13% After Close
  APP $453.05 86% 66% 30% $57.22 13% After Close
  AXON $402.06 83% 66% 26% $50.98 13% After Close
  TROX $10.05 90% 66% 38% $1.35 13% After Close
  ARRY $7.80 97% 64% 51% $1.00 13% After Close
  RELY $22.29 68% 39% 75% $2.88 13% After Close
  ARM $212.49 85% 91% -7% $24.65 12% After Close
  COHR $330.63 97% 84% 16% $41.05 12% After Close
  CHYM $22.52 78% 58% 34% $2.66 12% After Close
  TIC $9.30 79% 55% 44% $1.10 12% Before Open
  HLF $16.92 81% 50% 62% $1.95 12% After Close
  PAYC $127.93 71% 43% 64% $15.80 12% After Close
  CGNX $55.22 69% 40% 73% $6.74 12% After Close
  IONQ $43.96 99% 101% -2% $4.80 11% After Close
  OSCR $18.45 78% 61% 29% $1.98 11% Before Open
  BROS $57.78 68% 53% 28% $6.16 11% After Close
  BRKR $36.09 73% 52% 40% $4.03 11% Before Open
  FRPT $66.96 68% 51% 32% $7.61 11% Before Open
  PODD $175.24 63% 51% 24% $18.93 11% Before Open
  BLBD $64.41 60% 44% 37% $7.18 11% After Close
  CART $42.52 61% 43% 40% $4.50 11% Before Open
  DV $11.24 63% 36% 77% $1.25 11% After Close
  HPK $6.36 94% 85% 10% $0.64 10% After Close
  RUN $12.77 89% 69% 30% $1.29 10% After Close
  FLEX $92.61 64% 60% 7% $9.11 10% Before Open
  MKSI $280.29 72% 56% 28% $28.35 10% After Close
  SN $115.81 59% 52% 13% $11.05 10% Before Open
  KLIC $85.82 67% 51% 32% $8.86 10% After Close
  TECH $54.89 61% 49% 23% $5.25 10% Before Open
  PTRN $13.64 87% 49% 78% $1.42 10% After Close
  DASH $176.09 68% 47% 44% $17.33 10% After Close
  PRGO $11.84 68% 47% 46% $1.13 10% Before Open
  MDGL $515.07 63% 45% 42% $53.12 10% Before Open
  NICE $110.12 59% 44% 35% $10.98 10% Before Open
  CRUS $162.04 59% 41% 44% $16.58 10% After Close
  GPN $72.29 54% 40% 36% $6.90 10% Before Open
  FTNT $85.06 56% 39% 44% $8.40 10% After Close
  SHOO $37.68 60% 38% 58% $3.88 10% Before Open
  WHR $55.73 64% 38% 69% $5.60 10% After Close
  XPEL $48.13 60% 37% 64% $4.66 10% Before Open
  MDLN $44.56 58% 33% 74% $4.53 10% Before Open
  CRTO $19.13 64% 32% 97% $1.83 10% Before Open
  DGII $56.75 56% 32% 75% $5.67 10% After Close
  ECPG $83.22 52% 25% 107% $7.94 10% After Close
  RRX $217.79 59% 56% 5% $19.40 9% After Close
  LPX $72.76 54% 49% 12% $6.60 9% Before Open
  SVV $8.49 63% 47% 33% $0.72 9% After Close
  ZG $45.32 66% 44% 50% $3.86 9% After Close
  GRDN $37.26 55% 43% 26% $3.20 9% After Close
  GEO $18.54 62% 37% 67% $1.73 9% Before Open
  NGVT $76.24 45% 34% 34% $6.86 9% After Close
  CDW $136.02 48% 29% 67% $11.66 9% Before Open
  SRPT $21.34 76% 105% -27% $1.68 8% After Close
  AUGO $83.58 72% 90% -19% $6.44 8% After Close
  ALB $190.40 69% 72% -4% $16.16 8% After Close
  SM $29.51 57% 62% -8% $2.22 8% After Close
  CF $121.08 57% 57% 1% $9.32 8% After Close
  LB $69.09 64% 54% 19% $5.24 8% After Close
  SOLS $82.43 60% 53% 14% $6.23 8% Before Open
  MUR $39.62 53% 50% 7% $3.34 8% After Close
  CXT $44.62 43% 42% 3% $3.64 8% After Close
  CXW $20.43 50% 31% 59% $1.69 8% After Close
  PTC $135.99 44% 29% 49% $10.41 8% After Close
  DLX $31.63 50% 28% 79% $2.42 8% Before Open
  USPH $71.55 50% 19% 166% $6.02 8% After Close
  NRG $155.67 52% 56% -6% $10.89 7% Before Open
  BCRX $9.23 68% 46% 47% $0.65 7% Before Open
  LFUS $412.18 47% 44% 8% $30.82 7% Before Open
  CW $715.28 44% 40% 9% $47.53 7% After Close
  TKR $110.00 43% 38% 14% $7.93 7% Before Open
  EPC $22.74 52% 37% 40% $1.69 7% Before Open
  ACAD $21.85 51% 36% 43% $1.47 7% After Close
  UTZ $7.99 47% 35% 34% $0.57 7% Before Open
  JCI $146.20 41% 34% 23% $10.89 7% Before Open
  KMT $38.33 53% 33% 61% $2.87 7% Before Open
  UBER $75.11 46% 32% 43% $5.13 7% Before Open
  HRB $31.80 49% 32% 53% $2.32 7% After Close
  LIVN $60.36 51% 31% 64% $4.05 7% Before Open
  TRMB $66.98 44% 29% 48% $4.88 7% Before Open
  MIAX $47.24 48% 28% 74% $3.17 7% After Close
  NYT $79.78 40% 27% 47% $5.78 7% Before Open
  VRRM $15.06 46% 27% 71% $1.02 7% After Close
  CLH $312.87 36% 26% 41% $21.33 7% Before Open
  DIS $103.68 37% 23% 61% $6.94 7% Before Open
  CDE $18.23 69% 74% -7% $1.02 6% After Close
  BTG $4.51 56% 62% -10% $0.26 6% After Close
  OC $123.04 45% 42% 8% $7.73 6% Before Open
  AMCR $38.17 41% 41% 1% $2.46 6% Before Open
  UTHR $571.90 42% 41% 3% $36.14 6% Before Open
  LINE $36.68 47% 41% 16% $2.14 6% Before Open
  APO $129.68 45% 36% 25% $8.39 6% Before Open
  NTR $74.32 39% 35% 10% $4.40 6% After Close
  ORA $114.14 41% 35% 19% $7.36 6% After Close
  WHD $54.70 40% 32% 25% $3.07 6% After Close
  TKO $187.36 41% 31% 32% $11.48 6% After Close
  MAC $21.74 36% 28% 29% $1.21 6% After Close
  INMD $14.41 37% 23% 62% $0.86 6% Before Open
  JJSF $87.81 37% 21% 75% $5.12 6% Before Open
  TS $63.40 37% 19% 99% $3.86 6% After Close
  EQX $13.92 63% 68% -7% $0.74 5% After Close
  APA $39.01 52% 55% -6% $2.03 5% After Close
  RGLD $233.40 46% 46% 0% $12.10 5% After Close
  MTDR $60.98 45% 46% -1% $3.18 5% After Close
  CVS $82.92 35% 32% 8% $4.29 5% Before Open
  RGR $43.11 37% 29% 27% $1.96 5% After Close
  MAR $362.73 32% 29% 10% $17.32 5% Before Open
  HST $21.26 32% 24% 33% $1.09 5% After Close
  QSR $80.97 27% 23% 19% $4.04 5% Before Open
  COR $307.89 33% 23% 47% $16.12 5% Before Open
  MET $80.18 29% 23% 30% $3.93 5% After Close
  RYN $21.37 30% 19% 56% $1.16 5% After Close
  SLF $72.61 25% 19% 31% $3.74 5% After Close
  PRI $280.24 27% 18% 48% $13.36 5% After Close
  VCTR $78.38 33% 38% -12% $2.83 4% After Close
  AWR $75.45 25% 29% -15% $3.24 4% After Close
  UGI $35.74 26% 26% -1% $1.50 4% After Close
  KHC $22.81 30% 24% 27% $1.02 4% Before Open
  RDN $35.65 30% 22% 39% $1.38 4% After Close
  EXC $46.94 24% 20% 18% $1.90 4% Before Open
  NI $48.72 22% 19% 13% $1.78 4% Before Open
  WES $41.94 22% 17% 27% $1.59 4% After Close
  FSK $11.32 38% 42% -8% $0.39 3% After Close
  KNTK $48.73 35% 29% 19% $1.69 3% After Close
  BKH $75.92 26% 29% -8% $2.20 3% After Close
  EPR $55.49 22% 29% -23% $1.65 3% After Close
  ES $71.46 23% 25% -10% $2.23 3% After Close
  ATO $191.06 20% 18% 7% $5.66 3% After Close
  O $64.14 18% 15% 18% $1.88 3% After Close
  GNK $24.14 30% 40% -26% $0.42 2% After Close
                 
Thurs VITL $13.65 135% 69% 96% $3.66 27% Before Open
AAOI $170.38 151% 152% -1% $33.38 20% After Close
DNUT $3.84 104% 60% 72% $0.73 19% Before Open
XMTR $51.81 107% 72% 49% $9.83 19% Before Open
  UPWK $10.85 94% 46% 104% $1.93 18% After Close
  FIGS $15.12 94% 57% 65% $2.62 17% After Close
  PTON $5.28 95% 62% 54% $0.87 17% Before Open
  REAL $11.83 102% 76% 33% $1.97 17% After Close
  INOD $42.53 107% 85% 27% $7.32 17% After Close
  BILL $38.01 87% 49% 79% $6.21 16% After Close
  SG $6.98 103% 71% 45% $1.14 16% After Close
  HTZ $5.88 117% 99% 18% $0.97 16% Before Open
  INDI $4.47 126% 73% 73% $0.69 15% After Close
  TTD $24.10 92% 58% 58% $3.59 15% After Close
  U $26.87 95% 67% 42% $4.02 15% Before Open
  TNDM $19.98 91% 65% 40% $3.00 15% After Close
  TXG $22.00 91% 66% 39% $3.22 15% After Close
  GH $87.19 84% 62% 35% $13.34 15% After Close
  VYX $7.18 81% 41% 97% $0.97 14% Before Open
  VERX $12.77 83% 55% 51% $1.74 14% Before Open
  PAR $13.91 100% 71% 41% $1.98 14% After Close
  HUBS $233.00 90% 65% 40% $32.53 14% After Close
  LASR $70.15 112% 89% 25% $10.02 14% After Close
  NABL $5.24 67% 56% 20% $0.74 14% Before Open
  LYFT $14.23 78% 36% 115% $1.85 13% After Close
  AMN $21.03 79% 38% 109% $2.75 13% After Close
  APPN $21.53 80% 51% 58% $2.71 13% Before Open
  FROG $49.27 83% 63% 32% $6.57 13% After Close
  RNG $43.30 79% 62% 26% $5.44 13% After Close
  IREN $46.78 109% 87% 25% $5.89 13% After Close
  SOUN $8.35 101% 82% 23% $1.08 13% After Close
  RCAT $11.28 105% 118% -11% $1.51 13% After Close
  SSYS $8.72 73% 34% 118% $1.01 12% Before Open
  QNST $12.75 71% 34% 110% $1.59 12% After Close
  LFST $7.55 68% 34% 101% $0.88 12% Before Open
  EPAM $113.34 68% 34% 100% $13.18 12% Before Open
  TRIP $11.36 71% 42% 71% $1.41 12% Before Open
  GPRE $17.70 82% 51% 58% $2.09 12% Before Open
  PRMB $20.50 65% 44% 48% $2.45 12% Before Open
  AFRM $65.18 82% 58% 42% $8.09 12% After Close
  DDOG $135.85 77% 55% 42% $16.07 12% Before Open
  MTSI $281.28 76% 56% 36% $32.65 12% Before Open
  INSM $135.61 66% 50% 30% $16.30 12% Before Open
  AAON $95.00 73% 58% 26% $11.27 12% Before Open
  SYNA $92.18 76% 61% 25% $10.65 12% After Close
  CRWV $119.51 102% 85% 20% $14.15 12% After Close
  FOUR $45.49 77% 82% -6% $5.31 12% Before Open
  CARG $37.24 60% 27% 126% $4.15 11% After Close
  TOST $29.10 66% 40% 64% $3.10 11% After Close
  TREX $39.02 63% 39% 62% $4.42 11% Before Open
  PZZA $36.69 61% 38% 59% $4.03 11% Before Open
  XYZ $71.93 65% 41% 59% $7.75 11% After Close
  POWI $71.39 85% 57% 50% $7.68 11% After Close
  WSC $22.71 68% 47% 44% $2.39 11% After Close
  FUN $19.02 81% 57% 43% $2.05 11% Before Open
  DXC $11.65 72% 51% 42% $1.31 11% After Close
  SHAK $101.86 63% 44% 42% $10.83 11% Before Open
  CLNE $2.26 71% 53% 34% $0.25 11% After Close
  WRBY $22.72 90% 70% 28% $2.53 11% Before Open
  ACLS $139.03 76% 61% 26% $15.68 11% After Close
  DIOD $107.40 73% 59% 25% $11.42 11% After Close
  AORT $36.77 56% 46% 22% $4.15 11% After Close
  ALGM $47.85 75% 69% 9% $5.20 11% Before Open
  NET $209.21 73% 73% 1% $22.85 11% After Close
  AKAM $102.98 65% 72% -10% $10.84 11% After Close
  PGNY $18.70 63% 29% 115% $1.87 10% After Close
  GRND $13.51 59% 31% 92% $1.37 10% After Close
  GDRX $2.39 81% 43% 88% $0.24 10% After Close
  PLNT $66.81 55% 31% 78% $6.39 10% Before Open
  PTCT $64.60 68% 40% 67% $6.76 10% After Close
  G $34.57 52% 31% 66% $3.52 10% After Close
  CVSA $114.36 55% 35% 57% $11.53 10% After Close
  CRNX $39.01 68% 43% 57% $3.78 10% After Close
  DBX $24.23 50% 33% 54% $2.48 10% After Close
  ASPN $3.92 108% 73% 49% $0.39 10% Before Open
  EXPE $251.06 63% 43% 48% $24.04 10% After Close
  DKNG $23.04 69% 50% 38% $2.32 10% After Close
  MBUU $25.85 60% 45% 34% $2.51 10% After Close
  PCTY $106.00 61% 47% 29% $10.11 10% After Close
  GENI $4.26 79% 63% 26% $0.43 10% Before Open
  ACMR $52.51 89% 71% 25% $5.15 10% Before Open
  OLN $28.00 63% 56% 14% $2.69 10% After Close
  ZD $46.78 62% 27% 126% $4.29 9% After Close
  CRSR $6.88 79% 39% 102% $0.64 9% After Close
  LNTH $84.65 60% 31% 95% $8.03 9% Before Open
  OTEX $22.88 60% 38% 57% $2.02 9% After Close
  TIGO $84.92 56% 37% 49% $8.00 9% Before Open
  TGLS $43.10 60% 41% 47% $3.74 9% Before Open
  ENOV $23.73 82% 59% 40% $2.17 9% Before Open
  AVPT $9.90 61% 44% 38% $0.89 9% After Close
  GEN $19.06 50% 41% 22% $1.64 9% After Close
  OMDA $14.69 69% 57% 21% $1.29 9% After Close
  KTB $74.64 56% 48% 16% $6.75 9% Before Open
  LOAR $55.69 58% 65% -9% $4.75 9% Before Open
  HRMY $31.39 68% 36% 92% $2.59 8% Before Open
  ZTS $115.10 45% 25% 82% $9.56 8% Before Open
  RXO $19.95 74% 44% 66% $1.65 8% Before Open
  OPEN $5.36 97% 64% 51% $0.46 8% After Close
  CG $50.03 51% 35% 48% $4.05 8% Before Open
  TPR $144.61 51% 36% 39% $11.08 8% Before Open
  FBIN $40.38 58% 44% 30% $3.19 8% After Close
  MCHP $92.58 60% 49% 23% $7.39 8% After Close
  CNR $83.80 55% 53% 4% $6.44 8% Before Open
  RDWR $26.88 53% 53% -1% $2.17 8% Before Open
  SGI $76.11 49% 50% -2% $6.21 8% Before Open
  ESAB $99.38 50% 56% -11% $8.28 8% Before Open
  MP $63.85 73% 84% -13% $5.13 8% After Close
  ASTH $34.37 70% 36% 95% $2.53 7% After Close
  XIFR $10.37 45% 27% 70% $0.76 7% Before Open
  SONY $20.00 40% 25% 58% $1.31 7% After Close
  VTRS $14.95 41% 28% 47% $1.06 7% Before Open
  LNC $38.08 42% 29% 45% $2.48 7% Before Open
  INSW $82.66 56% 40% 38% $6.03 7% Before Open
  ALRM $45.32 47% 34% 37% $3.33 7% After Close
  ABNB $142.35 46% 34% 35% $10.45 7% After Close
  OFRM $15.39 80% 61% 30% $1.14 7% After Close
  MTD $1,277.65 38% 29% 28% $87.17 7% After Close
  RKT $14.76 65% 54% 20% $1.00 7% After Close
  SARO $24.50 46% 39% 20% $1.75 7% After Close
  HWM $239.74 45% 39% 15% $16.55 7% Before Open
  COLD $12.26 46% 40% 15% $0.81 7% Before Open
  LGND $231.99 47% 44% 7% $16.78 7% Before Open
  BSY $33.06 49% 48% 4% $2.34 7% Before Open
  ARW $187.00 43% 42% 2% $12.90 7% Before Open
  ESE $321.71 42% 42% 0% $21.61 7% After Close
  SMR $11.94 104% 107% -2% $0.84 7% After Close
  RKLB $80.04 87% 89% -2% $5.98 7% After Close
  SRRK $46.12 58% 65% -11% $3.09 7% Before Open
  NXST $208.14 45% 54% -15% $14.32 7% Before Open
  MCK $819.03 35% 18% 96% $51.93 6% After Close
  PRVA $24.81 47% 27% 73% $1.56 6% Before Open
  BDX $148.79 35% 20% 73% $9.31 6% Before Open
  MKTX $157.26 41% 24% 70% $9.86 6% Before Open
  AGO $82.29 30% 18% 67% $4.65 6% After Close
  GILD $130.71 35% 21% 66% $7.44 6% After Close
  MSI $438.88 31% 20% 54% $26.09 6% After Close
  GWW $1,159.31 30% 21% 43% $66.06 6% Before Open
  USFD $94.68 33% 24% 36% $5.42 6% Before Open
  WYNN $106.81 41% 31% 32% $5.93 6% After Close
  CARS $11.10 53% 42% 27% $0.64 6% Before Open
  COIN $192.26 72% 68% 5% $12.13 6% After Close
  WPM $126.90 50% 53% -6% $7.58 6% After Close
  NOMD $9.54 38% 18% 113% $0.48 5% Before Open
  ZYME $26.93 67% 35% 94% $1.31 5% After Close
  LAMR $138.86 27% 19% 41% $6.63 5% Before Open
  POST $104.41 33% 24% 36% $5.68 5% After Close
  CPAY $307.21 38% 28% 34% $15.23 5% After Close
  SRE $95.67 28% 21% 32% $4.43 5% Before Open
  TXRH $161.32 33% 27% 22% $8.45 5% After Close
  CAI $18.37 79% 65% 22% $0.89 5% After Close
  ESPR $3.12 65% 63% 3% $0.16 5% Before Open
  KRP $15.17 25% 25% 1% $0.74 5% Before Open
  LNG $264.73 36% 38% -4% $12.54 5% Before Open
  CWEN $40.26 34% 40% -14% $1.88 5% After Close
  CNQ $46.42 35% 42% -15% $2.23 5% Before Open
  LEG $10.94 37% 53% -30% $0.57 5% Before Open
  YELP $28.20 43% 28% 57% $1.06 4% After Close
  ARWR $74.68 71% 54% 32% $3.17 4% After Close
  KVUE $17.58 26% 20% 32% $0.74 4% Before Open
  EVRG $83.86 22% 18% 27% $3.38 4% Before Open
  BCE $23.89 22% 19% 16% $0.91 4% Before Open
  PBA $46.12 21% 19% 10% $1.84 4% After Close
  RSG $209.09 21% 21% 2% $7.41 4% After Close
  CWAN $24.24 15% 5% 188% $0.74 3% After Close
  HHH $62.35 31% 23% 31% $1.77 3% After Close
  MCD $294.02 22% 18% 22% $10.06 3% Before Open
  EVH $3.66 103% 91% 14% $0.12 3% Before Open
  ED $112.05 20% 18% 11% $3.17 3% After Close
  WTRG $38.28 24% 25% -6% $1.25 3% Before Open
  WBD $27.09 19% 9% 101% $0.56 2% Before Open
                 
Fri FLR $52.92 58% 47% 26% $5.38 10% Before Open
AMR $178.26 68% 60% 14% $17.26 10% Before Open
FIS $46.61 49% 37% 34% $4.28 9% Before Open
KOP $41.42 52% 39% 31% $3.76 9% Before Open
  DCH $5.74 67% 58% 17% $0.50 9% Before Open
  ROAD $126.92 61% 66% -8% $10.91 9% Before Open
  ANIP $80.02 51% 30% 68% $6.55 8% Before Open
  CLMT $32.68 57% 49% 16% $2.60 8% Before Open
  OSK $157.23 50% 48% 3% $12.85 8% Before Open
  WEN $6.90 49% 31% 57% $0.46 7% Before Open
  SLVM $43.38 47% 33% 40% $1.69 4% Before Open
  PPL $38.15 23% 18% 26% $1.45 4% Before Open
  PAA $22.08 20% 20% -2% $0.87 4% Before Open
  ENB $55.05 18% 18% 4% $1.58 3% Before Open
  STWD $18.36 18% 19% -7% $0.20 1% Before Open
*The 1-day event volatility is the 1-day, 1-standard deviation move based on the implied 1-day event volatility. Based on current options prices, the underlying stock is expected to remain within a +/- 1 standard deviation range, about 2/3 of the time, and within a +/- 2 standard deviation range about 95% of the time. **Historical volatility is based on 30 day period stock price movement.

 

Data Source: LiveVolPro (www.livevolpro.com)

We'd note these expectations are subject to change in the days leading up to the actual earnings release. Additionally, there may be factors other than earnings driving volatility levels.

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