Implied-Move (Event) Calendar
The straddle-implied move for every upcoming expiration, and the term-structure kinks that mark events.
What the straddle says the next move will be
The ATM straddle is the market’s priced bet on how far the underlying travels by expiration — the implied move. Read it across expiries and the term structure reveals where the market has packed extra premium for a known event: an earnings report, an FOMC decision, a CPI print.
This is the forward-looking companion to Event Volatility Isolation. Implied moves and the term-structure kink are computed live from the option chain; the named event calendar and the historical “does it over- or under-price its events” track are flagged where their feeds are not yet wired.
Implied-Move Term Structure
Expiry Detail
ATM straddle-implied move per listed expiration| Expiry | DTE | ATM Straddle | Implied Move | Annualized Vol | Event Kink |
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How to read this
- Implied move = (ATM call + ATM put) ÷ spot. If a name is priced for a ±7% move and you expect less, its options are rich into the event.
- Event kink — an expiry whose annualized straddle vol jumps above its neighbors is pricing a discrete event inside that window; the flag marks the excess over the smooth term structure.
- Annualized vol lets you compare across expiries on equal footing — a flat line is an event-free term structure.
Learn
New to skew, or want more from this tool? Start here.
The big-picture map of which scheduled events the options market expects to move stocks.
Read →FoundationsHow an at-the-money straddle encodes the market’s expected move into a single number.
Read →FoundationsA walkthrough of every column, badge, and figure on the calendar.
Read →AdvancedThe math and assumptions behind turning option prices into an expected move.
Read →IntermediateA worked earnings example showing how one event reprices a stock’s implied move.
Read →AdvancedHow index-level events like FOMC and CPI show up as implied moves.
Read →AdvancedStrategies and trade structures for acting on what the implied move tells you.
Read →FoundationsQuick answers and definitions for the terms used across the calendar.
Read →AdvancedHow alerts flag events whose implied move is running rich versus history.
Read →FoundationsA regular read of the most notable implied moves on the current calendar.
Read →