Interactive tool · Earnings calculator
Earnings options calculator: implied move and breakeven range
Enter the stock price and at-the-money straddle cost to estimate the rough move the options market is pricing around earnings. Add current and post-earnings IV assumptions to see the possible volatility reset.
Interactive earnings tool
Estimate the earnings move range
Use the at-the-money straddle cost to frame the market's rough move expectation, then compare a possible post-earnings IV reset.
This is a simplified planning estimate, not a pricing model or probability forecast. Option prices can reflect skew, rates, time to expiration, liquidity, dividends, and fast post-earnings repricing.
Worked example
If a stock is $100 and the at-the-money call-plus-put straddle costs $8, the simplified implied move is 8%. The estimated breakeven range is roughly $92 to $108 before fees, liquidity, skew, and time decay.
What the output cannot tell you
It cannot say whether the trade is good, whether the move will happen, or whether the option chain is fairly priced. It only makes the assumptions visible.
Primary reading: OIC options pricing overview · OIC long straddle strategy · Investor.gov options overview