Earnings week is when option prices say the most about how large a move the market expects. I wanted to know how often the stock then stayed inside that range, so for two weeks I stored the priced-in move before each report and scored it against what the stock did afterwards.

Result: 29 reports, 19 inside the range, 10 outside. That is 66%. The rest of this post is how the numbers are built, the full table, and why I would not read much into 66%.

The earnings calendar screen of the app these numbers come from (captured Nov 11).

Method

For every confirmed earnings report in the weeks of Nov 2 and Nov 9, 2026 (US time):

Priced-in move (options-implied). Take the at-the-money straddle (call mid plus put mid) on the first option expiry after the report, from the last session close before the announcement, and divide by the stock price. This is the move the options market is pricing, expressed as plus or minus a percentage.

Actual move. Regular-session close to close.…