Danaher Corporation reports on Wed, Oct 21, 2026, before the open, and per SquawkFlow, the delayed Cboe options chain as of 2026-10-14 15:59 ET prices ±10.0% (±$22.50) over 8 sessions to Oct 23, one standard deviation (a risk-neutral price of movement, not a forecast, over a window of mostly ordinary sessions that overstates the report itself). The latest chain reading before the report, with the at-the-money straddle behind it, is at squawkflow.com/earnings/DHR. The first session that trades on the report is Wed, Oct 21, 2026.
DHR PRICED EARNINGS MOVECaptured 2026-10-14 15:59 ET
10.00%Priced move through the Oct 23 expiry, 8 sessions including the report (one standard deviation)
$22.50The same move in dollars, on a $225.05 forward
$17.95ATM straddle, 225 strike, 2026-10-23 expiry (8.0%)
Most of this window is ordinary sessions, so it overstates the report itself. A risk-neutral price of movement read off option prices: what the options market charges for a one standard deviation move, not a forecast of how far the stock will move. Option prices carry a variance risk premium, so this figure reads larger than realized moves on average.
How this figure is read
No two expirations settle at consecutive closes around the report session, so this is read off the first expiration after it (2026-10-23). It includes 7 ordinary sessions besides the report session, so it reads larger than the report alone.
Source: the delayed Cboe options chain. The at-the-money straddle price is the figure many sites call the expected move. It is about 0.8 of one standard deviation.
Cross-check from the at-the-money straddle: 10.00%.
A risk-neutral price of movement read off option prices: what the options market charges for a one standard deviation move, not a forecast of how far the stock will move. Option prices carry a variance risk premium, so this figure reads larger than realized moves on average. Nothing here is advice.
Report date and time: the company's investor relations release, checked Mon, Oct 12, 2026. A report is listed only once the company itself has announced the date and whether it reports before the open or after the close, in its investor relations release or an SEC filing. Each date links to that announcement. Projected dates are left out.
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