Diamondback Energy reports on Mon, Nov 2, 2026, after the close, and per SquawkFlow, the delayed Cboe options chain as of 2026-10-14 15:58 ET prices ±11.5% (±$22.66) over 28 sessions to Nov 20, 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/FANG. The first session that trades on the report is Tue, Nov 3, 2026.
FANG PRICED EARNINGS MOVECaptured 2026-10-14 15:58 ET
11.48%Priced move through the Nov 20 expiry, 28 sessions including the report (one standard deviation)
$22.66The same move in dollars, on a $197.44 forward
$18.80ATM straddle, 195 strike, 2026-11-20 expiry (9.5%)
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 (2026-11-20). It includes 27 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: 11.93%.
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 press release, checked Wed, Oct 7, 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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