# Earnings Priced vs Moved Record

URL: https://squawkflow.com/earnings/record
Retrieved: 2026-10-17 17:16 ET

SquawkFlow's earnings record holds 13 reports as of 2026-10-17 17:16 ET, newest RF on Fri, Oct 16, 2026: for each, the move the option chain priced before the report beside the close to close move in the first session that traded on it.

## Reports, newest first

- RF reported Fri, Oct 16, 2026, before the open. Priced before the report: ±5.57% (one standard deviation, chain read Oct 12, 9:25 AM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: +0.51% close to close, Oct 15 close $27.31 to Oct 16 close $27.45. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/RF
- PNC reported Thu, Oct 15, 2026, before the open. Priced before the report: ±4.35% (one standard deviation, chain read Oct 14, 3:59 PM ET, to the Oct 16 expiration (3 sessions)). Moved in the first session that traded on it: -0.40% close to close, Oct 14 close $215.80 to Oct 15 close $214.94. The priced move covers 3 sessions, the report session and 2 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/PNC
- USB reported Thu, Oct 15, 2026, before the open. Priced before the report: ±4.01% (one standard deviation, chain read Oct 14, 3:59 PM ET, to the Oct 16 expiration (3 sessions)). Moved in the first session that traded on it: +2.01% close to close, Oct 14 close $56.26 to Oct 15 close $57.39. The priced move covers 3 sessions, the report session and 2 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/USB
- BAC reported Wed, Oct 14, 2026, before the open. Priced before the report: ±4.23% (one standard deviation, chain read Oct 13, 3:59 PM ET, to the Oct 16 expiration (4 sessions)). Moved in the first session that traded on it: -4.76% close to close, Oct 13 close $53.96 to Oct 14 close $51.39. The priced move covers 4 sessions, the report session and 3 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/BAC
- BLK reported Wed, Oct 14, 2026, before the open. Priced before the report: ±5.96% (one standard deviation, chain read Oct 13, 3:59 PM ET, to the Oct 16 expiration (4 sessions)). Moved in the first session that traded on it: +0.72% close to close, Oct 13 close $1,066.12 to Oct 14 close $1,073.79. The priced move covers 4 sessions, the report session and 3 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/BLK
- MS reported Wed, Oct 14, 2026, before the open. Priced before the report: ±4.95% (one standard deviation, chain read Oct 13, 3:59 PM ET, to the Oct 16 expiration (4 sessions)). Moved in the first session that traded on it: -2.75% close to close, Oct 13 close $186.64 to Oct 14 close $181.51. The priced move covers 4 sessions, the report session and 3 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/MS
- C reported Tue, Oct 13, 2026, before the open. Priced before the report: ±5.07% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -5.60% close to close, Oct 12 close $131.92 to Oct 13 close $124.53. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/C
- GS reported Tue, Oct 13, 2026, before the open. Priced before the report: ±5.21% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -0.23% close to close, Oct 12 close $893.95 to Oct 13 close $891.91. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/GS
- JNJ reported Tue, Oct 13, 2026, before the open. Priced before the report: ±4.51% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -5.73% close to close, Oct 12 close $263.73 to Oct 13 close $248.61. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/JNJ
- JPM reported Tue, Oct 13, 2026, before the open. Priced before the report: ±3.93% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -0.86% close to close, Oct 12 close $334.30 to Oct 13 close $331.43. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/JPM
- UNH reported Tue, Oct 13, 2026, before the open. Priced before the report: ±8.47% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -0.20% close to close, Oct 12 close $378.52 to Oct 13 close $377.76. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/UNH
- WFC reported Tue, Oct 13, 2026, before the open. Priced before the report: ±5.67% (one standard deviation, chain read Oct 12, 3:59 PM ET, to the Oct 16 expiration (5 sessions)). Moved in the first session that traded on it: -3.10% close to close, Oct 12 close $83.32 to Oct 13 close $80.74. The priced move covers 5 sessions, the report session and 4 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/WFC
- PEP reported Thu, Oct 8, 2026, before the open. Priced before the report: ±4.13% (one standard deviation, chain read Oct 7, 3:59 PM ET, to the Oct 9 expiration (3 sessions)). Moved in the first session that traded on it: +3.73% close to close, Oct 7 close $123.73 to Oct 8 close $128.34. The priced move covers 3 sessions, the report session and 2 ordinary sessions to the expiration it was read from, so it reads larger than the report alone. The move beside it is the report session alone. Page: https://squawkflow.com/earnings/PEP

## How the record is kept

Each row is written once and never edited. The priced move is the last earnings expected-move reading taken before the report, frozen when the report came out. The move is the stock's close to close change in the first session that traded on the report. A report with no reading before it is left out; nothing is filled in afterwards.

The priced move is the one standard deviation move SquawkFlow reads off the option chain before the report, kept with its chain time. It is a risk-neutral price of movement, not a forecast.

The move runs from the official close before the first session that trades on the report to that session's official close, as a simple percent change.

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.

This week's and next week's reports with their priced moves: https://squawkflow.com/earnings

## Citation

Source: SquawkFlow, https://squawkflow.com/earnings/record
Retrieved: 2026-10-17 17:16 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

SquawkFlow publishes market-structure data and education. Nothing here is
investment advice, a price target or a recommendation, and we have no order
execution.