Options Volatility and Implied Earnings Moves This Week, June 02 – June 06, 2025

 Note that options volatility tends to be high in the days leading up to an earnings announcement, due to uncertainty around the earnings. Investors don’t know whether the earnings will be positive or negative, so the price of options (aka the option premium) rises.

Furthermore, after the earnings announcement, because the uncertainty has been resolved, the price of options (the option premium) decreases substantially. This is known as the volatility crush.

Here are the major companies reporting this week and their expected earnings moves. Click on any ticker to see additional data about options on the stock, including real-time expected earnings moves, prices, volume, and open interest.

Monday, June 02, 2025

CPB: +/- 5.49%
CRDO: +/- 19.85%

Tuesday, June 03, 2025

DG: +/- 9.29%
SIG: +/- 12.69%
HQY: +/- 9.94%
OLLI: +/- 11.26%
HPE: +/- 9.32%
YEXT: +/- 16.10%
NIO: +/- 9.89%
CRWD: +/- 7.67%
ASAN: +/- 15.63%

Wednesday, June 04, 2025

DLTR: +/- 9.97%
PVH: +/- 11.09%
THO: +/- 11.11%
FIVE: +/- 12.40%
MDB: +/- 14.87%
CHPT: +/- 34.53%
BARK: +/- 23.26%
PL: +/- 18.75%

Thursday, June 05, 2025

AVGO: +/- 7.80%
CIEN: +/- 11.87%
CBRL: +/- 11.84%
LULU: +/- 9.82%
MOMO: +/- 12.19%
DOCU: +/- 10.39%
WOOF: +/- 23.43%
BRZE: +/- 16.22%
IOT: +/- 14.25%
RBRK: +/- 20.40%

Friday, June 06, 2025

FCEL: +/- 12.33%