Desk guide
How to Read a Ticker Page
Each /t/SYMBOL page is a text restatement of the same implied-move box the terminal shows. It exists so a person — or a crawler — can read the figure without loading a WebGL canvas. This note is the order we use when we sit with a name before or after a print.
Start with who the company is, not the percent
The lead line is the listed name, sector when the profile feed has one, and market cap when that field is populated. That context is not decoration. A 4% box on a mega-cap logistics name is a different animal than a 4% box on a thin software listing. We do not invent a sector or a cap if the vendor left those fields empty.
Under that line you get the last dated close-to-close print we stored, and the live nearest-expiry expected move. Those two percents are the whole argument of the page. One is history. One is the listed options market today. Mixing them into a “should move X” sentence is how this page would stop being a desk and start being a tip sheet. We do not write that sentence.
The four stats
Last / underlying is the mark used to scale the straddle. Expected move is call mid plus put mid on the nearest usable ATM strike, divided by that mark. Dollar range is that percent times the mark. The straddle box is mark minus and plus the dollar range.
If any leg is missing — no chain, no mark, a holiday session — the tile prints an em dash instead of a guess. A blank tile is more honest than a rounded number pulled from last week. The earnings date below can still be valid when the box is blank. Read the calendar block anyway.
Prior reports are a sample, not a base rate you should bet
The table lists dated prints we could pair with daily bars. After Close rows use report-day close to next session close. Before Open rows use prior close to report-day close. The average absolute actual at the bottom is the mean of those realized legs when we have them. It is a description of the sample on the page, not a forecast that the next print will match the mean.
A name can print quiet for four quarters and then gap on guidance. A name can print violent for a year and then die inside a rich box when the beat is already in the stock. Compare the live box to that average only as a contrast: is the chain asking for more or less variance than this sample delivered? That contrast is still not a trade.
The briefing block
When a session note exists for the same ticker, the page quotes it and links the full briefing. That paragraph is either a Gemini edit of live calendar facts or a fallback template that only restates those facts. It is not a second implied-move formula. If the briefing and the tiles disagree, trust the tiles and the methodology note — then file the mismatch on the support desk.
Commander Pro may appear as a lock-the-call card on names with a dated event. That card is a product. It is not part of the implied-move math. Ads do not sit next to it.
A working order for the night of a print
One: confirm the report time (BMO vs AMC) so you know which session the recap will score. Two: write down the expected-move percent before the release, not after. Three: after the session we use for scoring has a close, take the absolute percent change and compare it to that stored box. Four: label inside or outside only when both legs exist. Five: read the after-hours note if the first print you saw was extended-hours tape — that percent is allowed to disagree with the next cash session.
If you only remember one sentence: the box is what was priced, the actual is what printed, and the label is a comparison of those two numbers. Nothing on /t/SYMBOL is permission to buy or sell the stock or the options.
Implied-move formula · Vol after the print · Weekly desk · Disclaimer