Implied move

AEO implied move

American Eagle Outfitters Inc · Retail · $2.89B market cap

Last / underlying

$17.11

Expected move

±13.04%

Dollar range

$2.23

Straddle box

$14.88 – $19.34

Range uses the nearest listed expiry (Sep 11, 2026) ATM call + put mid. That is event-vol when earnings sit inside that expiry; it is not a guarantee the print stays inside the box.

Latest earnings window

Sep 9, 2026 After Close

EPS est. $0.22 · Rev est. $1.38B

After the print, compare the cash session move to the expected-move percent above. Inside the box means realized vol printed quieter than the straddle; outside means the tape outran implied.

Prior reports

Sep 2, 2026After Close · Actual +2.10%
May 28, 2026After Close · Actual -11.83%
Mar 4, 2026After Close · Actual -13.90%
Dec 2, 2025After Close · Actual +15.07%
Sep 3, 2025After Close · Actual +37.96%
May 29, 2025After Close · Actual -1.97%
Mar 12, 2025After Close · Actual -4.10%
Dec 4, 2024After Close · Actual -14.26%

Avg |actual| ±12.65% · 8 prints

Actuals are close-to-close session moves from daily bars (After Close = report day → next session; Before Open = prior close → report day). Implied-versus-actual still needs a stored recap snapshot.

How to read this page

Expected move is the nearest-expiry ATM call mid plus put mid, divided by last. After the print, compare the cash-session percent change to that box: inside means realized variance printed quieter than the straddle; outside means the tape outran implied. That is a description, not a trade.

Full formula and vendor notes: how the implied move works · methodology · disclaimer.

This week’s earnings calendar · Session briefing · Explainers