Earnings
Every company above $500m reporting in the next fourteen days, with the three things to check before a print: how the stock has reacted to its own prints (next-day move, up rate, biggest pop and drop, the same quarter's average), what the options market is pricing for this one (the at-the-money straddle to the first expiry after the report), and how crowded the short is (short interest, utilisation, cost to borrow, days to cover). The last column is alternative data: a lead is shown only where a backtest found the series runs ahead of the reported figure; everything else is context.Nothing in the window.Nothing in the window.Nothing in the window.Nothing in the window.
Largest implied moves
what the options market is pricing to the first expiry after the printMost shorted going in
short interest as a share of free floatBiggest historical reactions
average absolute next-day move over the company's own printsMeasured alt-data leads
series a backtest found run ahead of the reported figure