According to data from Benzinga Pro, implied moves, derived from at-the-money options straddle pricing expiring shortly after each company’s earnings report, are running at double-digit levels across the board for large-cap stocks.
The list below is filtered to companies with a market capitalization of at least $2 billion.
All implied move data sourced from Benzinga Pro Earnings analytics. Implied moves represent the expected magnitude of price movement, not direction, following earnings, based on at-the-money straddle pricing near the earnings expiration date.
Stocks to Watch: The Most Widely Followed Names
Micron Technology (NASDAQ:MU), Implied Move: 9.28% | ATM Strike: $425.00 | Dollar Implied Move: ~$39.42
Micron is the marquee name of the week, reporting after the close on Wednesday.
With an ATM strike of $425 and a 9.28% implied move, options are pricing in a dollar swing of nearly $39.42 in either direction, the largest absolute dollar moves on the calendar.
Consensus estimates call for EPS of $8.77 on revenue of $19.26 billion. The stock has surged 240% over the past year and added another 50% year-to-date, fueled by AI-driven demand for high-bandwidth memory chips.
Investors will be watching for updates on HBM supply agreements, data center capex commitments from hyperscale cloud customers, and any commentary on the competitive dynamic versus Samsung and SK Hynix.
Oklo Inc. (NYSE:OKLO), 10.09% Implied Move | ATM Strike: $58.00 | Dollar Implied Move: ~$5.89
Oklo is one of the most closely followed names in the AI power infrastructure ...
