---
title: "Discussion on \"How we compute an options implied earnings move (ATM straddle divided by price) and score it against the actual close\" | Hashnode"
description: "Discussion on \"How we compute an options implied earnings move (ATM straddle divided by price) and score it against the actual close\". \"Implied move\" numbers get quoted everywhere, usually without a definition. This post writes down how we compute ours, how we score it afterwards, and where the comparison is weaker than it looks. Eve"
url: "https://hashnode.com/posts/how-we-compute-an-options-implied-earnings-move-atm-straddle-divided-by-price-and-score-it-against-the-actual-close/6ae9569d0aa7980ccbb202f4"
---

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# [How we compute an options implied earnings move (ATM straddle divided by price) and score it against the actual close](https://signumhq.hashnode.dev/how-we-compute-an-options-implied-earnings-move-atm-straddle-divided-by-price-and-score-it-against-the-actual-close?utm_source=hashnode&utm_medium=feed)

"Implied move" numbers get quoted everywhere, usually without a definition. This post writes down how we compute ours, how we score it afterwards, and where the comparison is weaker than it looks. Eve

Nov 3 · 5 min read · signumhq.hashnode.dev  
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Solo dev building a US-stock options flow, dark pool and earnings calendar app. Sharing what I learn building its data and AI pipelines.

Solo developer building SIGNUM HQ, a US-stock app for options flow, dark pool prints and an earnings calendar on iOS and Android. I write about the data and AI pipelines behind it: what broke, how we found out, and how we fixed it. PRO free for 1 month 🎟 iPhone code SIGNUMPRO · Android code SIGNUMFREE (in-app Settings → Coupon)

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