EMon Homepage | Daily Volatility Outliers | View Outlier PnL

Earnings Leaderboard

You can find a write-up of earnings leaderboard here
Query Tool:
date

where
order by
limit

ticker curr_price next_earnings dte avg_pre_earnings avg_post_earnings volatility_ratio minimum_volatility maximum_volatility average_volatility current_volatility against_prev_volatility strike_pre_earnings strike_post_earnings avg_volume industry sector
HUMA 6.19 2024-08-12 27 0.710 0.009 0.455 0.131 0.382 0.253 0.368 0.113 2024-07-19 2024-09-20 2115949.3 Biotechnology Healthcare
EBS 6.01 2024-08-06 21 0.568 -0.139 0.909 0.171 0.690 0.324 0.322 -0.316 2024-07-19 2024-09-20 4533160.3 Drug Manufacturers—Specialty & Generic Healthcare
SANA 6.00 2024-08-01 16 0.540 -0.035 0.818 0.132 0.429 0.251 0.205 -0.125 2024-07-19 2024-10-18 1634307.6 Biotechnology Healthcare
GORO 0.42 2024-07-24 8 0.474 0.006 0.727 0.147 0.448 0.267 0.253 -0.005 2024-07-19 2024-09-20 854634.7 Gold Basic Materials
GBIO 2.92 2024-07-31 15 0.466 0.160 1.000 0.156 0.843 0.332 0.302 -0.041 2024-07-19 2024-10-18 189523.2 Biotechnology Healthcare
PLL 10.67 2024-08-05 20 0.434 -0.084 0.545 0.095 0.278 0.184 0.102 -0.125 2024-07-19 2024-08-16 659597.8 Other Industrial Metals & Mining Basic Materials
OSCR 18.80 2024-08-06 21 0.410 0.045 0.636 0.115 0.264 0.175 0.143 0.008 2024-07-19 2024-08-16 3094488.5 Healthcare Plans Healthcare
APLD 5.46 2024-08-01 16 0.383 -0.029 0.909 0.239 0.447 0.290 0.303 0.051 2024-07-26 2024-08-02 3993713.8 Capital Markets Financial Services
SNCR 8.28 2024-08-06 21 0.359 -0.110 0.727 0.060 0.460 0.256 0.135 -0.234 2024-07-19 2024-09-20 43697.4 Software—Infrastructure Technology
GOEV 1.98 2024-08-12 27 0.352 0.049 0.818 0.200 0.737 0.361 0.300 0.022 2024-07-19 2024-08-16 8180027.5 Auto Manufacturers Consumer Cyclical
EVER 18.55 2024-08-05 20 0.325 -0.002 0.818 0.124 0.354 0.191 0.124 -0.095 2024-07-19 2024-09-20 460437.3 Internet Content & Information Communication Services
APEI 15.98 2024-08-06 21 0.287 -0.001 0.727 0.088 0.401 0.205 0.088 -0.117 2024-07-19 2024-09-20 144763.5 Education & Training Services Consumer Defensive
LUMN 1.08 2024-07-30 14 0.283 0.015 1.000 0.117 0.526 0.226 0.117 -0.044 2024-07-26 2024-08-02 9602353.3 Telecom Services Communication Services
TASK 12.75 2024-08-07 22 0.277 0.022 0.545 0.100 0.211 0.144 0.135 0.036 2024-07-19 2024-10-18 216294.6 Information Technology Services Technology
TTMI 18.48 2024-07-31 15 0.270 0.012 0.818 0.052 0.182 0.094 0.067 -0.066 2024-07-19 2024-09-20 605105.5 Electronic Components Technology
DMAC 2.39 2024-08-12 27 0.269 -0.040 0.636 0.123 0.259 0.189 0.156 -0.103 2024-07-19 2024-10-18 37872.4 Biotechnology Healthcare
HIMS 24.15 2024-08-05 20 0.268 0.026 0.818 0.073 0.318 0.155 0.226 0.056 2024-08-02 2024-08-16 8977656.6 Household & Personal Products Consumer Defensive
SSP 2.02 2024-08-02 17 0.260 -0.102 0.727 0.155 0.418 0.260 0.179 -0.152 2024-07-19 2024-09-20 1254246.9 Broadcasting Communication Services
EXK 3.65 2024-08-06 21 0.258 0.001 0.818 0.103 0.253 0.175 0.192 -0.061 2024-07-19 2024-08-16 6458865.4 Other Precious Metals & Mining Basic Materials
VNRX 0.69 2024-08-12 27 0.257 0.027 0.636 0.138 0.531 0.310 0.238 -0.243 2024-07-19 2024-10-18 193734.8 Diagnostics & Research Healthcare
CELH 58.42 2024-08-06 21 0.256 0.038 0.727 0.073 0.251 0.153 0.197 0.087 2024-08-02 2024-08-16 4606520.5 Beverages—Non-Alcoholic Consumer Defensive
NTRA 110.42 2024-08-01 16 0.244 0.076 0.727 0.071 0.211 0.130 0.078 -0.043 2024-07-19 2024-08-16 1207736.3 Diagnostics & Research Healthcare
AMAT 242.86 2024-08-15 30 0.243 -0.010 0.818 0.061 0.121 0.093 0.077 -0.011 2024-08-02 2024-08-16 4713406.7 Semiconductor Equipment & Materials Technology
PASG 1.01 2024-08-05 20 0.231 0.001 0.636 0.095 0.346 0.217 0.181 -0.059 2024-06-21 2024-09-20 237810.6 Biotechnology Healthcare
DAVE 37.83 2024-08-06 21 0.229 0.009 0.909 0.173 0.606 0.265 0.269 -0.001 2024-07-19 2024-08-16 153018.5 Software—Application Technology
CVNA 108.94 2024-07-17 1 0.228 0.151 0.727 0.136 0.520 0.265 0.146 -0.181 2024-07-12 2024-07-19 4361675.6 Auto & Truck Dealerships Consumer Cyclical
PSNL 1.28 2024-08-06 21 0.218 -0.033 0.727 0.133 0.476 0.271 0.236 0.022 2024-07-19 2024-10-18 240284.6 Diagnostics & Research Healthcare
RNA 39.60 2024-08-06 21 0.218 -0.059 0.818 0.083 0.326 0.211 0.326 0.144 2024-07-19 2024-09-20 1275003.0 Biotechnology Healthcare
MCBC 13.73 2024-07-25 9 0.215 0.005 1.000 0.034 0.336 0.086 0.039 0.005 2024-07-19 2024-09-20 158799.0 Banks—Regional Financial Services
GH 30.50 2024-08-01 16 0.210 0.068 0.727 0.099 0.225 0.172 0.225 0.023 2024-07-19 2024-10-18 2358071.1 Diagnostics & Research Healthcare
VEV 0.64 2024-08-12 27 0.207 0.000 1.000 0.095 0.387 0.170 0.095 -0.083 2024-07-19 2024-10-18 23523.3 Auto Manufacturers Consumer Cyclical
RIOT 10.91 2024-08-07 22 0.207 -0.010 0.636 0.164 0.310 0.245 0.164 -0.146 2024-08-02 2024-09-20 22473879.8 Capital Markets Financial Services
REI 1.61 2024-08-01 16 0.204 0.003 0.727 0.121 0.179 0.148 0.140 -0.006 2024-07-19 2024-09-20 1616886.3 Oil & Gas E&P Energy
NOTV 1.70 2024-08-08 23 0.201 -0.041 0.909 0.109 0.762 0.340 0.317 -0.444 2024-07-19 2024-10-18 533908.6 Diagnostics & Research Healthcare
HTLF 42.93 2024-07-29 13 0.193 0.033 0.545 0.064 0.151 0.100 0.066 -0.085 2024-07-19 2024-09-20 394487.1 Banks—Regional Financial Services
VCTR 48.03 2024-08-01 16 0.193 -0.026 0.636 0.033 0.109 0.073 0.071 -0.037 2024-07-19 2024-10-18 455316.7 Asset Management Financial Services
ACXP 2.38 2024-08-12 27 0.192 0.000 0.909 0.147 0.645 0.286 0.273 0.118 2024-07-19 2024-10-18 73880.0 Biotechnology Healthcare
ASRT 1.05 2024-08-01 16 0.192 -0.010 0.909 0.095 0.675 0.258 0.175 -0.154 2024-07-19 2024-09-20 803675.6 Drug Manufacturers—Specialty & Generic Healthcare
IZEA 2.12 2024-08-12 27 0.191 0.067 0.727 0.087 0.224 0.140 0.194 -0.031 2024-07-19 2024-08-16 77490.8 Internet Content & Information Communication Services
SLVM 69.88 2024-08-07 22 0.188 -0.002 0.818 0.048 0.242 0.108 0.071 -0.021 2024-07-19 2024-08-16 288154.5 Paper & Paper Products Basic Materials
CLDX 34.91 2024-08-06 21 0.188 -0.033 0.909 0.081 0.303 0.141 0.124 0.005 2024-07-19 2024-08-16 645441.7 Biotechnology Healthcare
AY 21.96 2024-07-30 14 0.183 0.038 0.818 0.048 0.146 0.087 0.068 -0.067 2024-07-19 2024-08-16 1896962.4 Utilities—Renewable Utilities
SMCI 887.41 2024-07-10 -6 0.178 -0.058 0.818 0.143 0.431 0.230 0.182 -0.096 2024-07-05 2024-07-12 6243555.5 Computer Hardware Technology
TMQ 0.46 2024-07-12 -4 0.177 0.030 0.636 0.074 0.339 0.170 0.123 -0.216 2024-06-21 2024-07-19 275161.3 Other Industrial Metals & Mining Basic Materials
SKYH 9.60 2024-08-12 27 0.177 -0.085 0.818 0.097 0.308 0.166 0.223 0.030 2024-07-19 2024-10-18 39734.9 Aerospace & Defense Industrials
AEYE 19.49 2024-08-08 23 0.175 0.082 0.727 0.151 0.350 0.241 0.288 0.018 2024-07-19 2024-09-20 241760.2 Software—Application Technology
CDLX 8.24 2024-07-30 14 0.173 -0.293 0.909 0.191 0.882 0.393 0.200 -0.316 2024-07-19 2024-10-18 1618667.0 Advertising Agencies Communication Services
EVGN 0.65 2024-08-15 30 0.171 0.051 0.909 0.138 0.440 0.239 0.187 0.048 2024-07-19 2024-08-16 77835.5 Biotechnology Healthcare
WGS 27.74 2024-08-06 21 0.170 0.304 0.636 0.144 0.557 0.331 0.247 -0.310 2024-07-19 2024-09-20 464275.0 Health Information Services Healthcare
THC 136.88 2024-07-29 13 0.166 0.000 0.818 0.056 0.151 0.099 0.069 -0.079 2024-07-19 2024-08-16 1193952.8 Medical Care Facilities Healthcare
CBAT 1.50 2024-08-07 22 0.166 -0.024 0.909 0.099 0.390 0.181 0.390 0.235 2024-07-19 2024-10-18 249523.3 Electrical Equipment & Parts Industrials
ITRI 102.93 2024-08-01 16 0.165 0.030 1.000 0.062 0.220 0.100 0.072 -0.053 2024-07-19 2024-08-16 436392.8 Scientific & Technical Instruments Technology
BCRX 6.24 2024-08-01 16 0.164 0.141 0.818 0.092 0.303 0.188 0.149 -0.141 2024-07-19 2024-09-20 3535362.0 Biotechnology Healthcare
SPRB 0.65 2024-08-12 27 0.163 -0.067 1.000 0.109 1.908 0.319 0.135 0.013 2024-07-19 2024-09-20 794744.2 Biotechnology Healthcare
SUPV 6.85 2024-08-15 30 0.161 0.000 0.909 0.114 0.357 0.204 0.235 0.039 2024-07-19 2024-10-18 1559252.3 Banks—Regional Financial Services
PWR 276.58 2024-08-01 16 0.160 0.002 0.818 0.041 0.136 0.079 0.068 -0.017 2024-07-19 2024-08-16 888356.3 Engineering & Construction Industrials
CLFD 39.58 2024-08-01 16 0.155 0.066 0.818 0.087 0.203 0.128 0.096 -0.060 2024-07-19 2024-09-20 169307.7 Communication Equipment Technology
KLAC 848.88 2024-07-25 9 0.155 0.015 0.727 0.075 0.111 0.094 0.084 -0.017 2024-07-19 2024-07-26 803337.9 Semiconductor Equipment & Materials Technology
VRT 89.55 2024-07-31 15 0.153 0.000 0.909 0.079 0.281 0.145 0.171 -0.004 2024-07-26 2024-08-02 9237893.4 Electrical Equipment & Parts Industrials
ARLO 12.90 2024-08-08 23 0.152 -0.026 0.818 0.090 0.246 0.151 0.137 -0.109 2024-07-19 2024-10-18 975297.5 Building Products & Equipment Industrials
MOD 93.12 2024-07-31 15 0.151 0.055 0.636 0.084 0.177 0.133 0.166 0.023 2024-07-19 2024-08-16 900738.8 Auto Parts Consumer Cyclical
CHEF 39.24 2024-07-31 15 0.151 0.007 0.818 0.059 0.195 0.106 0.079 -0.024 2024-07-19 2024-10-18 271575.8 Food Distribution Consumer Defensive
VSTM 3.47 2024-08-06 21 0.150 -0.028 1.000 0.139 1.115 0.263 1.115 0.922 2024-07-19 2024-09-20 659208.3 Biotechnology Healthcare
WKHS 2.21 2024-08-06 21 0.149 -0.061 0.727 0.146 0.388 0.254 0.388 0.021 2024-07-26 2024-10-18 842417.3 Auto Manufacturers Consumer Cyclical
AR 32.55 2024-07-24 8 0.148 0.038 0.818 0.075 0.135 0.109 0.102 -0.002 2024-07-19 2024-07-26 3966226.9 Oil & Gas E&P Energy
RMTI 1.85 2024-08-12 27 0.144 0.029 1.000 0.089 0.647 0.221 0.089 -0.035 2024-07-19 2024-08-16 216606.0 Drug Manufacturers—Specialty & Generic Healthcare
TOL 120.37 2024-08-20 35 0.142 0.007 0.727 0.060 0.124 0.096 0.124 0.022 2024-08-02 2024-09-20 1258939.3 Residential Construction Consumer Cyclical
BHR 2.73 2024-07-31 15 0.141 0.028 0.909 0.095 0.338 0.173 0.151 -0.051 2024-07-19 2024-10-18 302664.8 REIT—Hotel & Motel Real Estate
CRS 101.47 2024-07-25 9 0.141 -0.019 0.818 0.082 0.149 0.110 0.124 -0.025 2024-07-19 2024-08-16 583031.7 Metal Fabrication Industrials
ONON 41.63 2024-08-12 27 0.137 0.041 0.727 0.096 0.205 0.139 0.097 -0.108 2024-08-02 2024-09-20 4662257.5 Footwear & Accessories Consumer Cyclical
ZUO 9.50 2024-08-21 36 0.136 0.036 0.727 0.081 0.154 0.125 0.109 0.028 2024-07-19 2024-09-20 1555916.2 Software—Infrastructure Technology
MRNA 137.90 2024-08-01 16 0.136 -0.003 0.727 0.096 0.205 0.153 0.205 0.044 2024-07-26 2024-08-02 3866041.2 Biotechnology Healthcare
BZUN 2.35 2024-08-26 41 0.135 0.005 0.818 0.114 0.296 0.183 0.114 -0.072 2024-08-16 2024-10-18 457079.6 Internet Retail Consumer Cyclical
YPF 20.44 2024-08-08 23 0.130 -0.052 1.000 0.105 0.374 0.152 0.181 0.045 2024-08-02 2024-10-18 2449935.4 Oil & Gas Integrated Energy
LGO 1.87 2024-08-07 22 0.128 0.014 0.727 0.110 0.247 0.171 0.192 0.035 2024-07-19 2024-10-18 91673.8 Other Industrial Metals & Mining Basic Materials
AVAH 2.85 2024-08-08 23 0.126 0.016 0.727 0.106 0.316 0.197 0.181 0.076 2024-07-19 2024-09-20 85569.5 Medical Care Facilities Healthcare
BYND 6.49 2024-08-05 20 0.126 -0.030 0.636 0.108 0.379 0.204 0.112 -0.162 2024-08-02 2024-08-16 2432107.3 Packaged Foods Consumer Defensive
RVPH 1.45 2024-08-12 27 0.126 -0.062 0.909 0.176 0.568 0.286 0.282 -0.076 2024-07-19 2024-10-18 311697.0 Biotechnology Healthcare
GNK 20.28 2024-08-02 17 0.124 0.012 0.818 0.054 0.128 0.087 0.083 0.029 2024-07-19 2024-08-16 618863.8 Marine Shipping Industrials
BBAR 10.22 2024-08-21 36 0.124 -0.019 0.909 0.120 0.337 0.182 0.233 0.054 2024-07-19 2024-10-18 1116265.7 Banks—Regional Financial Services
NG 3.21 2024-06-27 -19 0.122 0.019 0.727 0.094 0.210 0.160 0.186 0.001 2024-06-21 2024-07-19 1657064.0 Gold Basic Materials
ATUS 2.15 2024-07-31 15 0.122 -0.057 0.909 0.144 0.414 0.246 0.177 -0.019 2024-07-19 2024-09-20 2394728.8 Telecom Services Communication Services
PRMW 22.79 2024-08-08 23 0.121 0.029 0.727 0.036 0.109 0.068 0.049 -0.005 2024-07-19 2024-10-18 1301829.9 Beverages—Non-Alcoholic Consumer Defensive
CSR 67.34 2024-07-29 13 0.121 0.013 1.000 0.050 1.516 0.195 0.050 -0.015 2024-07-19 2024-09-20 84356.0 REIT—Residential Real Estate
VET 10.92 2024-07-31 15 0.121 -0.041 0.636 0.085 0.138 0.109 0.108 0.016 2024-07-19 2024-09-20 1020579.3 Oil & Gas E&P Energy
WIRE 289.21 2024-07-23 7 0.120 0.002 0.727 0.023 0.138 0.085 0.040 0.017 2024-07-19 2024-08-16 357627.4 Electrical Equipment & Parts Industrials
SABR 2.64 2024-08-01 16 0.120 -0.059 0.727 0.121 0.368 0.206 0.154 -0.026 2024-07-19 2024-10-18 4726847.9 Travel Services Consumer Cyclical
VVX 46.10 2024-08-06 21 0.119 -0.002 0.909 0.045 0.255 0.100 0.093 -0.002 2024-07-19 2024-08-16 75927.1 Aerospace & Defense Industrials
ADMA 10.44 2024-08-07 22 0.116 0.034 0.909 0.074 0.251 0.126 0.074 -0.177 2024-07-19 2024-08-16 2737354.4 Biotechnology Healthcare
JXN 71.37 2024-08-06 21 0.116 0.012 0.818 0.045 0.160 0.090 0.096 -0.008 2024-07-19 2024-09-20 622643.3 Insurance—Life Financial Services
GE 163.23 2024-07-23 7 0.116 -0.002 0.727 0.043 0.115 0.072 0.084 -0.024 2024-07-19 2024-07-26 7263604.9 Specialty Industrial Machinery Industrials
HTHT 34.54 2024-08-22 37 0.116 -0.026 0.727 0.081 0.142 0.114 0.095 -0.028 2024-08-16 2024-09-20 1606776.0 Lodging Consumer Cyclical
SFM 77.75 2024-07-30 14 0.115 0.080 0.818 0.052 0.125 0.077 0.073 -0.051 2024-07-19 2024-09-20 1356839.2 Grocery Stores Consumer Defensive
WOW 5.04 2024-08-06 21 0.114 -0.003 1.000 0.082 0.914 0.226 0.115 -0.166 2024-07-19 2024-08-16 619938.5 Telecom Services Communication Services
CUTR 1.66 2024-08-06 21 0.114 -0.153 0.727 0.178 0.711 0.405 0.223 -0.105 2024-07-19 2024-09-20 865790.3 Medical Devices Healthcare
TERN 7.96 2024-08-06 21 0.113 0.022 0.818 0.117 0.379 0.237 0.280 0.116 2024-07-19 2024-10-18 961216.4 Biotechnology Healthcare
CWCO 25.09 2024-08-08 23 0.112 -0.008 0.727 0.052 0.180 0.112 0.095 0.003 2024-07-19 2024-08-16 159269.3 Utilities—Regulated Water Utilities
SND 2.06 2024-08-06 21 0.111 -0.044 0.818 0.091 0.173 0.128 0.104 -0.068 2024-07-19 2024-10-18 138272.1 Oil & Gas Equipment & Services Energy
RM 27.12 2024-07-31 15 0.110 -0.009 0.727 0.064 0.186 0.106 0.066 -0.062 2024-06-21 2024-09-20 28757.0 Credit Services Financial Services
INSP 163.67 2024-07-30 14 0.110 -0.016 0.818 0.071 0.436 0.184 0.134 -0.302 2024-07-19 2024-08-16 599571.6 Medical Devices Healthcare