DRAM Earnings Setup
As of the close, Mon 19 Oct 2026
front IV 61.6% → 57.8% since 16-OCT-2026
- Next report?
- None scheduled no upcoming report on the earnings calendarThe date the company is expected to publish results, as forecast by our data provider rather than confirmed by the company. The band beside it is the forecast's own 90 per cent range — a date without one reads as certain, and an expected date is not. "None scheduled" means the earnings calendar has no upcoming report, which is what an index fund shows; a dash means the calendar did not answer, which is not the same thing.
- Front expiry?
- 26-OCT-2026 7 days out, the first at least a week outThe first listed expiry at least a week out, which is what a reader means by “the skew” — a two-session contract carries little open interest and reads as tick size under this label. The other expiries are shown beside it as the term structure, because a front-month skew reads differently depending on what the back months are doing. On the earnings page this label appears in place of “event expiry” when no expiry containing the expected report was read — there it is the front of the curve and nothing more, and the figures beside it say nothing about an event.
- Move to expiry?
- ±8.0% ±$3.87 over 7 daysOne standard deviation to that expiry, computed as the at-the-money volatility times the square root of the time remaining, with the days printed beside it. It is the move over the contract's whole life, not the report's — on a November monthly that is eleven weeks — and it is what the chain is charging, not a forecast.
- Front IV?
- 57.8% At-the-money implied volatility at the front expiry — the first at least a week out — an average over a band spanning at least two strikes, the same figure the IV skew page publishes. There is no known report inside this expiry.
- Later IV?
- 59.8% 28-OCT-2026The same reading at the next expiry out. Where an expiry covering the report was read, this is what the same underlying costs WITHOUT the event inside it, which is what makes the difference below a premium rather than a level; where none was, it is simply the next point on the curve.
- Term premium?
- −1.9 pts
Every expiry — DRAM
At-the-money volatility across the 23 listed expiries, and where the front sits in that curve.
Or read it free on NVDA.
The earnings calendar has no upcoming report for DRAM; these figures are the front of the curve, with no event in them.
How this is computed
The earnings calendar has no upcoming report for DRAM. An index fund does not report earnings at all, and a company between confirmed dates shows none here either — so the readings below describe the front of the curve, with no event in them. The implied move is one standard deviation to that expiry: at-the-money volatility times the square root of the time remaining, so roughly two thirds of outcomes fall inside it. The volatility figures are averages over a band spanning at least two strikes, the same aggregates the IV skew page publishes, and the premium is the nearer expiry's reading minus the next one's — the slope of the term structure, which is what an event premium would show up in, and here has no known event inside it. This page does not measure a past crush, and cannot. Doing that needs the front-month chain as it stood before an earlier report, and once an expiry has passed the data feed returns nothing for it — so the collapse can be priced before it happens and not reconstructed afterwards. Reading 23 listed expirations, 19-OCT-2026 through 19-JAN-2029. It describes what the chain was charging at the close, not what the report will say, and it is not advice.