SOFI Earnings Setup
As of the close, Mon 19 Oct 2026
event IV 70.3% → 74.7% since 16-OCT-2026
- Next report?
- 27-OCT-2026 The 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.
- Event expiry?
- 30-OCT-2026 11 days out, covers the reportThe first listed expiry that settles on or after the expected report date — the contract a reader would actually use to trade the event. This label appears only when such an expiry was read; where it was not, the page shows the front expiry under its own name instead.
- Move to expiry?
- ±13.0% ±$1.85 over 11 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.
- Event move?
- ±9.7% ±$1.39, the report aloneThe report's own one-standard-deviation move, estimated by taking the variance to the last expiry before the report away from the variance to the covering expiry, then removing the ordinary days between them at the rate the expiry after the report implies. A dash means it could not be separated from these expiries; it is never a zero.
- Event IV?
- 74.7% At-the-money implied volatility at the expiry covering the report — an average over a band spanning at least two strikes, the same figure the IV skew page publishes.
- Base IV?
- 50.3% 23-OCT-2026, before the reportAt-the-money volatility at the last listed expiry that settles BEFORE the report — the same underlying with no event in it, which is what makes the premium above it a premium rather than a level.
- Event premium?
- +25.2 pts over the no-event level at that expiry
Every expiry — SOFI
At-the-money volatility across the 17 listed expiries, and where the event sits in that curve.
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The move to expiry is over the contract's whole 11 days, not the report's. The event move is the report alone, an estimate built from three expiries.
How this is computed
The expiry shown is the first listed one that settles on or after the date the earnings calendar expects results — the contract a reader would actually use to trade the report. That date is a FORECAST, not a company announcement, which is why the 90 per cent band is shown beside it. 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 event expiry's reading over what the same expiry would cost with no report in it — that level is built from the last expiry before the report plus the ordinary days between, priced from the expiry after it, since both of those carry the report. The event move is the square root of the variance left once those ordinary days are taken away: an estimate, and the conventional one. 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 17 listed expirations, 23-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.