Alphabet, FedEx, GE Vernova, KLA, Microsoft: Earnings-Day Vol

Alphabet, FedEx, GE Vernova, KLA, Microsoft: Earnings-Day Vol

By Cecile Vannucci
Publication Date: 2026-10-27 08:00:00

Traders are preparing for bigger swings than usual in shares of companies including Biogen and FedEx after their earnings, while they’re expecting smaller moves in Honeywell Aerospace and C.H. Robinson. Here’s a list of S&P 500 members reporting on Oct. 28 for which the options market is over- or underpricing volatility relative to fluctuations on sessions following past results:

Here’s how the implied earnings-day moves of these companies fared in past earnings:

  • Overpriced: ADP (6/8), Align Technology (6/8), American Water (7/8), Amphenol (6/8), Biogen (6/8), Boston Scientific (5/8), FedEx (6/8), Ford (5/8), GE Vernova (5/8), TE Connectivity (5/8), Vertiv …