---
title: "Options Volatility and Implied Earnings Moves This Week, August 31 – September 03, 2026"
type: "News"
locale: "en"
url: "https://longbridge.com/en/news/297506996.md"
description: "TipRanks calculates expected stock moves for major companies reporting earnings from August 31 to September 3, 2026. Key firms include NIO, Snowflake, Palo Alto Networks, Dell, and C3.ai. The analysis highlights that options volatility typically rises before earnings due to uncertainty and drops significantly afterward, known as 'volatility crush.' Specific percentage move expectations are provided for each company based on at-the-money straddle options expiring near the announcement date."
datetime: "2026-08-31T11:00:44.000Z"
locales:
  - [zh-CN](https://longbridge.com/zh-CN/news/297506996.md)
  - [en](https://longbridge.com/en/news/297506996.md)
  - [zh-HK](https://longbridge.com/zh-HK/news/297506996.md)
generator: "portal-rs"
---

# Options Volatility and Implied Earnings Moves This Week, August 31 – September 03, 2026

This week, several major companies will be reporting earnings. Among them are Nio (NIO), Snowflake (SNOW), Palo Alto Networks (PANW), Dell Technologies (DELL), C3ai (AI).

Ahead of this week’s major earnings announcements, TipRanks has calculated the expected moves of these companies’ stocks. We use the at-the-money straddle of the options whose post-earnings expiration dates are closest to the earnings announcement date.

Note that options volatility tends to be high in the days leading up to an earnings announcement, due to uncertainty around the earnings. Investors don’t know whether the earnings will be positive or negative, so the price of options (aka the option premium) rises.

Furthermore, after the earnings announcement, because the uncertainty has been resolved, the price of options (the option premium) decreases substantially. This is known as the volatility crush.

Here are the major companies reporting this week and their expected earnings moves. Click on any ticker to see additional data about options on the stock, including real-time expected earnings moves, prices, volume, and open interest.

### **Monday, August 31, 2026**

BLRX: +/- 228.85%  

### **Tuesday, September 01, 2026**

MDT: +/- 4.94%  
PANW: +/- 9.55%  
SBSW: +/- 11.83%  
MDB: +/- 17.42%  
NIO: +/- 9.38%  
DELL: +/- 11.40%  
GTLB: +/- 14.93%  
RZLV: +/- 13.47%  
CRDO: +/- 12.89%  

### **Wednesday, September 02, 2026**

FCEL: +/- 13.18%  
NTAP: +/- 12.32%  
FIVE: +/- 10.54%  
HPE: +/- 11.39%  
SNOW: +/- 12.38%  
AI: +/- 13.49%  
WOOF: +/- 17.04%  

### **Thursday, September 03, 2026**

CPB: +/- 5.73%  
CIEN: +/- 12.08%  
LULU: +/- 9.81%  
SWBI: +/- 13.46%  
AMBA: +/- 13.45%  
MOMO: +/- 9.09%  
ZS: +/- 13.49%  
DOCU: +/- 11.47%  
ASAN: +/- 18.16%  
PATH: +/- 13.77%  
PL: +/- 16.77%  
IOT: +/- 11.22%  

Please note that options trading has known risks. Thorough research is recommended before engaging in options trading.

### Related Stocks

- [AI.US](https://longbridge.com/en/quote/AI.US.md)
- [NIO.US](https://longbridge.com/en/quote/NIO.US.md)
- [PANW.US](https://longbridge.com/en/quote/PANW.US.md)
- [SNOW.US](https://longbridge.com/en/quote/SNOW.US.md)
- [DELL.US](https://longbridge.com/en/quote/DELL.US.md)
- [PALU.US](https://longbridge.com/en/quote/PALU.US.md)
- [DLLL.US](https://longbridge.com/en/quote/DLLL.US.md)
- [PALD.US](https://longbridge.com/en/quote/PALD.US.md)
- [PANG.US](https://longbridge.com/en/quote/PANG.US.md)
- [SNOU.US](https://longbridge.com/en/quote/SNOU.US.md)
- [NIOG.US](https://longbridge.com/en/quote/NIOG.US.md)
- [AIYY.US](https://longbridge.com/en/quote/AIYY.US.md)
- [SNOY.US](https://longbridge.com/en/quote/SNOY.US.md)
- [09866.HK](https://longbridge.com/en/quote/09866.HK.md)
- [NIO.SG](https://longbridge.com/en/quote/NIO.SG.md)
- [BLRX.US](https://longbridge.com/en/quote/BLRX.US.md)
- [MDT.US](https://longbridge.com/en/quote/MDT.US.md)
- [SBSW.US](https://longbridge.com/en/quote/SBSW.US.md)
- [MDB.US](https://longbridge.com/en/quote/MDB.US.md)
- [GTLB.US](https://longbridge.com/en/quote/GTLB.US.md)
- [RZLV.US](https://longbridge.com/en/quote/RZLV.US.md)
- [CRDO.US](https://longbridge.com/en/quote/CRDO.US.md)
- [FCEL.US](https://longbridge.com/en/quote/FCEL.US.md)
- [NTAP.US](https://longbridge.com/en/quote/NTAP.US.md)
- [FIVE.US](https://longbridge.com/en/quote/FIVE.US.md)
- [HPE.US](https://longbridge.com/en/quote/HPE.US.md)
- [WOOF.US](https://longbridge.com/en/quote/WOOF.US.md)
- [CPB.US](https://longbridge.com/en/quote/CPB.US.md)
- [CIEN.US](https://longbridge.com/en/quote/CIEN.US.md)
- [LULU.US](https://longbridge.com/en/quote/LULU.US.md)
- [SWBI.US](https://longbridge.com/en/quote/SWBI.US.md)
- [AMBA.US](https://longbridge.com/en/quote/AMBA.US.md)
- [MOMO.US](https://longbridge.com/en/quote/MOMO.US.md)
- [ZS.US](https://longbridge.com/en/quote/ZS.US.md)
- [DOCU.US](https://longbridge.com/en/quote/DOCU.US.md)
- [ASAN.US](https://longbridge.com/en/quote/ASAN.US.md)
- [PATH.US](https://longbridge.com/en/quote/PATH.US.md)
- [PL.US](https://longbridge.com/en/quote/PL.US.md)
- [IOT.US](https://longbridge.com/en/quote/IOT.US.md)
- [RZLVW.US](https://longbridge.com/en/quote/RZLVW.US.md)
- [HPE-C.US](https://longbridge.com/en/quote/HPE-C.US.md)
- [PL+.US](https://longbridge.com/en/quote/PL+.US.md)

## Related News & Research

- [NIO Inc. Provides August 2026 Delivery Update | NIO Stock News](https://longbridge.com/en/news/297594779.md)
- [Nio Onvo L60 deliveries reach 110,000 as August sales rebound](https://longbridge.com/en/news/297283363.md)
- [Nio Firefly launches new special edition limited to 666 units at 13% premium](https://longbridge.com/en/news/297256578.md)
- [Snowflake CEO: Trusted Data, Not Model Benchmarks, Will Define Enterprise AI](https://longbridge.com/en/news/296945416.md)
- [Palo Alto Networks honors 2026 North America Partner of Year winners at Executive Partner Summit](https://longbridge.com/en/news/297058775.md)

---
> **Disclaimer: This article is for reference only and does not constitute any investment advice.**