Earnings Whiplash Map · Weekly Scan · Public preview

10 earnings setups · 0 flagged as asymmetric

Scan day · Saturday, August 15, 2026

The forward 14-day earnings window (Aug 17-21, 2026) is decisively a premium-selling regime: every one of the 57 tickers with populated 8-quarter history in this scan has an options-implied move ABOVE its historical realized median. Zero names cleared the routine's asymmetric-long-vol threshold (implied ≤ realized − 1.5pp), so this week's flag list is empty by design — no picks are forced when the vol surface doesn't offer edge on the buy side.

Ranking by realized post-earnings move, HAIN tops the list at a 16.0% median absolute (against an eye-catching 65.8% implied that reflects sub-$1 quote dislocation rather than a real expected move), followed by BILL at 12.3% realized vs a fair 12.8% implied, then IDR (9.4%) and FN (9.2%) clustering near 9-10%. The marquee big-box retail catalysts show consistent short-vol edges in the 3-6pp range — WMT implied 4.9% vs realized 0.9%; TGT 6.9% vs 1.1%; HD 4.3% vs 1.2%; LOW 5.1% vs 1.2% — the classic weekly retail vol-crush setup. EL prints the same morning at 9.4% straddle vs 7.9% realized median with a negative-skewed history. Sunday's brief writer should treat this as: sell wings if you must, but nothing on this tape justifies buying vol.

Headline pick — fully revealed

HAIN

Hain Celestial Group

Consumer Staples

EarningsThu, Aug 20 AMC

Implied move65.8%

Historical avg16.0%

IV − HV gap+49.8%

Thesis

Hain trades sub-$1 with double-digit historical earnings moves — 8 of the last 10 quarters saw |moves| >8% and the median absolute move is 16%. Options are pricing an extreme 65.8% implied move, consistent with a binary going-concern setup where the market treats the equity as a stub with tail risk rather than a normal earnings print.

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HAIN

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