Earnings Whiplash Map · Weekly Scan · Public preview

9 earnings setups · 0 flagged as asymmetric

Scan day · Saturday, September 19, 2026

Earnings Whiplash Map for the week of Sep 21-25, 2026: this is a premium-selling regime — zero names cleared the asymmetric long-vol bar (IV at least 1.5 percentage points below historical realized post-earnings move). Every ticker in the forward-14-day universe is pricing options AT or ABOVE what these stocks have actually done through past prints, so no long-vol setups are flagged this week. The biggest historical movers on the calendar are SFIX (16.6% median realized post-earnings move over the last 10 cycles, straddle now implying 22.5%), BXMT (4.2% realized vs 7.0% implied), and FERG (2.5% realized vs 7.0% implied) — the market has priced Fed-week volatility and the September index-rebalance backdrop directly into these single-name premiums. The rest of the top ranks (UEC, KBH, PAYX, DRI, SNX, AZO) all show IV richness in the +4pp to +8.7pp range vs their own history, with AZO's 9.6% straddle standing out against a 1.0% realized median. Actionable read for the Sunday brief: the tape is paying sellers this week, not buyers. Consider iron condors, put-credit spreads, or short-strangle setups on the higher-IV names rather than long straddles. (LITS surfaced in the raw scan with a 223% implied move on a two-print sample — dropped from the published list as a stale-quote data artifact.)

Headline pick — fully revealed

SFIX

Stitch Fix, Inc.

Consumer Discretionary

EarningsWed, Sep 23 AMC

Implied move22.5%

Historical avg16.6%

IV − HV gap+5.9%

Thesis

SFIX is the highest-volatility earnings print of the week by a wide margin — 8 of the last 10 quarters produced ≥8% single-day moves, with a max realized print of 44%. Sub-$3 stock, thin float, and a business model (online personal styling / active client count) that turns every guide into a binary re-rating event. The 22.5% straddle is elevated but not egregious against a 16.6% median realized; sellers are being paid for genuine tail risk here, not manufactured tail risk.

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SFIX

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