What stock will move tomorrow

Screening Filters

1. earnings_date: {from: '2026-03-17', to: '2026-03-17'}

   • Purpose: Focus on companies reporting earnings tomorrow.
   • Rationale: Earnings releases are among the most common catalysts for sharp, short‑term price moves (both up and down). By requiring earnings specifically on the target date, we’re directly isolating stocks with a strong, known event scheduled for tomorrow, which statistically increases the likelihood of significant price movement.

2. option_iv_rank: {min: '60'}

   • Purpose: Select stocks with relatively high implied volatility compared to their own past.
   • Rationale: Implied volatility (IV) reflects the options market’s expectations for future price movement. IV rank compares current IV to its historical range (e.g., last 52 weeks). A minimum IV rank of 60 means IV is in the top 40% of its historical range — options traders are pricing in larger‑than‑usual moves. This is a direct way to capture “likely to move a lot” according to market expectations.

3. is_optionable: 'True'

   • Purpose: Include only stocks that have listed options.
   • Rationale: To use implied volatility and IV rank, the stock must have options trading on it. Limiting to optionable stocks ensures we can rely on options market data (like IV) as a forward‑looking indicator of expected movement. Non‑optionable stocks wouldn’t give us this signal.

4. one_day_predict_return: {min: '0'}

   • Purpose: Filter for stocks where the model’s one‑day return forecast is at least non‑negative.
   • Rationale: This is a model‑based estimate of tomorrow’s expected return. Setting a minimum of 0 doesn’t guarantee a gain, but it removes names with a negative expected move, biasing the list toward stocks where the model doesn’t anticipate downside. Combined with high IV and an earnings event, it focuses on names with both a catalyst and a non‑bearish forecast.

Why Results Match Your Question

• You asked for stocks “likely to experience significant movement tomorrow.”
• Earnings tomorrow → a clear, dated catalyst for big moves.
• High IV rank → options traders collectively expect larger‑than‑normal price swings.
• Restricting to optionable stocks → enables use of market‑based expectations (IV).
• Non‑negative one‑day predicted return → tilts results away from names where the model expects a drop.

No filter can guarantee significant movement; these criteria instead stack multiple probability‑boosting signals (event + options‑implied volatility + model forecast) to find stocks where a substantial move tomorrow is more likely than average.