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531
Earnings Analysis (Post)
What this is: the post-mortem sister of
Earnings
Analysis (Pre). Pre asks when a stock might move before the report;
Post records what actually happened after it — whether the print was
in-line or a surprise, how the stock reacted, and what the options did in the
next trading session.
Every number is measured, never modelled: reactions come from stored prices,
EPS from reported estimate-vs-actual, and the expected move / IV crush / option
volume from our own stored option chains. Quarters before November 2025 predate
our options history, so their options columns are blank rather than estimated.
Quarters group by the calendar quarter of the report date, not the fiscal
quarter being reported — fiscal labels are only present on about half our
rows, so calendar grouping is the one that covers everything.
Q4 2026
155 earnings events · 38 with EPS
Avg |reaction|4.67%
Closed higher50.3%
Broke expected move (≤3 DTE)14.1%
Avg IV crush5.0%
Q3 2026
4106 earnings events · 3348 with EPS
Avg |reaction|6.62%
Closed higher50.3%
Broke expected move (≤3 DTE)22.7%
Avg IV crush-13.5%
Q2 2026
3844 earnings events · 3289 with EPS
Avg |reaction|6.83%
Closed higher48.6%
Broke expected move (≤3 DTE)24.8%
Avg IV crush-10.3%
Q1 2026
3903 earnings events · 3331 with EPS
Avg |reaction|6.95%
Closed higher48.2%
Broke expected move (≤3 DTE)19.1%
Avg IV crush-9.9%
Q4 2025
3199 earnings events · 3139 with EPS
Avg |reaction|7.05%
Closed higher48.4%
Broke expected move (≤3 DTE)27.4%
Avg IV crush-14.4%
Q3 2025
3012 earnings events · 2958 with EPS
Avg |reaction|7.32%
Closed higher48.8%
Options data—
Avg IV crush—
Q2 2025
2353 earnings events · 2319 with EPS
Avg |reaction|7.06%
Closed higher52.4%
Options data—
Avg IV crush—
Q1 2025
1523 earnings events · 1501 with EPS
Avg |reaction|7.24%
Closed higher46.4%
Options data—
Avg IV crush—
Automated, data-driven · educational only · not financial advice.