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Earnings Analysis
Why this page exists: INTC has no documented material pre-announcement habit — the edge here is the earnings-cycle statistics themselves (drift, gap, reaction, follow-through) and how they vary by regime. This page
measures every earnings cycle — drift into the report, the gap, the reaction,
the follow-through — alongside the NVDA / SPY / VIX regime it happened in, and
uses the documented pre-announcement history to project when the next
pre-announcement is most likely to land. All numbers are computed from real
daily prices, real earnings dates, our own ATM-straddle expected moves and
stored option chains, and a
curated registry of real press releases. Nothing is simulated.
Next earnings & predicted pre-announcement window
Thursday, July 23, 2026
Next confirmed INTC earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-22: NVDA Mild Up (+6.0% 20d), SPY Sideways (+1.9%), SOX Mild Down, VIX 16.6 (Medium (15-25)).
EdgeScore -0.37 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Mild Up | -2.3% | 13 |
| SPY regime | Sideways | -2.2% | 20 |
| VIX level | Medium (15-25) | -3.5% | 23 |
| Earnings weekday | Thursday | -2.5% | 39 |
EdgeScore = mean of the matching buckets' historical mean earnings reactions, normalized by the average absolute reaction (±1 cap). Transparent and purely historical — not a prediction model.
Cycles
46
Avg reaction
-2.4%
Median reaction
-3.2%
Avg |move|
7.1%
Up rate
43%
Avg drift T-20
+4.6%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +4.6% | +2.1% | 12.1 | -19.8% / +49.4% | 67% |
| Drift T-5 → report | 46 | +1.0% | +0.7% | 4.2 | -8.8% / +11.8% | 63% |
| Overnight gap | 46 | -2.3% | -2.9% | 7.9 | -24.5% / +23.1% | 39% |
| Reaction day (close→close) | 46 | -2.4% | -3.2% | 8.7 | -26.1% / +23.6% | 43% |
| Follow-through +5d | 46 | +0.4% | -0.1% | 4.7 | -8.5% / +14.5% | 48% |
| Follow-through +20d | 46 | +0.7% | -0.9% | 10.0 | -14.6% / +43.6% | 43% |
| Max favorable excursion (20d) | 46 | +6.1% | +2.6% | 18.0 | -24.3% / +98.8% | 63% |
| Max adverse excursion (20d) | 46 | -8.8% | -8.9% | 9.2 | -34.7% / +19.2% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +1.6% | +1.6% | 0.0 | 100% |
| Tuesday n<10 | 3 | -0.8% | +1.3% | 3.7 | 67% |
| Thursday | 39 | -2.5% | -3.4% | 9.3 | 41% |
| Wednesday n<10 | 3 | -3.4% | -4.0% | 3.2 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +0.6% | -1.8% | 9.4 | 50% |
| Mild Down n<10 | 6 | -1.3% | -1.1% | 6.0 | 50% |
| Mild Up | 13 | -2.3% | -1.1% | 8.0 | 46% |
| Sideways n<10 | 8 | -4.1% | -2.0% | 6.6 | 38% |
| Strong Down n<10 | 5 | -9.2% | -7.0% | 9.4 | 20% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 16 | +0.5% | +1.0% | 6.5 | 62% |
| Medium (15-25) | 23 | -3.5% | -5.3% | 9.6 | 35% |
| High (>25) n<10 | 7 | -5.2% | -6.9% | 8.0 | 29% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 8 | +9.4% | +4.4% | 15.8 | 88% |
| Strong Up | 14 | +9.0% | +7.1% | 10.7 | 86% |
| Mild Up | 13 | +5.9% | +2.2% | 9.3 | 77% |
| Strong Down n<10 | 5 | -5.3% | -6.9% | 3.1 | 0% |
| Mild Down n<10 | 6 | -6.6% | -6.9% | 7.0 | 33% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-04-23 | 10.9% | +23.6% | +23.1% | 2.16x |
Only cycles inside our own options-database coverage window are shown — we do not fabricate historical implied volatility. Coverage grows each quarter.
Options strategy P&L — priced from our own chains
| Report | Stock react | IV crush | Long ATM Call | Long ATM Put | Long Straddle | Short Straddle | Long Strangle | Short Strangle |
|---|---|---|---|---|---|---|---|---|
| 2026-04-23 exp 2026-05-01 · ATM 67 | +23.6% | 109.0% → 95.0% (-14 pts) | +280.0% | -94.5% | +87.7% | -87.7% | +98.9% | -98.9% |
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Sympathy plays — AVGO & MU 3DTE
The setup: INTC reports after the close; AVGO / MU carry 3DTE options that expire the NEXT trading day. Two ways to play it: buy the 3DTE the day before expiry (report-day close, hold through the announcement) or wait and buy the day of expiry (reaction-day open). The Gap column is the premarket pop/drop — the part ONLY the day-before entry captures. Open→Close and High vs Open are what a day-of entry could still get. Stock rows cover every INTC cycle since 2015 (real prices); option P&L rows are priced from our own stored chains and only exist inside coverage — we never fabricate historical option prices.
AVGO avg gap
+0.01%
Avg |gap|
0.98%
Avg open→close
+0.38%
Avg high vs open
+1.43%
Follows INTC
67%
| INTC report | INTC react | Gap | Open→Close | Close→Close | High vs Open | Low vs Open |
|---|---|---|---|---|---|---|
| 2026-04-23 expiry day 2026-04-24 | +23.6% | +1.2% | -0.5% | +0.7% | 0.0% | -3.8% |
| 2026-01-22 expiry day 2026-01-23 | -17.0% | -1.9% | +0.2% | -1.7% | +0.8% | -1.6% |
| 2025-10-23 expiry day 2025-10-24 | +0.3% | +2.4% | +0.5% | +2.9% | +1.6% | -0.5% |
| 2025-07-24 expiry day 2025-07-25 | -8.5% | -0.2% | +0.7% | +0.5% | +1.6% | -0.3% |
| 2025-04-24 expiry day 2025-04-25 | -6.7% | -0.7% | +2.9% | +2.2% | +3.5% | -0.0% |
| 2025-01-30 expiry day 2025-01-31 | -2.9% | +1.9% | +0.7% | +2.6% | +3.2% | -1.5% |
| 2024-10-31 expiry day 2024-11-01 | +7.8% | -0.9% | +0.4% | -0.5% | +1.8% | -0.5% |
| 2024-08-01 expiry day 2024-08-02 | -26.1% | -3.5% | +1.3% | -2.2% | +2.4% | -1.6% |
| 2024-04-25 expiry day 2024-04-26 | -9.2% | +1.2% | +2.6% | +3.8% | +3.5% | -0.5% |
| 2024-01-25 expiry day 2024-01-26 | -11.9% | -0.8% | -1.2% | -2.0% | +0.1% | -1.6% |
| 2023-10-26 expiry day 2023-10-27 | +9.3% | +0.4% | +1.0% | +1.4% | +1.2% | -0.2% |
| 2023-07-27 expiry day 2023-07-28 | +6.6% | +0.7% | +0.1% | +0.7% | +0.5% | -0.6% |
| 2023-04-27 expiry day 2023-04-28 | +4.0% | +0.1% | +1.2% | +1.3% | +1.2% | -0.7% |
| 2023-01-26 expiry day 2023-01-27 | -6.4% | -0.9% | -0.4% | -1.3% | +1.0% | -0.5% |
| 2022-10-27 expiry day 2022-10-28 | +10.7% | +0.3% | +3.5% | +3.8% | +3.8% | -0.3% |
| 2022-07-28 expiry day 2022-07-29 | -8.6% | -0.3% | +0.7% | +0.3% | +1.1% | -0.3% |
| 2022-04-28 expiry day 2022-04-29 | -6.9% | -1.1% | -3.2% | -4.2% | +1.0% | -3.4% |
| 2022-01-26 expiry day 2022-01-27 | -7.0% | +2.3% | -4.8% | -2.7% | +0.1% | -5.0% |
| 2021-10-21 expiry day 2021-10-22 | -11.7% | +0.1% | +0.1% | +0.2% | +1.3% | -0.3% |
| 2021-07-22 expiry day 2021-07-23 | -5.3% | +0.8% | +0.7% | +1.4% | +0.7% | -0.7% |
| 2021-04-22 expiry day 2021-04-23 | -5.3% | +0.7% | +1.7% | +2.4% | +2.0% | -0.2% |
| 2021-01-21 expiry day 2021-01-22 | -9.3% | -0.7% | +0.3% | -0.4% | +0.8% | -0.3% |
| 2020-10-22 expiry day 2020-10-23 | -10.6% | -0.0% | -0.1% | -0.2% | +0.2% | -0.7% |
| 2020-07-23 expiry day 2020-07-24 | -16.2% | -1.0% | -0.3% | -1.2% | +1.4% | -0.8% |
| 2020-04-23 expiry day 2020-04-24 | +0.4% | +0.3% | +1.9% | +2.3% | +2.0% | -0.4% |
| 2020-01-23 expiry day 2020-01-24 | +8.1% | +3.4% | -2.0% | +1.4% | +0.3% | -2.9% |
| 2019-10-24 expiry day 2019-10-25 | +8.1% | +0.3% | +2.3% | +2.7% | +2.9% | -0.0% |
| 2019-07-25 expiry day 2019-07-26 | -1.1% | +0.4% | -0.2% | +0.2% | +0.5% | -0.3% |
| 2019-04-25 expiry day 2019-04-26 | -9.0% | -0.9% | +0.4% | -0.5% | +0.6% | -1.3% |
| 2019-01-24 expiry day 2019-01-25 | -5.5% | +0.6% | +1.0% | +1.7% | +1.2% | -1.6% |
| 2018-10-25 expiry day 2018-10-26 | +3.1% | -3.0% | -1.1% | -4.1% | +0.8% | -3.0% |
| 2018-07-26 expiry day 2018-07-27 | -8.6% | +0.4% | -1.3% | -0.9% | +2.4% | -1.8% |
| 2018-04-26 expiry day 2018-04-27 | -0.6% | +1.4% | -0.3% | +1.0% | +0.3% | -1.2% |
| 2018-01-25 expiry day 2018-01-26 | +10.6% | +0.9% | +0.6% | +1.4% | +0.6% | -1.7% |
| 2017-10-26 expiry day 2017-10-27 | +7.4% | +0.3% | +3.4% | +3.8% | +3.4% | -0.7% |
| 2017-07-27 expiry day 2017-07-28 | +1.0% | -0.8% | +0.6% | -0.2% | +0.9% | -0.6% |
| 2017-04-27 expiry day 2017-04-28 | -3.4% | -0.1% | -0.9% | -1.0% | +0.1% | -1.4% |
| 2017-01-26 expiry day 2017-01-27 | +1.1% | +0.6% | +0.2% | +0.8% | +0.2% | -0.9% |
| 2016-10-18 expiry day 2016-10-19 | -5.9% | -0.6% | +0.4% | -0.2% | +0.7% | -0.6% |
| 2016-07-20 expiry day 2016-07-21 | -4.0% | +0.2% | -1.6% | -1.4% | +0.3% | -2.0% |
| 2016-04-19 expiry day 2016-04-20 | +1.3% | +0.3% | +1.2% | +1.4% | +1.7% | -0.7% |
| 2016-01-14 expiry day 2016-01-15 | -9.1% | -4.0% | -0.2% | -4.2% | +3.0% | -0.8% |
| 2015-10-13 expiry day 2015-10-14 | +2.4% | -0.4% | +4.0% | +3.6% | +4.2% | -0.6% |
| 2015-07-15 expiry day 2015-07-16 | +0.7% | +1.4% | +0.8% | +2.3% | +0.8% | -2.0% |
| 2015-04-27 expiry day 2015-04-28 | +1.6% | +0.2% | -2.4% | -2.2% | +0.5% | -4.8% |
| 2015-01-15 expiry day 2015-01-16 | +0.7% | -0.6% | +3.1% | +2.5% | +3.2% | -0.4% |
| INTC report | INTC react | Day-BEFORE entry C/P/Strad | Best lotto (before) | Day-OF entry C/P/Strad | Best lotto (day-of) |
|---|---|---|---|---|---|
| 2026-04-23 3DTE exp 2026-04-24 | +23.6% | -37.7% / -99.5% / -67.9% | 10.7× (235 P, $0.10→$1.07) · 1 contracts ≥10x | no intraday snapshot | -- |
| 2026-01-22 3DTE exp 2026-01-23 | -17.0% | -99.7% / +63.5% / -24.7% | 10.2× (515 C, $0.06→$0.61) · 2 contracts ≥10x | no intraday snapshot | -- |
MU avg gap
-0.15%
Avg |gap|
1.38%
Avg open→close
-0.11%
Avg high vs open
+1.60%
Follows INTC
70%
| INTC report | INTC react | Gap | Open→Close | Close→Close | High vs Open | Low vs Open |
|---|---|---|---|---|---|---|
| 2026-04-23 expiry day 2026-04-24 | +23.6% | +3.0% | +0.2% | +3.1% | +2.2% | -1.3% |
| 2026-01-22 expiry day 2026-01-23 | -17.0% | -0.1% | +0.6% | +0.5% | +3.8% | -1.6% |
| 2025-10-23 expiry day 2025-10-24 | +0.3% | +2.8% | +3.1% | +6.0% | +3.5% | -1.1% |
| 2025-07-24 expiry day 2025-07-25 | -8.5% | -0.7% | +0.2% | -0.4% | +0.5% | -1.9% |
| 2025-04-24 expiry day 2025-04-25 | -6.7% | +0.2% | +2.9% | +3.0% | +3.5% | -0.8% |
| 2025-01-30 expiry day 2025-01-31 | -2.9% | -0.9% | -0.5% | -1.4% | +2.9% | -0.6% |
| 2024-10-31 expiry day 2024-11-01 | +7.8% | +0.3% | -0.3% | +0.1% | +0.6% | -0.6% |
| 2024-08-01 expiry day 2024-08-02 | -26.1% | -4.3% | -4.6% | -8.7% | +0.6% | -6.3% |
| 2024-04-25 expiry day 2024-04-26 | -9.2% | +0.4% | +2.5% | +2.9% | +2.7% | -0.4% |
| 2024-01-25 expiry day 2024-01-26 | -11.9% | -2.2% | +0.9% | -1.3% | +1.4% | -1.1% |
| 2023-10-26 expiry day 2023-10-27 | +9.3% | +0.6% | +1.1% | +1.7% | +2.1% | -0.1% |
| 2023-07-27 expiry day 2023-07-28 | +6.6% | +0.7% | -0.5% | +0.2% | +0.8% | -1.3% |
| 2023-04-27 expiry day 2023-04-28 | +4.0% | +0.9% | +3.1% | +4.0% | +3.2% | -0.2% |
| 2023-01-26 expiry day 2023-01-27 | -6.4% | -1.1% | +2.8% | +1.7% | +3.5% | -0.3% |
| 2022-10-27 expiry day 2022-10-28 | +10.7% | -0.7% | +4.3% | +3.5% | +5.0% | -0.7% |
| 2022-07-28 expiry day 2022-07-29 | -8.6% | -1.2% | +0.8% | -0.3% | +1.2% | -0.9% |
| 2022-04-28 expiry day 2022-04-29 | -6.9% | -1.5% | -1.3% | -2.8% | +3.2% | -1.6% |
| 2022-01-26 expiry day 2022-01-27 | -7.0% | +1.9% | -5.7% | -4.0% | +0.2% | -6.1% |
| 2021-10-21 expiry day 2021-10-22 | -11.7% | -0.2% | -1.5% | -1.6% | +0.8% | -2.1% |
| 2021-07-22 expiry day 2021-07-23 | -5.3% | +0.5% | +0.0% | +0.5% | +0.1% | -1.4% |
| 2021-04-22 expiry day 2021-04-23 | -5.3% | +0.6% | +0.9% | +1.6% | +1.4% | -0.8% |
| 2021-01-21 expiry day 2021-01-22 | -9.3% | -1.1% | -2.1% | -3.2% | +1.0% | -2.2% |
| 2020-10-22 expiry day 2020-10-23 | -10.6% | -0.5% | -2.3% | -2.8% | +0.1% | -3.2% |
| 2020-07-23 expiry day 2020-07-24 | -16.2% | -2.6% | -2.5% | -5.0% | 0.0% | -3.2% |
| 2020-04-23 expiry day 2020-04-24 | +0.4% | +0.1% | +0.8% | +0.9% | +1.2% | -1.9% |
| 2020-01-23 expiry day 2020-01-24 | +8.1% | +1.4% | -3.7% | -2.4% | +0.0% | -4.6% |
| 2019-10-24 expiry day 2019-10-25 | +8.1% | +0.4% | +1.6% | +2.0% | +2.1% | -0.8% |
| 2019-07-25 expiry day 2019-07-26 | -1.1% | +0.4% | -0.9% | -0.6% | +0.4% | -1.8% |
| 2019-04-25 expiry day 2019-04-26 | -9.0% | -3.0% | +1.5% | -1.5% | +1.9% | -1.7% |
| 2019-01-24 expiry day 2019-01-25 | -5.5% | +4.1% | +2.3% | +6.5% | +3.2% | -1.6% |
| 2018-10-25 expiry day 2018-10-26 | +3.1% | -4.1% | +0.3% | -3.8% | +1.8% | -2.8% |
| 2018-07-26 expiry day 2018-07-27 | -8.6% | +1.3% | -0.9% | +0.4% | +0.3% | -2.5% |
| 2018-04-26 expiry day 2018-04-27 | -0.6% | +1.9% | -7.0% | -5.2% | +0.6% | -7.7% |
| 2018-01-25 expiry day 2018-01-26 | +10.6% | +0.5% | +1.0% | +1.5% | +1.4% | -0.4% |
| 2017-10-26 expiry day 2017-10-27 | +7.4% | -0.0% | +0.6% | +0.6% | +0.9% | -1.4% |
| 2017-07-27 expiry day 2017-07-28 | +1.0% | -0.9% | -2.3% | -3.2% | +0.1% | -3.3% |
| 2017-04-27 expiry day 2017-04-28 | -3.4% | +1.4% | -1.2% | +0.1% | +0.6% | -1.8% |
| 2017-01-26 expiry day 2017-01-27 | +1.1% | +0.0% | +1.9% | +1.9% | +2.4% | -0.3% |
| 2016-10-18 expiry day 2016-10-19 | -5.9% | -2.4% | +1.3% | -1.1% | +1.5% | -0.9% |
| 2016-07-20 expiry day 2016-07-21 | -4.0% | -0.8% | -2.2% | -3.0% | +0.1% | -3.0% |
| 2016-04-19 expiry day 2016-04-20 | +1.3% | -0.8% | +1.1% | +0.3% | +1.3% | -1.2% |
| 2016-01-14 expiry day 2016-01-15 | -9.1% | -5.6% | -2.4% | -7.8% | +2.7% | -3.9% |
| 2015-10-13 expiry day 2015-10-14 | +2.4% | +3.2% | +0.3% | +3.5% | +2.8% | -1.3% |
| 2015-07-15 expiry day 2015-07-16 | +0.7% | +1.9% | +1.9% | +3.8% | +2.5% | -0.8% |
| 2015-04-27 expiry day 2015-04-28 | +1.6% | -0.2% | -0.8% | -1.0% | +0.8% | -1.6% |
| 2015-01-15 expiry day 2015-01-16 | +0.7% | -0.5% | -0.6% | -1.1% | +0.4% | -2.2% |
| INTC report | INTC react | Day-BEFORE entry C/P/Strad | Best lotto (before) | Day-OF entry C/P/Strad | Best lotto (day-of) |
|---|---|---|---|---|---|
| 2026-04-23 3DTE exp 2026-04-24 | +23.6% | +81.0% / -99.5% / -11.5% | 48.5× (210 P, $0.02→$0.97) · 32 contracts ≥10x | no intraday snapshot | -- |
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-23 Thursday | 1 | +41.5% | +23.1% | +23.6% | +14.5% | +43.6% | +98.8% | +19.2% | 70% | Strong Up / Medium (15-25) | +2109% |
| 2026-01-22 Thursday | 2 | +49.4% | -13.7% | -17.0% | +8.0% | -2.1% | -5.2% | -22.2% | 66% | Sideways / Medium (15-25) | +82% |
| 2025-10-23 Thursday | +12.3% | +4.9% | +0.3% | +4.9% | -12.2% | +11.3% | -12.3% | 48% | Sideways / Medium (15-25) | +3121% | |
| 2025-07-24 Thursday | +1.9% | -8.6% | -8.5% | -4.3% | +13.5% | +17.2% | -16.2% | 38% | Strong Up / Medium (15-25) | -1170% | |
| 2025-04-24 Thursday | 2 | -8.2% | -8.2% | -6.7% | -0.3% | +2.5% | +6.5% | -10.0% | 93% | Mild Down / High (>25) | +2770% |
| 2025-01-30 Thursday | +1.0% | +0.5% | -2.9% | -0.3% | +22.1% | +37.7% | -6.2% | 43% | Mild Down / Medium (15-25) | +9% | |
| 2024-10-31 Thursday | -3.3% | +6.9% | +7.8% | +13.1% | +3.7% | +22.8% | +1.8% | 30% | Mild Up / Medium (15-25) | -1534% | |
| 2024-08-01 Thursday | -7.0% | -24.5% | -26.1% | -4.0% | -5.7% | -24.3% | -34.7% | 46% | Strong Down / Medium (15-25) | -80% | |
| 2024-04-25 Thursday | -19.8% | -9.5% | -9.2% | -4.3% | -5.3% | -7.3% | -15.0% | 39% | Mild Down / Medium (15-25) | +32% | |
| 2024-01-25 Thursday | -1.9% | -10.8% | -11.9% | -0.7% | -1.2% | -8.4% | -16.0% | 28% | Strong Up / Low (<15) | +20% | |
| 2023-10-26 Thursday | -7.6% | +6.6% | +9.3% | +6.1% | +24.1% | +38.6% | +6.4% | 28% | Mild Down / Medium (15-25) | +87% | |
| 2023-07-27 Thursday | +2.9% | +6.4% | +6.6% | -5.3% | -11.2% | +7.6% | -7.0% | 30% | Strong Up / Low (<15) | +546% | |
| 2023-04-27 Thursday | -5.3% | +7.1% | +4.0% | +1.0% | -11.4% | +9.1% | -9.7% | 22% | Sideways / Medium (15-25) | +72% | |
| 2023-01-26 Thursday | +16.0% | -10.0% | -6.4% | +7.2% | -9.6% | +3.6% | -16.2% | 31% | Strong Up / Medium (15-25) | -50% | |
| 2022-10-27 Thursday | -0.4% | +7.3% | +10.7% | -5.8% | +2.3% | +20.9% | +3.4% | 40% | Mild Up / High (>25) | +80% | |
| 2022-07-28 Thursday | +6.5% | -10.3% | -8.6% | -0.8% | -2.9% | -5.1% | -14.5% | 29% | Strong Up / Medium (15-25) | -58% | |
| 2022-04-28 Thursday | -8.9% | -4.0% | -6.9% | +3.1% | +0.5% | -0.4% | -13.3% | 33% | Strong Down / High (>25) | +9% | |
| 2022-01-26 Wednesday | -0.1% | -3.3% | -7.0% | +3.0% | -2.0% | -2.6% | -14.9% | 26% | Strong Down / High (>25) | +20% | |
| 2021-10-21 Thursday | +3.6% | -10.0% | -11.7% | -2.8% | +1.1% | -6.5% | -14.5% | 18% | Sideways / Medium (15-25) | +54% | |
| 2021-07-22 Thursday | +1.3% | -2.5% | -5.3% | +1.3% | -0.4% | -2.1% | -7.2% | 19% | Sideways / Medium (15-25) | +19% | |
| 2021-04-22 Thursday | +0.8% | -5.5% | -5.3% | -1.6% | -5.0% | -4.1% | -14.1% | 30% | Strong Up / Medium (15-25) | +22% | |
| 2021-01-21 Thursday | +34.7% | -5.8% | -9.3% | -1.0% | +11.9% | +1.9% | -14.7% | 39% | Mild Up / Medium (15-25) | +37% | |
| 2020-10-22 Thursday | +9.6% | -10.3% | -10.6% | -8.5% | -4.7% | -9.7% | -19.1% | 22% | Mild Up / High (>25) | +0% | |
| 2020-07-23 Thursday | +2.2% | -13.7% | -16.2% | -5.1% | -2.1% | -13.6% | -22.2% | 21% | Mild Up / High (>25) | +11% | |
| 2020-04-23 Thursday | +15.2% | -4.8% | +0.4% | +1.2% | +5.2% | +8.7% | -5.0% | 66% | Strong Up / High (>25) | +15% | |
| 2020-01-23 Thursday | +6.9% | +5.1% | +8.1% | -2.9% | -5.6% | +9.4% | +0.6% | 18% | Mild Up / Low (<15) | +21% | |
| 2019-10-24 Thursday | +2.6% | +3.8% | +8.1% | +0.1% | +3.7% | +13.2% | +3.2% | 22% | Strong Up / Low (<15) | +15% | |
| 2019-07-25 Thursday | +8.2% | +1.0% | -1.1% | -4.0% | -8.7% | +2.6% | -12.4% | 19% | Mild Up / Low (<15) | +18% | |
| 2019-04-25 Thursday | +8.4% | -8.4% | -9.0% | -3.6% | -14.6% | -7.8% | -25.1% | 17% | Mild Up / Low (<15) | +2% | |
| 2019-01-24 Thursday | +14.2% | -5.8% | -5.5% | +0.2% | +12.3% | +7.2% | -8.1% | 39% | Strong Up / Medium (15-25) | +5% | |
| 2018-10-25 Thursday | -3.4% | +2.9% | +3.1% | +5.5% | +2.5% | +11.9% | +0.3% | 39% | Strong Down / Medium (15-25) | +22% | |
| 2018-07-26 Thursday | +7.0% | -6.5% | -8.6% | +3.8% | -0.9% | -2.4% | -11.0% | 17% | Mild Up / Low (<15) | +7% | |
| 2018-04-26 Thursday | +7.0% | +4.5% | -0.6% | -0.8% | +4.4% | +5.2% | -3.5% | 40% | Sideways / Medium (15-25) | +21% | |
| 2018-01-25 Thursday | -1.7% | +6.8% | +10.6% | -4.8% | -4.0% | +12.2% | -6.6% | 25% | Strong Up / Low (<15) | +25% | |
| 2017-10-26 Thursday | +9.3% | +4.7% | +7.4% | +6.1% | +1.4% | +14.6% | +4.2% | 12% | Strong Up / Low (<15) | +26% | |
| 2017-07-27 Thursday | +2.2% | +0.5% | +1.0% | +4.1% | -1.0% | +5.7% | -0.9% | 17% | Mild Up / Low (<15) | +6% | |
| 2017-04-27 Thursday | +5.2% | -3.5% | -3.4% | +2.7% | +1.1% | +0.0% | -5.7% | 10% | Sideways / Low (<15) | +2% | |
| 2017-01-26 Thursday | +1.3% | +1.2% | +1.1% | -3.4% | -3.1% | +2.4% | -6.6% | 13% | Mild Down / Low (<15) | +6% | |
| 2016-10-18 Tuesday | +1.6% | -4.5% | -5.9% | -1.1% | -0.9% | -4.4% | -10.8% | 15% | Mild Up / Medium (15-25) | +11% | |
| 2016-07-20 Wednesday | +10.4% | -3.8% | -4.0% | +1.6% | +3.0% | -0.6% | -5.1% | 26% | Strong Up / Low (<15) | +11% | |
| 2016-04-19 Tuesday | -2.3% | -0.9% | +1.3% | -1.9% | -5.5% | +2.1% | -5.8% | 13% | Mild Up / Low (<15) | +13% | |
| 2016-01-14 Thursday | -6.9% | -9.2% | -9.1% | +0.6% | -2.9% | -5.0% | -14.7% | 27% | Strong Down / Medium (15-25) | +17% | |
| 2015-10-13 Tuesday | +7.8% | -2.0% | +2.4% | +1.9% | +2.0% | +9.3% | -3.7% | 21% | Strong Up / Medium (15-25) | +9% | |
| 2015-07-15 Wednesday | -6.2% | +2.6% | +0.7% | -4.3% | -0.7% | +2.7% | -7.0% | 20% | Mild Down / Low (<15) | +10% | |
| 2015-04-27 Monday | +1.6% | -0.6% | +1.6% | +1.2% | +1.0% | +4.0% | -1.0% | 22% | Mild Up / Low (<15) | -1% | |
| 2015-01-15 Thursday | +1.8% | -0.2% | +0.7% | 0.0% | -5.1% | +2.3% | -9.9% | 21% | Sideways / Medium (15-25) | +12% |
Methodology: reaction day = first trading day after the report (AMC assumed). Regimes are 20-trading-day returns (NVDA/SPY/SOX) and VIX close on the report date. Historical implied volatility before our options-DB coverage window (Nov 2025) is NOT reconstructed — realized volatility (HV20) is shown instead. Options strategy P&L and IV crush are priced from OUR OWN stored option chains (one row per contract per pull) for every cycle inside coverage; both sections grow automatically each quarter. Buckets with n<10 are exploratory. Correlation is not causation; small samples dominate the pre-announcement analysis. Pre-announcement registry: screeners/earnings_analysis/preannouncements_INTC.json.
Automated, data-driven · educational only · not financial advice.