Tour
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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
2768 earnings events · 2347 with EPS
Avg |reaction|6.56%
Closed higher51.6%
Broke expected move (≤3 DTE)26.9%
Avg IV crush-10.0%
Q3 2026
4109 earnings events · 3287 with EPS
Avg |reaction|6.67%
Closed higher50.4%
Broke expected move (≤3 DTE)22.7%
Avg IV crush-13.5%
Q2 2026
3839 earnings events · 3290 with EPS
Avg |reaction|6.84%
Closed higher48.6%
Broke expected move (≤3 DTE)25.1%
Avg IV crush-10.8%
Q1 2026
3903 earnings events · 3331 with EPS
Avg |reaction|6.96%
Closed higher48.3%
Broke expected move (≤3 DTE)19.2%
Avg IV crush-10.1%
Q4 2025
3200 earnings events · 3136 with EPS
Avg |reaction|7.15%
Closed higher48.4%
Broke expected move (≤3 DTE)27.4%
Avg IV crush-14.4%
Q3 2025
3012 earnings events · 2954 with EPS
Avg |reaction|7.33%
Closed higher49.0%
Options data—
Avg IV crush—
Q2 2025
2353 earnings events · 2318 with EPS
Avg |reaction|7.06%
Closed higher52.4%
Options data—
Avg IV crush—
Q1 2025
1521 earnings events · 1498 with EPS
Avg |reaction|7.25%
Closed higher46.5%
Options data—
Avg IV crush—
Automated, data-driven · educational only · not financial advice.