The options market is pricing a — move for ADBE's 2026-09-10 · after close report. Over its last 8 reports, ADBE has actually moved ±7.3% on average (biggest: ±13.9%). That's a 1.07× realized-vs-implied ratio, so the options look fairly priced — ADBE's typical move is roughly in line with what's implied. It has exceeded the implied move in 50% of those prints, beaten EPS estimates 0% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -6.7%).
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-06-11 | 5.83 | 4.58 | miss | ±7.7% | -6.8% | -10.8% |
| 2026-03-12 | 5.88 | 4.83 | miss | ±5.9% | -7.6% | -8.8% |
| 2025-12-10 | 5.39 | 4.55 | miss | ±5.9% | +2.1% | +3.4% |
| 2025-09-11 | 5.17 | 4.29 | miss | ±9.1% | -0.3% | +4.8% |
| 2025-06-12 | 4.96 | 4.10 | miss | ±6.2% | -5.3% | — |
| 2025-03-12 | 4.97 | 4.28 | miss | ±6.8% | -13.9% | -11.6% |
| 2024-12-11 | 4.67 | 4.07 | miss | ±6.5% | -13.7% | -19.8% |
| 2024-09-12 | 4.53 | 3.81 | miss | ±6% | -8.5% | -10.2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
ADBE is scheduled to report on 2026-09-10, after the close. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show ADBE's live.
Over its last 8 reports, ADBE has beaten EPS estimates 0% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, ADBE moved ±7.3% on average versus a ±6.8% implied move — a 1.07× ratio, so the options have been fairly priced. It exceeded the implied move 50% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See ADBE's positioning too: ADBE gamma exposure → · ADBE options flow →
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
