The options market is pricing a ±2.6% (±$3.3) move for AFL's 2026-08-06 · after close report. Over its last 8 reports, AFL has actually moved ±3.9% on average (biggest: ±6.6%). That's a 1.5× realized-vs-implied ratio, so the options look underpriced — AFL has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 75% of those prints, beaten EPS estimates 50% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +0%).
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 |
|---|---|---|---|---|---|---|
| 2026-04-29 | 1.80 | 1.75 | miss | ±2.8% | -2.2% | -2.4% |
| 2026-02-04 | 1.71 | 1.57 | miss | ±2.7% | +3.4% | +2.3% |
| 2025-11-04 | 1.80 | 2.49 | beat | ±2.9% | +2.2% | +4.6% |
| 2025-08-05 | 1.71 | 1.78 | beat | ±3.2% | +3.4% | +4.7% |
| 2025-04-30 | 1.68 | 1.66 | miss | ±3.8% | -4.7% | -1.6% |
| 2025-02-05 | 1.63 | 1.56 | miss | ±3.7% | -3.9% | -4.1% |
| 2024-10-30 | 1.70 | 2.16 | beat | ±3.6% | -4.8% | -1.4% |
| 2024-07-31 | 1.59 | 1.83 | beat | ±3% | +6.6% | +4.1% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
AFL is scheduled to report on 2026-08-06, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±2.6% (±$3.3) for AFL's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 8 reports, AFL has beaten EPS estimates 50% 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, AFL moved ±3.9% on average versus a ±2.6% implied move — a 1.5× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 75% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See AFL's positioning too: AFL gamma exposure → · AFL 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.
