The options market is pricing a ±3.3% (±$2.64) move for AIG's 2026-08-06 · after close report. Over its last 8 reports, AIG has actually moved ±3.7% on average (biggest: ±5.5%). That's a 1.13× realized-vs-implied ratio, so the options look underpriced — AIG 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 63% of those prints, beaten EPS estimates 88% of the time (8 quarters), and the 1-day reaction has been negative 50% of the time (avg -0.1%).
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 |
|---|---|---|---|---|---|---|
| 2026-04-30 | 1.90 | 2.11 | beat | ±3.8% | +5.3% | +2.2% |
| 2026-02-10 | 1.89 | 1.96 | beat | ±3.4% | +4.6% | +5.9% |
| 2025-11-04 | 1.68 | 2.20 | beat | ±3.2% | -5.4% | -5.6% |
| 2025-08-06 | 1.58 | 1.81 | beat | ±3.2% | -3.1% | +1% |
| 2025-05-01 | 1.05 | 1.17 | beat | ±3.3% | +3.5% | +1.2% |
| 2025-02-11 | 1.26 | 1.30 | beat | ±3.3% | +1.2% | -0.6% |
| 2024-11-04 | 1.13 | 1.23 | beat | ±4.6% | -1.2% | -1.2% |
| 2024-07-31 | 1.39 | 1.16 | miss | ±3.6% | -5.5% | -10.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
AIG 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 ±3.3% (±$2.64) for AIG's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 8 reports, AIG has beaten EPS estimates 88% 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, AIG moved ±3.7% on average versus a ±3.3% implied move — a 1.13× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 63% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See AIG's positioning too: AIG gamma exposure → · AIG 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.
