The options market is pricing a — move for AXP's 2026-10-16 · after close report. Over its last 8 reports, AXP has actually moved ±3.1% on average (biggest: ±7.3%). That's a 0.89× realized-vs-implied ratio, so the options look fairly priced — AXP's typical move is roughly in line with what's implied. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 88% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -1.3%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-24 | 4.41 | 4.53 | beat | ±3% | -4.3% | -1% |
| 2026-04-23 | 4.03 | 4.28 | beat | ±3.2% | -4.3% | -5.2% |
| 2026-01-30 | 3.54 | 3.53 | miss | ±4% | -1.8% | -1.1% |
| 2025-10-17 | 3.96 | 4.14 | beat | ±3.4% | +7.3% | +9.8% |
| 2025-07-18 | 3.86 | 4.08 | beat | ±3.1% | -2.3% | -2.3% |
| 2025-04-17 | 3.46 | 3.64 | beat | ±4% | -0.6% | +2.9% |
| 2025-01-24 | 3.03 | 3.04 | beat | ±3.4% | -1.4% | -2.1% |
| 2024-10-18 | 3.27 | 3.49 | beat | ±4.2% | -3.1% | -5.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
AXP is scheduled to report on 2026-10-16, 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 AXP's live.
Over its last 8 reports, AXP 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, AXP moved ±3.1% on average versus a ±3.5% implied move — a 0.89× ratio, so the options have been fairly priced. It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See AXP's positioning too: AXP gamma exposure → · AXP 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.
