The options market is pricing a — move for BABA's 2026-11-24 · after close report. Over its last 8 reports, BABA has actually moved ±6.2% on average (biggest: ±12.9%). That's a 1.2× realized-vs-implied ratio, so the options look underpriced — BABA 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 13% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +1.4%).
Longer run: across all 21 reports on record (since 2019-11-01), the options overpriced BABA's move 48% of the time — less often than the 57% market-wide average. Median actual move was 1.02× the implied (mean implied ±5.4%, mean actual ±5.4%), so on this longer sample the options screen fairly priced. See how that compares across 2,422 prints →
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 |
|---|---|---|---|---|---|---|
| 2026-08-20 | 1.94 | 1.01 | miss | ±5.5% | +1.3% | -7% |
| 2026-05-13 | 1.22 | -0.07 | miss | ±5.3% | +8.2% | +0.6% |
| 2026-03-19 | 1.91 | 0.90 | miss | ±4.6% | -7.1% | -3.4% |
| 2025-11-25 | 0.66 | 0.44 | miss | ±5.7% | -2.3% | +2.2% |
| 2025-08-29 | 2.13 | 1.89 | miss | ±4.9% | +12.9% | +9.5% |
| 2025-05-15 | 1.48 | 1.57 | beat | ±5% | -7.6% | -7.8% |
| 2025-02-20 | 3.08 | 2.77 | miss | ±5.7% | +8.1% | +10.6% |
| 2024-11-15 | 2.26 | 1.93 | miss | ±4.7% | -2.2% | -5.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
BABA is scheduled to report on 2026-11-24, 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 BABA's live.
Over its last 8 reports, BABA has beaten EPS estimates 13% 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, BABA moved ±6.2% on average versus a ±5.2% implied move — a 1.2× 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 BABA's positioning too: BABA gamma exposure → · BABA options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
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.
