The options market is pricing a — move for C's 2026-10-13 · after close report. Over its last 8 reports, C has actually moved ±4% on average (biggest: ±6.5%). That's a 1.14× realized-vs-implied ratio, so the options look underpriced — C 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 100% of the time (8 quarters), and the 1-day reaction has been positive 63% of the time (avg +0.6%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-14 | 2.72 | 3.15 | beat | ±3.6% | -5.3% | -8.5% |
| 2026-04-14 | 2.64 | 3.06 | beat | ±3.2% | +2.6% | +5.4% |
| 2026-01-14 | 1.65 | 1.81 | beat | ±3.3% | -3.3% | -3% |
| 2025-10-14 | 1.91 | 2.24 | beat | ±4.1% | +3.9% | +3.3% |
| 2025-07-15 | 1.61 | 1.96 | beat | ±3.6% | +3.7% | +5.9% |
| 2025-04-15 | 1.84 | 1.96 | beat | ±4.2% | +1.8% | -0.8% |
| 2025-01-15 | 1.25 | 1.34 | beat | ±3.4% | +6.5% | +11.1% |
| 2024-10-15 | 1.34 | 1.51 | beat | ±2.9% | -5.1% | -6.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
C is scheduled to report on 2026-10-13, 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 C's live.
Over its last 8 reports, C has beaten EPS estimates 100% 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, C moved ±4% on average versus a ±3.5% implied move — a 1.14× 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 C's positioning too: C gamma exposure → · C 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.
