The options market is pricing a — move for CVNA's 2026-11-04 · after close report. Over its last 8 reports, CVNA has actually moved ±11% on average (biggest: ±19.3%). That's a 1× realized-vs-implied ratio, so the options look fairly priced — CVNA's typical move is roughly in line with what's implied. It has exceeded the implied move in 50% of those prints, beaten EPS estimates 63% of the time (8 quarters), and the 1-day reaction has been positive 38% 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 |
|---|---|---|---|---|---|---|
| 2026-07-29 | 0.42 | 0.42 | inline | ±9.8% | -7.4% | — |
| 2026-04-29 | 0.28 | 0.07 | miss | ±10.7% | -0.2% | -1.8% |
| 2026-02-18 | 0.23 | 0.84 | beat | ±12.5% | -7.9% | -7.4% |
| 2025-10-29 | 0.27 | 0.21 | miss | ±11.5% | -13.8% | -12.5% |
| 2025-07-30 | 0.22 | 0.26 | beat | ±10.1% | +17% | +6.4% |
| 2025-05-07 | 0.15 | 0.30 | beat | ±11.2% | +10.2% | +17.9% |
| 2025-02-19 | 0.05 | 0.11 | beat | ±11.3% | -12.1% | -17.5% |
| 2024-10-30 | 0.04 | 0.13 | beat | ±11.2% | +19.3% | +15.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
CVNA is scheduled to report on 2026-11-04, 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 CVNA's live.
Over its last 8 reports, CVNA has beaten EPS estimates 63% 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, CVNA moved ±11% on average versus a ±11% implied move — a 1× ratio, so the options have been fairly priced. It exceeded the implied move 50% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See CVNA's positioning too: CVNA gamma exposure → · CVNA 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.
