The options market is pricing a — move for DELL's 2026-11-24 · after close report. Over its last 8 reports, DELL has actually moved ±13% on average (biggest: ±32.8%). That's a 1.72× realized-vs-implied ratio, so the options look underpriced — DELL 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 38% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +6.1%).
Longer run: across all 20 reports on record (since 2019-11-26), the options overpriced DELL's move 35% of the time — less often than the 57% market-wide average. Median actual move was 1.33× the implied (mean implied ±7.2%, mean actual ±11.8%), so on this longer sample the options screen cheap. 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 |
|---|---|---|---|---|---|---|
| 2026-09-01 | 4.95 | 6.76 | beat | ±9.4% | +15.8% | +25.6% |
| 2026-05-28 | 3.04 | 4.63 | beat | ±8.7% | +32.8% | +33.1% |
| 2026-02-26 | 3.54 | 3.61 | beat | ±6.9% | +21.9% | +20.6% |
| 2025-11-25 | 2.48 | 2.35 | miss | ±7.1% | +5.8% | +8% |
| 2025-08-28 | 2.31 | 2.10 | miss | ±6.6% | -8.9% | -5.5% |
| 2025-05-29 | 1.72 | 1.41 | miss | ±6.5% | -2.1% | -1.6% |
| 2025-02-27 | 2.53 | 2.42 | miss | ±7.7% | -4.7% | -13.7% |
| 2024-11-26 | 2.06 | 1.92 | miss | ±7.7% | -12.2% | -11.4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
DELL 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 DELL's live.
Over its last 8 reports, DELL has beaten EPS estimates 38% 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, DELL moved ±13% on average versus a ±7.6% implied move — a 1.72× 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 DELL's positioning too: DELL gamma exposure → · DELL options flow →
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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.
