The options market is pricing a — move for F's 2026-10-22 · after close report. Over its last 8 reports, F has actually moved ±4.8% on average (biggest: ±12.2%). That's a 0.82× realized-vs-implied ratio, so the options look overpriced — F has historically moved less than what's priced, which favors selling premium (iron condor / credit spreads) if you have an edge. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 75% of the time (8 quarters), and the 1-day reaction has been positive 63% of the time (avg +0.5%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-28 | 0.33 | 0.42 | beat | ±5.5% | +2.1% | — |
| 2026-04-29 | 0.20 | 0.66 | beat | ±5.4% | -1.3% | -0.6% |
| 2026-02-10 | 0.17 | 0.13 | miss | ±4.9% | +2.1% | +4.1% |
| 2025-10-23 | 0.38 | 0.45 | beat | ±5.2% | +12.2% | +5.8% |
| 2025-07-30 | 0.34 | 0.37 | beat | ±5.5% | +1.8% | +3.1% |
| 2025-05-05 | 0.00 | 0.14 | beat | ±6.2% | +2.7% | +3.7% |
| 2025-02-05 | 0.34 | 0.39 | beat | ±6.5% | -7.5% | -7.8% |
| 2024-10-28 | 0.49 | 0.49 | inline | ±7.4% | -8.4% | -8.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
F is scheduled to report on 2026-10-22, 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 F's live.
Over its last 8 reports, F has beaten EPS estimates 75% 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, F moved ±4.8% on average versus a ±5.8% implied move — a 0.82× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See F's positioning too: F gamma exposure → · F 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.
