The options market is pricing a — move for GEV's 2026-10-28 · after close report. Over its last 8 reports, GEV has actually moved ±6% on average (biggest: ±14.6%). That's a 1.05× realized-vs-implied ratio, so the options look fairly priced — GEV's typical move is roughly in line with what's implied. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 63% of the time (8 quarters), and the 1-day reaction has been positive 75% of the time (avg +3.5%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-22 | 3.17 | 2.47 | miss | ±6.9% | -8.7% | -12.6% |
| 2026-04-22 | 1.79 | 1.98 | beat | ±5.1% | +13.7% | +9.8% |
| 2026-01-28 | 3.05 | 13.39 | beat | ±4.8% | +2.7% | +12.6% |
| 2025-10-22 | 1.78 | 1.64 | miss | ±6% | -1.6% | -2.5% |
| 2025-07-23 | 1.60 | 1.86 | beat | ±5% | +14.6% | +15.2% |
| 2025-04-23 | 0.45 | 0.91 | beat | ±7.1% | +3.1% | +13.8% |
| 2025-01-22 | 2.32 | 1.73 | miss | ±5.8% | +2.7% | -14.6% |
| 2024-10-23 | 0.22 | 0.35 | beat | ±5.3% | +1.3% | +8.1% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
GEV is scheduled to report on 2026-10-28, 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 GEV's live.
Over its last 8 reports, GEV 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, GEV moved ±6% on average versus a ±5.7% implied move — a 1.05× ratio, so the options have been fairly priced. It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See GEV's positioning too: GEV gamma exposure → · GEV 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.
