The options market is pricing a — move for GME's 2026-09-08 · after close report. Over its last 8 reports, GME has actually moved ±5.7% on average (biggest: ±12%). That's a 0.69× realized-vs-implied ratio, so the options look overpriced — GME 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 13% of those prints, beaten EPS estimates 100% of the time (5 quarters), and the 1-day reaction has been positive 63% of the time (avg +0.3%).
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 |
|---|---|---|---|---|---|---|
| 2026-06-09 | — | — | — | ±2.6% | +0.6% | -3.7% |
| 2026-03-24 | — | — | — | ±6% | +1.2% | +1% |
| 2025-12-09 | — | 0.24 | — | ±7.9% | -4.3% | -3.6% |
| 2025-09-09 | 0.17 | 0.23 | beat | ±8.5% | +3.3% | +11.7% |
| 2025-06-10 | 0.07 | 0.15 | beat | ±9.7% | -5.3% | -23.7% |
| 2025-03-25 | 0.08 | 0.27 | beat | ±8.5% | +11.7% | -11% |
| 2024-12-10 | 0.00 | 0.05 | beat | ±11.2% | +7.6% | +16.1% |
| 2024-09-10 | -0.01 | 0.01 | beat | ±12.4% | -12% | -14% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
GME is scheduled to report on 2026-09-08, 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 GME's live.
Over its last 5 reports, GME 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, GME moved ±5.7% on average versus a ±8.3% implied move — a 0.69× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 13% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See GME's positioning too: GME gamma exposure → · GME 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.
