The options market is pricing a — move for GS's 2026-10-13 · after close report. Over its last 8 reports, GS has actually moved ±3.3% on average (biggest: ±9%). That's a 0.9× realized-vs-implied ratio, so the options look fairly priced — GS'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 100% of the time (8 quarters), and the 1-day reaction has been positive 63% of the time (avg +2.3%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-14 | 14.47 | 20.98 | beat | ±3.9% | +9% | +0.9% |
| 2026-04-13 | 16.34 | 17.55 | beat | ±3.9% | -1.9% | +2% |
| 2026-01-15 | 11.77 | 14.01 | beat | ±3% | +4.6% | +2.2% |
| 2025-10-14 | 11.11 | 12.25 | beat | ±3.7% | -2% | -3% |
| 2025-07-16 | 9.43 | 10.91 | beat | ±2.8% | +0.9% | -0.3% |
| 2025-04-14 | 12.71 | 14.12 | beat | ±6.1% | +1.9% | — |
| 2025-01-15 | 7.99 | 11.95 | beat | ±3.3% | +6% | +11.1% |
| 2024-10-15 | 6.85 | 8.40 | beat | ±2.7% | -0.1% | -0.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
GS is scheduled to report on 2026-10-13, 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 GS's live.
Over its last 8 reports, GS 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, GS moved ±3.3% on average versus a ±3.7% implied move — a 0.9× 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 GS's positioning too: GS gamma exposure → · GS 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.
