The options market is pricing a — move for JPM's 2026-10-13 · after close report. Over its last 8 reports, JPM has actually moved ±2.6% on average (biggest: ±4.4%). That's a 0.81× realized-vs-implied ratio, so the options look overpriced — JPM 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 25% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +0.7%).
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 | 5.59 | 6.14 | beat | ±2.9% | +2.5% | +1.3% |
| 2026-04-14 | 5.49 | 5.94 | beat | ±2.9% | -0.8% | +1.1% |
| 2026-01-13 | 5.01 | 5.23 | beat | ±3% | -4.2% | — |
| 2025-10-14 | 4.83 | 5.07 | beat | ±3.5% | -1.9% | -1.8% |
| 2025-07-15 | 4.51 | 4.96 | beat | ±3% | -0.7% | +0.8% |
| 2025-04-11 | 4.62 | 5.07 | beat | ±4.6% | +4% | +2.1% |
| 2025-01-15 | 4.03 | 4.81 | beat | ±3.1% | +2% | +6.3% |
| 2024-10-11 | 4.02 | 4.37 | beat | ±2.5% | +4.4% | +5.4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
JPM 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 JPM's live.
Over its last 8 reports, JPM 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, JPM moved ±2.6% on average versus a ±3.2% implied move — a 0.81× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 25% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See JPM's positioning too: JPM gamma exposure → · JPM 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.
