The options market is pricing a ±7.6% (±$1.03) move for LI's 2026-08-27 · after close report. Over its last 8 reports, LI has actually moved ±5.5% on average (biggest: ±16.1%). That's a 0.72× realized-vs-implied ratio, so the options look overpriced — LI 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 0% of the time (3 quarters), and the 1-day reaction has been negative 38% of the time (avg -4.1%).
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 |
|---|---|---|---|---|---|---|
| 2026-05-28 | 0.00 | -0.33 | miss | ±5.5% | -1.5% | -5% |
| 2026-03-12 | 0.05 | 0.00 | miss | ±5.9% | -2.5% | -6.8% |
| 2025-11-26 | 0.04 | -0.09 | miss | ±6% | +0.6% | -1.2% |
| 2025-08-28 | — | 0.14 | — | ±7.9% | +2.9% | +6.6% |
| 2025-05-29 | — | 0.08 | — | ±7% | +2.1% | +5.6% |
| 2025-03-14 | — | 0.45 | — | ±7.3% | -4.4% | -6.8% |
| 2024-10-31 | — | 0.38 | — | ±9.9% | -13.6% | -14.6% |
| 2024-08-28 | — | 0.14 | — | ±7.8% | -16.1% | -10.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
LI is scheduled to report on 2026-08-27, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±7.6% (±$1.03) for LI's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 3 reports, LI has beaten EPS estimates 0% 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, LI moved ±5.5% on average versus a ±7.6% implied move — a 0.72× 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 LI's positioning too: LI gamma exposure → · LI 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.
