The options market is pricing a — move for LRCX's 2026-10-28 · after close report. Over its last 8 reports, LRCX has actually moved ±6.5% on average (biggest: ±18%). That's a 1.1× realized-vs-implied ratio, so the options look fairly priced — LRCX'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 75% of the time (avg +4.7%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-29 | 1.69 | 1.82 | beat | ±7.9% | +18% | — |
| 2026-04-22 | 1.36 | 1.47 | beat | ±6% | -2.6% | -6.3% |
| 2026-01-28 | 1.17 | 1.27 | beat | ±6.2% | +3.6% | -12.4% |
| 2025-10-22 | 1.22 | 1.26 | beat | ±5.2% | +4.5% | +13.7% |
| 2025-07-30 | 1.20 | 1.33 | beat | ±4.8% | -4.3% | -3.2% |
| 2025-04-23 | 1.00 | 1.04 | beat | ±5.4% | +6.2% | +7.4% |
| 2025-01-29 | 0.87 | 0.91 | beat | ±5.7% | +7.4% | +9% |
| 2024-10-23 | 0.80 | 0.86 | beat | ±6% | +5.1% | +4.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
LRCX 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 LRCX's live.
Over its last 8 reports, LRCX 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, LRCX moved ±6.5% on average versus a ±5.9% implied move — a 1.1× 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 LRCX's positioning too: LRCX gamma exposure → · LRCX 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.
