The options market is pricing a — move for NEE's 2026-10-27 · after close report. Over its last 8 reports, NEE has actually moved ±3.1% on average (biggest: ±6.9%). That's a 1× realized-vs-implied ratio, so the options look fairly priced — NEE'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 88% of the time (8 quarters), and the 1-day reaction has been negative 50% 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 |
|---|---|---|---|---|---|---|
| 2026-07-24 | 1.12 | 1.15 | beat | ±2% | 0% | -2.1% |
| 2026-04-23 | 0.98 | 1.09 | beat | ±2.5% | +6.9% | +4.6% |
| 2026-01-27 | 0.53 | 0.54 | beat | ±3% | +2% | +1% |
| 2025-10-28 | 1.04 | 1.13 | beat | ±3.4% | -2.9% | -4.9% |
| 2025-07-23 | 1.00 | 1.05 | beat | ±3.2% | -6.1% | -7.2% |
| 2025-04-23 | 0.97 | 0.99 | beat | ±4.2% | +0.9% | +0.9% |
| 2025-01-28 | 0.51 | 0.53 | beat | ±2.9% | -4.5% | -3.8% |
| 2024-10-23 | 1.06 | 1.03 | miss | ±3.7% | +1.5% | -4.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
NEE is scheduled to report on 2026-10-27, 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 NEE's live.
Over its last 8 reports, NEE has beaten EPS estimates 88% 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, NEE moved ±3.1% on average versus a ±3.1% implied move — a 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 NEE's positioning too: NEE gamma exposure → · NEE 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.
