The options market is pricing a ±11.1% (±$31.38) move for NET's 2026-08-06 · after close report. Over its last 8 reports, NET has actually moved ±10.2% on average (biggest: ±23.6%). That's a 0.93× realized-vs-implied ratio, so the options look fairly priced — NET'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 0% 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 |
|---|---|---|---|---|---|---|
| 2026-05-07 | 0.23 | -0.05 | miss | ±10% | -23.6% | -22.2% |
| 2026-02-10 | 0.27 | -0.07 | miss | ±11.1% | +5.2% | +7.6% |
| 2025-10-30 | 0.23 | -0.01 | miss | ±10% | +13.8% | +1.5% |
| 2025-07-31 | 0.18 | -0.13 | miss | ±9.7% | -3.6% | +1.3% |
| 2025-05-08 | 0.16 | -0.11 | miss | ±9.1% | +6.5% | +22.9% |
| 2025-02-06 | 0.18 | -0.03 | miss | ±9.7% | +17.8% | +24.7% |
| 2024-11-07 | 0.18 | -0.03 | miss | ±10.1% | -4.6% | -3.9% |
| 2024-08-01 | 0.14 | -0.03 | miss | ±11.4% | +6.8% | +3.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
NET is scheduled to report on 2026-08-06, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±11.1% (±$31.38) for NET's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 8 reports, NET 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, NET moved ±10.2% on average versus a ±11.1% implied move — a 0.93× 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 NET's positioning too: NET gamma exposure → · NET 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.
