The options market is pricing a — move for NKE's 2026-09-29 · after close report. Over its last 8 reports, NKE has actually moved ±8.1% on average (biggest: ±15.5%). That's a 1.1× realized-vs-implied ratio, so the options look fairly priced — NKE's typical move is roughly in line with what's implied. It has exceeded the implied move in 50% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been negative 38% of the time (avg -1.5%).
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 |
|---|---|---|---|---|---|---|
| 2026-06-30 | 0.11 | 0.20 | beat | ±8.4% | +4.9% | +5.3% |
| 2026-03-31 | 0.29 | 0.35 | beat | ±7% | -15.5% | -19.2% |
| 2025-12-18 | 0.37 | 0.53 | beat | ±6.3% | -10.5% | — |
| 2025-09-30 | 0.27 | 0.49 | beat | ±7.8% | +6.4% | -1.2% |
| 2025-06-26 | 0.12 | 0.14 | beat | ±6.6% | +15.2% | +22% |
| 2025-03-20 | 0.28 | 0.54 | beat | ±6.7% | -5.5% | -8.4% |
| 2024-12-19 | 0.63 | 0.78 | beat | ±10% | -0.2% | -0.2% |
| 2024-10-01 | 0.51 | 0.70 | beat | ±6.3% | -6.8% | -9.4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
NKE is scheduled to report on 2026-09-29, 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 NKE's live.
Over its last 8 reports, NKE 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, NKE moved ±8.1% on average versus a ±7.4% implied move — a 1.1× ratio, so the options have been fairly priced. It exceeded the implied move 50% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See NKE's positioning too: NKE gamma exposure → · NKE 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.
