The options market is pricing a — move for NVDA's 2026-11-18 · after close report. Over its last 8 reports, NVDA has actually moved ±4% on average (biggest: ±8.7%). That's a 0.67× realized-vs-implied ratio, so the options look overpriced — NVDA 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 38% of those prints, beaten EPS estimates 63% of the time (8 quarters), and the 1-day reaction has been negative 38% of the time (avg -0.9%).
Longer run: across all 20 reports on record (since 2019-11-14), the options overpriced NVDA's move 60% of the time — more often than the 57% market-wide average. Median actual move was 0.72× the implied (mean implied ±6.4%, mean actual ±6.3%), so on this longer sample the options screen rich. See how that compares across 2,422 prints →
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 |
|---|---|---|---|---|---|---|
| 2026-08-26 | 2.09 | 2.22 | beat | ±5.1% | +8.7% | +7% |
| 2026-05-20 | 1.77 | 1.87 | beat | ±5% | -1.8% | -4.9% |
| 2026-02-25 | 1.52 | 1.57 | beat | ±5.2% | -5.5% | -6.4% |
| 2025-11-19 | 1.24 | 1.24 | inline | ±6.1% | -3.2% | -3.4% |
| 2025-08-27 | 1.00 | 0.99 | miss | ±5.6% | -0.8% | -6% |
| 2025-05-28 | 0.85 | 0.77 | miss | ±5.8% | +3.2% | +5.2% |
| 2025-02-26 | 0.84 | 0.85 | beat | ±7.7% | -8.5% | -10.6% |
| 2024-11-20 | 0.75 | 0.78 | beat | ±7.5% | +0.5% | -7.2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
NVDA is scheduled to report on 2026-11-18, 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 NVDA's live.
Over its last 8 reports, NVDA has beaten EPS estimates 63% 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, NVDA moved ±4% on average versus a ±6% implied move — a 0.67× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See NVDA's positioning too: NVDA gamma exposure → · NVDA options flow →
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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.
