The options market is pricing a — move for OKE's 2026-10-27 · after close report. Over its last 8 reports, OKE has actually moved ±3% on average (biggest: ±6.5%). That's a 0.42× realized-vs-implied ratio, so the options look overpriced — OKE 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 25% of those prints, beaten EPS estimates 63% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -2.8%).
Longer run: across all 19 reports on record (since 2022-02-28), the options overpriced OKE's move 84% of the time — more often than the 57% market-wide average. Median actual move was 0.5× the implied (mean implied ±5.4%, mean actual ±2.7%), 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 |
|---|---|---|---|---|---|---|
| 2026-08-03 | 1.39 | 1.53 | beat | ±5.1% | -0.7% | +2.4% |
| 2026-04-28 | 1.28 | 1.30 | beat | ±5.2% | -0.5% | +0.3% |
| 2026-02-23 | 1.50 | 1.55 | beat | ±6.5% | -5.1% | -1.4% |
| 2025-10-28 | 1.46 | 1.49 | beat | ±6.1% | -2.7% | -6.9% |
| 2025-08-04 | 1.34 | 1.34 | inline | ±4.4% | -5.2% | -7.7% |
| 2025-04-29 | 1.23 | 1.04 | miss | ±6.3% | -6.5% | -9.8% |
| 2025-02-24 | 1.45 | 1.57 | beat | ±19.1% | -2.4% | -1.4% |
| 2024-10-29 | 1.23 | 1.18 | miss | ±4% | +0.6% | +3.2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
OKE 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 OKE's live.
Over its last 8 reports, OKE 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, OKE moved ±3% on average versus a ±7.1% implied move — a 0.42× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 25% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See OKE's positioning too: OKE gamma exposure → · OKE options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
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.
