The options market is pricing a — move for PFE's 2026-11-03 · after close report. Over its last 8 reports, PFE has actually moved ±2.2% on average (biggest: ±5.2%). That's a 0.64× realized-vs-implied ratio, so the options look overpriced — PFE 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 100% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +0.4%).
Longer run: across all 20 reports on record (since 2020-01-28), the options overpriced PFE's move 80% of the time — more often than the 57% market-wide average. Median actual move was 0.46× the implied (mean implied ±3.6%, mean actual ±2.2%), 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 |
|---|---|---|---|---|---|---|
| 2026-08-04 | 0.68 | 0.77 | beat | ±2.6% | +1.5% | +8.1% |
| 2026-05-05 | 0.71 | 0.75 | beat | ±3.7% | +0.6% | -1.9% |
| 2026-02-03 | 0.57 | 0.66 | beat | ±3.2% | -3.3% | +1.5% |
| 2025-11-04 | 0.66 | 0.87 | beat | ±4.2% | -1.5% | -1.1% |
| 2025-08-05 | 0.58 | 0.78 | beat | ±4% | +5.2% | +4.5% |
| 2025-04-29 | 0.64 | 0.92 | beat | ±3.4% | +3.2% | +3.6% |
| 2025-02-04 | 0.48 | 0.63 | beat | ±3.6% | -1.3% | -1.3% |
| 2024-10-29 | 0.64 | 1.06 | beat | ±3.4% | -1.4% | -3.8% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
PFE is scheduled to report on 2026-11-03, 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 PFE's live.
Over its last 8 reports, PFE 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, PFE moved ±2.2% on average versus a ±3.5% implied move — a 0.64× 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 PFE's positioning too: PFE gamma exposure → · PFE 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.
