The options market is pricing a — move for PYPL's 2026-10-27 · after close report. Over its last 8 reports, PYPL has actually moved ±8% on average (biggest: ±20.3%). That's a 1.09× realized-vs-implied ratio, so the options look fairly priced — PYPL'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 88% of the time (8 quarters), and the 1-day reaction has been negative 38% of the time (avg -5.5%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-28 | 1.28 | 1.38 | beat | ±7.2% | +4% | — |
| 2026-05-05 | 1.27 | 1.34 | beat | ±7.9% | -7.7% | -10.6% |
| 2026-02-03 | 1.29 | 1.23 | miss | ±8% | -20.3% | -21.4% |
| 2025-10-28 | 1.19 | 1.34 | beat | ±7.4% | +3.9% | -2.7% |
| 2025-07-29 | 1.30 | 1.40 | beat | ±6.5% | -8.7% | -13.1% |
| 2025-04-29 | 1.15 | 1.33 | beat | ±7% | +2.1% | +5.6% |
| 2025-02-04 | 1.13 | 1.19 | beat | ±6.9% | -13.2% | -12.6% |
| 2024-10-29 | 1.08 | 1.20 | beat | ±7.7% | -4% | -6.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
PYPL 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 PYPL's live.
Over its last 8 reports, PYPL has beaten EPS estimates 88% 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, PYPL moved ±8% on average versus a ±7.3% implied move — a 1.09× 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 PYPL's positioning too: PYPL gamma exposure → · PYPL 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.
