The options market is pricing a — move for QCOM's 2026-11-04 · after close report. Over its last 8 reports, QCOM has actually moved ±6.3% on average (biggest: ±15.1%). That's a 1.06× realized-vs-implied ratio, so the options look fairly priced — QCOM'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 0% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -2.5%).
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 |
|---|---|---|---|---|---|---|
| 2026-07-29 | 2.22 | 1.53 | miss | ±6.8% | -2.6% | — |
| 2026-04-29 | 2.57 | 1.95 | miss | ±6.9% | +15.1% | +23.4% |
| 2026-02-04 | 3.39 | 2.80 | miss | ±5.5% | -8.5% | -5.3% |
| 2025-11-05 | 2.87 | 2.56 | miss | ±5.1% | -3.6% | -1.7% |
| 2025-07-30 | 2.70 | 2.29 | miss | ±5% | -7.7% | -8.3% |
| 2025-04-30 | 2.82 | 2.35 | miss | ±5.5% | -8.9% | -2.8% |
| 2025-02-05 | 2.93 | 2.86 | miss | ±5.6% | -3.7% | -3.2% |
| 2024-11-06 | 2.56 | 2.26 | miss | ±6.8% | 0% | -7.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
QCOM is scheduled to report on 2026-11-04, 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 QCOM's live.
Over its last 8 reports, QCOM has beaten EPS estimates 0% 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, QCOM moved ±6.3% on average versus a ±5.9% implied move — a 1.06× 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 QCOM's positioning too: QCOM gamma exposure → · QCOM 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.
