The options market is pricing a ±11% (±$156.44) move for SNDK's 2026-08-05 · after close report. Over its last 5 reports, SNDK has actually moved ±8% on average (biggest: ±15.3%). That's a 0.72× realized-vs-implied ratio, so the options look overpriced — SNDK 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 20% of those prints, beaten EPS estimates 60% of the time (5 quarters), and the 1-day reaction has been positive 80% of the time (avg +6.1%).
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 |
|---|---|---|---|---|---|---|
| 2026-04-30 | 14.11 | 23.22 | beat | ±8.3% | +8.3% | +22.2% |
| 2026-01-29 | 3.54 | 5.83 | beat | ±8.6% | +6.9% | +6.8% |
| 2025-11-06 | 0.85 | 0.90 | beat | ±7.9% | +15.3% | +17.3% |
| 2025-08-14 | 0.02 | 0.02 | inline | ±7.7% | -4.6% | -2.5% |
| 2025-05-07 | -0.39 | -0.60 | miss | ±11.6% | +4.8% | +19.9% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
SNDK is scheduled to report on 2026-08-05, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±11% (±$156.44) for SNDK's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 5 reports, SNDK has beaten EPS estimates 60% 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 5 reports, SNDK moved ±8% on average versus a ±11% implied move — a 0.72× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 20% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See SNDK's positioning too: SNDK gamma exposure → · SNDK 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.
