The options market is pricing a — move for SNOW's 2026-12-02 · after close report. Over its last 8 reports, SNOW has actually moved ±17.2% on average (biggest: ±36.5%). That's a 1.71× realized-vs-implied ratio, so the options look underpriced — SNOW has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 75% of those prints, beaten EPS estimates 0% of the time (8 quarters), and the 1-day reaction has been positive 88% of the time (avg +14.4%).
Longer run: across all 19 reports on record (since 2022-03-02), the options overpriced SNOW's move 37% of the time — less often than the 57% market-wide average. Median actual move was 1.46× the implied (mean implied ±9.8%, mean actual ±14.1%), so on this longer sample the options screen cheap. 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 |
|---|---|---|---|---|---|---|
| 2026-09-02 | 0.45 | -0.44 | miss | ±11.6% | +16.6% | +8.4% |
| 2026-05-27 | 0.32 | -0.70 | miss | ±12.1% | +36.5% | +37.7% |
| 2026-02-25 | 0.27 | -0.80 | miss | ±9.8% | +2.3% | -0.6% |
| 2025-12-03 | 0.31 | -0.84 | miss | ±7.9% | -11.4% | -18.3% |
| 2025-08-27 | 0.26 | -0.80 | miss | ±9.4% | +20.3% | +14.4% |
| 2025-05-21 | 0.22 | -0.91 | miss | ±8.6% | +13.4% | +14.1% |
| 2025-02-26 | 0.17 | -0.90 | miss | ±10.7% | +4.5% | +6.7% |
| 2024-11-20 | 0.15 | -0.88 | miss | ±10.6% | +32.7% | +34.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
SNOW is scheduled to report on 2026-12-02, 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 SNOW's live.
Over its last 8 reports, SNOW 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, SNOW moved ±17.2% on average versus a ±10.1% implied move — a 1.71× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 75% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See SNOW's positioning too: SNOW gamma exposure → · SNOW options flow →
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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.
