The options market is pricing a — move for TSLA's 2027-01-27 · after close report. Over its last 8 reports, TSLA has actually moved ±5.4% on average (biggest: ±14.5%). That's a 0.9× realized-vs-implied ratio, so the options look fairly priced — TSLA's typical move is roughly in line with what's implied. It has exceeded the implied move in 25% of those prints, beaten EPS estimates 0% of the time (8 quarters), and the 1-day reaction has been negative 38% of the time (avg -2.8%).
Longer run: across all 20 reports on record (since 2020-01-29), the options overpriced TSLA's move 40% of the time — less often than the 57% market-wide average. Median actual move was 1.51× the implied (mean implied ±6.1%, mean actual ±8.6%), 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 |
|---|---|---|---|---|---|---|
| 2026-10-21 | 0.45 | 0.20 | miss | ±4.7% | -3.1% | +4.6% |
| 2026-07-22 | 0.51 | 0.04 | miss | ±5% | -14.5% | -20.2% |
| 2026-04-22 | 0.36 | 0.18 | miss | ±4.5% | -3.6% | -3.8% |
| 2026-01-28 | 0.45 | 0.31 | miss | ±4.8% | -3.5% | -5.9% |
| 2025-10-22 | 0.53 | 0.37 | miss | ±5.8% | +2.3% | +5.1% |
| 2025-07-23 | 0.39 | 0.27 | miss | ±6.1% | -8.2% | -4.1% |
| 2025-04-22 | 0.44 | 0.15 | miss | ±9.4% | +5.4% | +22.7% |
| 2025-01-29 | 0.75 | 0.66 | miss | ±7.9% | +2.9% | -2.8% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
TSLA is scheduled to report on 2027-01-27, 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 TSLA's live.
Over its last 8 reports, TSLA 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, TSLA moved ±5.4% on average versus a ±6% implied move — a 0.9× ratio, so the options have been fairly priced. It exceeded the implied move 25% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See TSLA's positioning too: TSLA gamma exposure → · TSLA 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.
