The options market is pricing a — move for V's 2026-10-27 · after close report. Over its last 8 reports, V has actually moved ±2.3% on average (biggest: ±8.3%). That's a 0.78× realized-vs-implied ratio, so the options look overpriced — V 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 38% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been positive 50% of the time (avg +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 |
|---|---|---|---|---|---|---|
| 2026-07-28 | 3.23 | 3.32 | beat | ±3.1% | +0.6% | — |
| 2026-04-28 | 3.09 | 3.31 | beat | ±3% | +8.3% | +4.1% |
| 2026-01-29 | 3.14 | 3.17 | beat | ±2.5% | -3% | -0.8% |
| 2025-10-28 | 2.97 | 2.98 | beat | ±3.1% | -1.6% | -1.9% |
| 2025-07-29 | 2.86 | 2.98 | beat | ±2.7% | -0.1% | -3.9% |
| 2025-04-29 | 2.68 | 2.76 | beat | ±3.2% | +1.2% | +1.8% |
| 2025-01-30 | 2.66 | 2.75 | beat | ±2.6% | -0.4% | +1.3% |
| 2024-10-29 | 2.58 | 2.71 | beat | ±2.9% | +2.9% | +4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
V 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 V's live.
Over its last 8 reports, V has beaten EPS estimates 100% 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, V moved ±2.3% on average versus a ±2.9% implied move — a 0.78× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See V's positioning too: V gamma exposure → · V 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.
