The options market is pricing a — move for VST's 2026-11-05 · after close report. Over its last 8 reports, VST has actually moved ±4.1% on average (biggest: ±12.3%). That's a 0.65× realized-vs-implied ratio, so the options look overpriced — VST 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 25% of those prints, beaten EPS estimates 63% of the time (8 quarters), and the 1-day reaction has been negative 38% of the time (avg -1.4%).
Longer run: across all 21 reports on record (since 2019-11-05), the options overpriced VST's move 71% of the time — more often than the 57% market-wide average. Median actual move was 0.6× the implied (mean implied ±6.1%, mean actual ±4.2%), so on this longer sample the options screen rich. 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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | 1.54 | 1.80 | beat | ±4.1% | -0.6% | +3.6% |
| 2026-05-07 | 2.21 | 2.87 | beat | ±5.4% | -2.7% | -9.9% |
| 2026-02-26 | 2.51 | 2.18 | miss | ±5.9% | +0.8% | -6.9% |
| 2025-11-06 | 1.20 | 1.75 | beat | ±5.7% | -2.5% | -5.9% |
| 2025-08-07 | 0.98 | 1.01 | beat | ±6.9% | +2.4% | +2.2% |
| 2025-05-07 | 0.46 | 0.46 | inline | ±7% | -3.7% | +7% |
| 2025-02-27 | 2.17 | 1.14 | miss | ±8% | -12.3% | -14.4% |
| 2024-11-07 | 1.24 | 5.25 | beat | ±6.9% | +7.6% | +12.7% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
VST is scheduled to report on 2026-11-05, 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 VST's live.
Over its last 8 reports, VST has beaten EPS estimates 63% 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, VST moved ±4.1% on average versus a ±6.3% implied move — a 0.65× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 25% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See VST's positioning too: VST gamma exposure → · VST 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.
