The options market is pricing a — move for WFC's 2027-01-13 · after close report. Over its last 8 reports, WFC has actually moved ±4.5% on average (biggest: ±7.1%). That's a 1.15× realized-vs-implied ratio, so the options look underpriced — WFC 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 63% of those prints, beaten EPS estimates 88% of the time (8 quarters), and the 1-day reaction has been negative 25% of the time (avg -1.1%).
Longer run: across all 20 reports on record (since 2020-01-14), the options overpriced WFC's move 45% of the time — less often than the 57% market-wide average. Median actual move was 1.29× the implied (mean implied ±3.5%, mean actual ±3.8%), 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 |
|---|---|---|---|---|---|---|
| 2026-10-13 | 1.85 | 1.87 | beat | ±3.8% | -3.1% | -1.8% |
| 2026-07-14 | 1.73 | 1.96 | beat | ±4.1% | -2.7% | -1.5% |
| 2026-04-14 | 1.58 | 1.56 | miss | ±3.7% | -5.7% | -5.4% |
| 2026-01-14 | 1.66 | 1.76 | beat | ±3.5% | -4.6% | -7.4% |
| 2025-10-14 | 1.55 | 1.73 | beat | ±3.8% | +7.1% | +9% |
| 2025-07-15 | 1.41 | 1.54 | beat | ±3.6% | -5.5% | -3.8% |
| 2025-04-11 | 1.23 | 1.27 | beat | ±5.1% | -1% | +2.5% |
| 2025-01-15 | 1.34 | 1.42 | beat | ±4% | +6.7% | +9.4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
WFC is scheduled to report on 2027-01-13, 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 WFC's live.
Over its last 8 reports, WFC has beaten EPS estimates 88% 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, WFC moved ±4.5% on average versus a ±4% implied move — a 1.15× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 63% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See WFC's positioning too: WFC gamma exposure → · WFC 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.
