The options market is pricing a ±10.9% (±$1.41) move for XPEV's 2026-08-18 · after close report. Over its last 8 reports, XPEV has actually moved ±6.7% on average (biggest: ±13%). That's a 0.61× realized-vs-implied ratio, so the options look overpriced — XPEV 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, and the 1-day reaction has been negative 25% of the time (avg -2.4%).
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 |
|---|---|---|---|---|---|---|
| 2026-05-28 | — | -0.27 | — | ±6.3% | -0.1% | +6.1% |
| 2026-03-20 | — | 0.06 | — | ±5.5% | -8.4% | -8% |
| 2025-11-17 | — | -0.06 | — | ±7.7% | -10.3% | -18.6% |
| 2025-08-19 | — | -0.07 | — | ±7.7% | +4.2% | +15.9% |
| 2025-05-21 | — | -0.10 | — | ±7.3% | +13% | -1.8% |
| 2025-03-18 | — | -0.19 | — | ±9.2% | -7.8% | -12.9% |
| 2024-11-19 | — | -0.27 | — | ±9.7% | -3.8% | -10.7% |
| 2024-08-20 | — | -0.19 | — | ±8.9% | -6% | +4.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
XPEV is scheduled to report on 2026-08-18, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±10.9% (±$1.41) for XPEV's upcoming report — the size of the move the ATM straddle is pricing in.
We track XPEV's EPS beat/miss history vs consensus alongside how the stock actually reacts.
Over the last 8 reports, XPEV moved ±6.7% on average versus a ±10.9% implied move — a 0.61× 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 XPEV's positioning too: XPEV gamma exposure → · XPEV 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.
