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Underpriced earnings moves
Long volatility when history says the move is bigger.
“Stocks reporting within 3 weeks where options price a smaller move than the stock's average earnings move over 8 quarters”
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US optionable stocks reporting within 21 days whose implied earnings move is below their 8-quarter average move.
Filters: Earnings within 21 days; Implied vs 8Q avg move < 1.0; Optionable US listings; Common stocks and ADRs
Top matches on data as of October 26, 2026
| Symbol | Company | Next Earnings | Days to Earnings | Implied Move | Avg Move 8Q | Implied / Avg | IV30 | IV Rank | Price |
|---|---|---|---|---|---|---|---|---|---|
| ABSI | Absci Corporation | 2026-11-11 | 16 | 0.0% | 9.3% | 0 | 131.3% | 78.88 | $9.45 |
| ACET | Adicet Bio, Inc. | 2026-11-04 | 9 | 0.0% | 9.2% | 0 | 50.2% | 0 | $3.94 |
| ACH | Accendra Health, Inc. | 2026-10-29 | 3 | 0.0% | 22.2% | 0 | 70.2% | 0 | $0.20 |
| ACIU | AC Immune S.A. | 2026-11-03 | 8 | 0.0% | 3.1% | 0 | 69.4% | 0 | $2.31 |
| ACNT | Ascent Industries Co. | 2026-11-03 | 8 | 0.0% | 6.2% | 0 | 24.2% | 50 | $13.53 |
| ACR | ACRES Commercial Realty Corp. | 2026-11-04 | 9 | 0.0% | 4.0% | 0 | 40.0% | 1.03 | $11.95 |
| AD | Array Digital Infrastructure Inc | 2026-11-06 | 11 | 0.0% | 5.1% | 0 | 61.6% | 86.09 | $33.43 |
| ADCT | ADC Therapeutics S.A. | 2026-11-10 | 15 | 0.0% | 11.2% | 0 | 104.1% | 100 | $1.51 |
| AIG | American International Group, Inc. | 2026-11-03 | 8 | 0.0% | 3.0% | 0 | 24.5% | 30.49 | $81.13 |
| AIOT | PowerFleet, Inc. | 2026-11-09 | 14 | 0.0% | 16.9% | 0 | 120.0% | 54.7 | $2.60 |
| AIRJ | AirJoule Technologies Corporation | 2026-11-12 | 17 | 0.0% | 9.1% | 0 | 122.7% | 66.33 | $2.82 |
| AKBA | Akebia Therapeutics, Inc. | 2026-11-09 | 14 | 0.0% | 12.8% | 0 | 68.5% | 0 | $0.64 |
| ALDX | Aldeyra The | 2026-11-04 | 9 | 0.0% | 2.4% | 0 | 108.8% | 12.62 | $0.64 |
| ALEC | Alector, Inc. | 2026-11-05 | 10 | 0.0% | 17.6% | 0 | 120.5% | 42.79 | $1.83 |
| ALKS | Alkermes plc | 2026-10-27 | 1 | 0.0% | 7.7% | 0 | 54.2% | 63.65 | $44.44 |
| ALRS | Alerus Financial Corporation | 2026-10-28 | 2 | 0.0% | 3.7% | 0 | 38.6% | 24.75 | $32.52 |
| ALT | Altimmune, Inc. | 2026-11-05 | 10 | 0.0% | 11.6% | 0 | 104.6% | 18.82 | $2.05 |
| ALTI | AlTi Global, Inc. | 2026-11-11 | 16 | 0.0% | 6.0% | 0 | 75.5% | 5.78 | $2.52 |
| AMC | AMC Entertainment Holdings, Inc. | 2026-11-04 | 9 | 0.0% | 5.4% | 0 | 80.8% | 27.11 | $2.89 |
| AMH | American Homes 4 Rent | 2026-10-28 | 2 | 0.0% | 2.3% | 0 | 20.5% | 22.13 | $32.11 |
| AMWL | American Well Corporation | 2026-11-03 | 8 | 0.0% | 10.9% | 0 | 84.3% | 67.5 | $13.54 |
| ANIK | Anika Therapeutics, Inc. | 2026-11-04 | 9 | 0.0% | 19.8% | 0 | 39.3% | 5.55 | $21.27 |
| ANNX | Annexon, Inc. | 2026-11-09 | 14 | 0.0% | 5.5% | 0 | 2.0% | 64.62 | $3.70 |
| ANTX | AN2 Therapeutics, Inc. | 2026-11-05 | 10 | 0.0% | 3.0% | 0 | 2.6% | 100 | $3.63 |
| ANVS | Annovis Bio, Inc. | 2026-11-11 | 16 | 0.0% | 6.4% | 0 | 2.4% | 52.31 | $0.96 |
25 matches. Research data, not investment advice.