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Overpriced earnings moves
Options pricing more fear than history justifies.
“Stocks reporting in the next 10 days where the implied earnings move is at least 30% larger than the average move of the last 8 quarters”
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US optionable stocks reporting within 10 days whose implied earnings move is 30%+ above their 8-quarter average move.
Filters: Earnings within 10 days; Implied vs avg 8Q move ≥ 1.3x; Optionable US listings
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 | Market Cap (USD) |
|---|---|---|---|---|---|---|---|---|---|
| OXSQ | Oxford Square Capital Corp. | 2026-10-30 | 4 | 65.5% | 2.7% | 24.5 | 2.2% | 99.31 | $117.1M |
| AURA | Aura Biosciences, Inc. | 2026-11-05 | 10 | 127.9% | 6.1% | 20.96 | 3.8% | 97.06 | $586.3M |
| SEG | Seaport Entertainment Group Inc. | 2026-11-04 | 9 | 20.0% | 1.1% | 18.41 | 71.6% | 77.25 | $289.3M |
| LCTX | Lineage Cell Therapeutics, Inc. | 2026-11-05 | 10 | 53.7% | 3.4% | 15.68 | 2.6% | 100 | $248.7M |
| LSAK | Lesaka Technologies, Inc. | 2026-11-04 | 9 | 35.1% | 2.4% | 14.42 | 122.1% | 100 | $316.2M |
| GHRS | GH Research PLC | 2026-11-05 | 10 | 32.5% | 2.5% | 13.22 | 122.2% | 36.13 | $1.3B |
| WVE | Wave Life Sciences Ltd. | 2026-10-27 | 1 | 53.4% | 4.1% | 13.14 | 2.2% | 100 | $648.7M |
| ISOU | IsoEnergy Ltd. | 2026-11-05 | 10 | 62.9% | 5.5% | 11.52 | 2.2% | 65.97 | $512.9M |
| KURA | Kura Oncology, Inc. | 2026-11-03 | 8 | 29.8% | 2.7% | 10.94 | 110.0% | 59.06 | $854.8M |
| EYPT | EyePoint Pharmaceuticals, Inc. | 2026-11-04 | 9 | 84.5% | 7.8% | 10.77 | 3.7% | 89.24 | $31.6M |
| ABEV | Ambev S.A. | 2026-10-29 | 3 | 62.5% | 5.9% | 10.57 | 1.8% | 100 | $44.3B |
| GSBD | Goldman Sachs BDC, Inc. | 2026-11-05 | 10 | 35.0% | 3.5% | 10.13 | 97.4% | 99.58 | $964.7M |
| BDTX | Black Diamond Therapeutics, Inc. | 2026-11-05 | 10 | 74.2% | 7.4% | 10.03 | 2.5% | 100 | $97.0M |
| RNAC | Cartesian Therapeutics, Inc. | 2026-11-05 | 10 | 68.8% | 6.9% | 9.98 | 2.9% | 100 | $185.1M |
| HOPE | Hope Bancorp, Inc. | 2026-10-27 | 1 | 25.9% | 2.6% | 9.91 | 77.6% | 91.12 | $1.8B |
| BLNK | Blink Charging Co. | 2026-11-05 | 10 | 62.2% | 6.3% | 9.82 | 2.1% | 100 | $54.4M |
| MSA | MSA Safety Incorporated | 2026-10-27 | 1 | 29.5% | 3.1% | 9.57 | 97.7% | 100 | $7.1B |
| EVEX | Eve Holding, Inc. | 2026-11-03 | 8 | 69.0% | 7.3% | 9.51 | 2.3% | 91.69 | $559.5M |
| CARE | Carter Bankshares, Inc. | 2026-10-26 | 0 | 22.7% | 2.5% | 9.23 | 65.8% | 97.64 | $674.4M |
| IVR | Invesco Mortgage Capital Inc. | 2026-10-29 | 3 | 18.3% | 2.0% | 8.93 | 71.9% | 94.6 | $569.3M |
| SIGA | SIGA Technologies, Inc. | 2026-11-05 | 10 | 59.8% | 6.7% | 8.92 | 1.7% | 64.8 | $226.7M |
| OCFC | OceanFirst Financial Corp. | 2026-10-27 | 1 | 21.5% | 2.4% | 8.9 | 70.2% | 89.61 | $1.2B |
| MORN | Morningstar, Inc. | 2026-10-28 | 2 | 27.1% | 3.1% | 8.83 | 117.1% | 100 | $8.5B |
| CGEM | Cullinan Therapeutics, Inc. | 2026-11-05 | 10 | 27.0% | 3.1% | 8.81 | 126.1% | 31.83 | $894.1M |
| TEO | Telecom Argentina S.A. | 2026-11-05 | 10 | 29.3% | 3.4% | 8.72 | 97.8% | 85.71 | $5.6B |
25 matches. Research data, not investment advice.