This page reflects STM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
Earnings Move History — STM
Historical stock price reactions to earnings announcements
Event-driven behavior view with EPS surprise context and post-event move distribution.
Avg Move
+3.0%
Beat Rate
40%
Avg Surprise
-7.0%
Events
7
Report Context
Supporting confidence and setup preview
Top Setup Preview
Open the earnings report to see the highest-conviction setup for this cycle.
Bias and setup details are synthesized from the earnings persona model.
Confidence
—
Earnings Storyline
Quick read on expected pricing, realized reaction, and directional behavior
Implied vs Realized Gap
-30.2%
Nearest implied move is 4.6% vs historical average realized move of 34.8%.
IV Crush Tendency (Proxy)
33%
Historical events finishing inside the nearest implied move.
Realized earnings moves often exceed what options are pricing.
Post-Earnings Directional Bias
Upside Bias
Up 4 / Down 2 (67% dominant)
Average signed move: -9.2%
Earnings Reaction Distribution
Normalized percentage move on each reported event
Stock Move % on Earnings
Excluded 1 outlier point with invalid percent units.
Earnings Event Log
Detailed results for each reported quarter
Date
Time
EPS Est
EPS Act
Surprise
Stock Move
Beat?
Jul 23, 2026
—
$0.25
—
—
—
—
Apr 23, 2026
—
$0.26
—
—
+10.8%
—
Mar 31, 2026
—
$0.18
$0.13
-27.01%
+4.2%
No
Dec 31, 2025
—
$0.28
$0.11
-61.40%
-46.0%
No
Sep 30, 2025
—
$0.22
$0.29
+33.52%
+61.0%
Yes
Jun 30, 2025
—
$0.09
$0.06
-30.77%
+1.0%
No
Mar 31, 2025
—
$0.05
$0.07
+48.62%
-86.0%
Yes
How to Read Earnings History
Use historical post-earnings behavior to frame the next event, not to assume the next quarter will repeat the last one.
What this page tells you
It shows how the stock has reacted to past earnings, including surprise history, average move size, and whether upside or downside reactions have tended to dominate.
How traders use it
Compare historical realized moves with the next implied move to judge whether options are pricing too much, too little, or roughly enough event risk.
What matters most
Recent quarters, current guidance, and current IV usually matter more than distant history, especially when the business or macro regime has changed.
Historical earnings behavior is best used to prepare for the next event before you choose a structure and size the risk.