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COSTCostco Wholesale Corporation

Next verified earnings Dec 10, 2026 · Earnings history

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Past events · reconstructed

Historical reconstruction for COST

Observed outcomes from 36 earnings events (May 27, 2010 – Sep 24, 2026). These events have already been reported · modeled strategy results.

Historical · past

Realized move versus what was implied

Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.

Implied moves available from May 27, 2010; gaps indicate missing quotes.

COST · Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 25, 2026

Loading graph — the exact table is available below.

2010-05-27: Realized move: 4.9302% Implied move: 5.8324% Signed actual 4.9302% · Reconstructed · 21 IV checkpoints Updated Oct 25, 2026
Exact data table

COST · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
4.9302%5.8324%Signed actual 4.9302% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
0.5599%3.4248%Signed actual -0.5599% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.2661%4.6896%Signed actual -1.2661% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
0.9265%3.5651%Signed actual 0.9265% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.4043%4.8374%Signed actual 1.4043% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
0.6002%3.3567%Signed actual -0.6002% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.9472%3.2182%Signed actual -0.9472% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.2245%2.5075%Signed actual -1.2245% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.0875%2.0965%Signed actual -0.0875% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
2.762%2.5186%Signed actual 2.762% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
1.9505%2.0484%Signed actual -1.9505% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.7978%2.3665%Signed actual -0.7978% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.5915%3.2637%Signed actual 0.5915% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
5.4183%2.8602%Signed actual -5.4183% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
3.5768%3.3457%Signed actual 3.5768% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
3.4036%3.0487%Signed actual 3.4036% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
2.4309%3.1322%Signed actual 2.4309% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.7913%2.6097%Signed actual 1.7913% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
5.9735%3.202%Signed actual -5.9735% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
3.3239%3.4178%Signed actual 3.3239% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.5599%3.063%Signed actual -0.5599% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
5.5508%2.7337%Signed actual -5.5508% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
8.5868%3.896%Signed actual -8.5868% · Reconstructed · 19 IV checkpointsUpdated Oct 25, 2026
0.8115%4.082%Signed actual -0.8115% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.9239%4.5333%Signed actual 0.9239% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
1.8396%3.4964%Signed actual -1.8396% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.3998%4.3649%Signed actual -1.3998% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.3521%3.3251%Signed actual -0.3521% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.2738%4.3743%Signed actual -1.2738% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.6197%2.6918%Signed actual 0.6197% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
2.3819%2.4052%Signed actual -2.3819% · Reconstructed · 21 IV checkpointsUpdated Oct 25, 2026
0.2033%1.9597%Signed actual 0.2033% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
7.6414%6.0104%Signed actual -7.6414% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
0.3489%1.4263%Signed actual 0.3489% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
1.755%3.8006%Signed actual -1.755% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026
2.932%3.421%Signed actual 2.932% · Reconstructed · 20 IV checkpointsUpdated Oct 25, 2026

Compare structures and entry timing

Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include stored modeled fill costs and commissions.

Coverage and modeling assumptions

The Long Call DITM (0.90 Delta) cohort has no validated live entry gate. Its structural results appear under “All structural examples”; entry-filter status is shown only when stored, and it is not a live recommendation.

For this ticker, the DITM 0.90-delta backfill covers requested calendar entries from T−28 through T−1: all recorded events processed. Processed does not mean every quote or trade is available, and this record does not establish completion across the 500-ticker universe.

Includes trades that failed entry filters and runs with unknown eligibility; this measures structures, not qualified recommendations. Failed-filter examples are not recommendations. The exit is before earnings, or earlier if required by expiration. New DITM long-call structural examples use modeled quote-midpoint entry and exit fills, with commissions; they are not live recommendations.

Matrix values use exact aggregates across all stored cohort outcomes. Trade details below are bounded recent examples, not the full trade archive; the examples are truncated. Totals apply to this ticker and selected entry, exit rule and sample scope only.

Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.

StrategyT−28T−27T−26T−25T−24T−23T−22T−21T−20T−19T−18T−17T−16T−15T−14T−13T−12T−11T−10T−9T−8T−7T−6T−5T−4T−3T−2T−1
Long StraddleNot available
Long StrangleNot available
CalendarNot availableNot availableNot availableNot availableNot available
Iron CondorNot available
Bull Put SpreadNot available
Bear Call SpreadNot available
Short StraddleNot available
Short StrangleNot available
Long Call DITM (0.90 Delta)Unavailable

Requested entry tests: T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.

Filter evidence, execution costs and a plan

Compare all valid structures with the recorded filter-pass subset at the same entry and exit. A difference describes selection within this history; it does not demonstrate a causal or out-of-sample advantage. Unknown eligibility prevents a comparable difference. No confidence interval or unseen-period validation is stored for these cohorts.

Subtracts your additional dollar assumption from stored net P&L, which already includes recorded costs. This is a sensitivity scenario, not a bid/ask replay or a fill forecast. Maximum-loss returns below retain their original cost basis.

StructureAll: runs / eventsAll: mean net P&LMean return / modeled lossPassed: runs / eventsPassed: mean net P&LSelection differenceUnknown eligibility
Long Straddle34 / 34-$85.53-3.9%8 / 8$58.28$143.800
Long Strangle33 / 33-$75.22-14.7%7 / 7$15.61$90.840
Calendar32 / 32$45.2610.5%27 / 27$49.01$3.750
Iron Condor34 / 34$56.765.1%29 / 29$74.01$17.250
Bull Put Spread34 / 34$43.840.2%No recorded passesUnavailableNot comparable / unavailable0
Bear Call Spread34 / 34$12.913.2%No recorded passesUnavailableNot comparable / unavailable0
Short Straddle34 / 34$80.33Unbounded risk; unavailableNo recorded passesUnavailableNot comparable / unavailable0
Short Strangle33 / 33$70.02Unbounded risk; unavailableNo recorded passesUnavailableNot comparable / unavailable0
Long Call DITM (0.90 Delta)34 / 34$179.910.2%No recorded passesUnavailableNot comparable / unavailable0

Choose a structure with stored results and valid cost/budget inputs to build a plan.

Entry T−14 · before earnings / expiration. Your selection, timing, cost scenario and budget become editable suggestions. No contract, live quote, capital allocation or order is inferred from a historical average.

T−14 entry details

StrategyEventsAverageMedianWorst observedBest observedDid not pass filters / Unknown eligibility
Long Straddle34-$85.53-$49.35-$1,152.60$2,234.9026 / 0
Long Strangle33-$75.22-$41.10-$970.60$1,905.4026 / 0
Calendar32$45.26$53.15-$305.60$190.405 / 0
Iron Condor34$56.76$9.30-$823.70$704.805 / 0
Bull Put Spread34$43.84$23.90-$178.60$517.4034 / 0
Bear Call Spread34$12.91$36.40-$1,047.10$334.9034 / 0
Short Straddle34$80.33$44.15-$2,240.10$1,147.4034 / 0
Short Strangle33$70.02$35.90-$1,910.60$965.4033 / 0
Long Call DITM (0.90 Delta)34$179.91-$16.30-$893.80$3,683.7034 / 0
6 unavailable tests at T−14
  • COST_2010-12-08 · Calendar · no constructible legs
  • COST_2012-12-12 · Long Strangle · missing exact leg quotes or unbounded capital
  • COST_2012-12-12 · Calendar · no constructible legs
  • COST_2012-12-12 · Short Strangle · missing exact leg quotes or unbounded capital
  • COST_2019-12-12 · Checkpoint quotes · no exact underlying session at checkpoint
  • COST_2020-12-10 · Checkpoint quotes · no exact underlying session at checkpoint

Era, drawdown and spread sensitivity

Era breakdown, drawdown and spread scenario

Backtest only, for T−14 entry, before earnings / expiration. A positive average in one era does not establish positive expected profit, and losing eras must be read beside winning ones.

Spread scenario: the scenario average subtracts the same flat cost from every trade's stored midpoint P&L. Stored fills are midpoint-based, so this is a sensitivity scenario, not measured bid/ask spread data and not a fill forecast.

Spread scenario · Long Call DITM (0.90 Delta)

BasisAverage P&L per one lotRuns / events
Midpoint (stored fills)$179.9134 / 34
Scenario: midpoint minus additional cost$179.9134 / 34

Era breakdown · Long Call DITM (0.90 Delta)

Era and drawdown unavailable for this ticker: stored trade details are bounded examples, not the full cohort, and matrix aggregates have no era dimension. Bounded examples are not used to estimate era results or drawdown.

Historical examples

Example trades, payoff and risk

Past structural simulations · modeled fills · not historical recommendations.

These are bounded recent examples, not every trade in the cohort. Matrix statistics use the full stored cohort.

Bear Call Spread

DID NOT PASS FILTERS · NOT A RECOMMENDATION
Modeled entry credit
$553.5000
Payoff max loss
-$3,946.50
Payoff max profit
$553.50
Modeled exit P&L
$195.905.0% on stored risk basis $3,946.50

Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.

Price basis: Quote midpoint with adverse spread slippage.

Entry filter failures: directional confirmation missing.

Entry Sep 10, 2026 → Exit Sep 23, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.

Strategy payoffHistorical example · expiration payoff from exact entry fills (before commissions). Entry spot $902.38. Expiry maximum profit $553.50 · Expiry maximum loss -$3,946.50 · Expiry breakevens $945.535. Total position fees $0.00 deducted once. Intrinsic at the common expiration; IV/time never alters expiry P/L. No early exercise, assignment, slippage, dividends or taxes modeled.

Update time unavailable

Loading graph — the exact table is available below.

$451.19: Expiration P/L: $553.50 Update time unavailable
Event / reference markers
  • Entry spot: $902.38
  • Expiry breakeven $945.535: $945.535
  • sell call strike $940.00: $940.00
  • buy call strike $985.00: $985.00
Exact data table

Strategy payoff · full stored dataset, independent of graph range/toggles

ObservationExpiration P/L (USD)ContextUpdated
$553.50Update time unavailable
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$553.50Entry spot referenceUpdate time unavailable
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$553.50Update time unavailable
$0.00Update time unavailable
-$196.40Update time unavailable
-$1,098.78Update time unavailable
-$2,001.16Update time unavailable
-$2,903.54Update time unavailable
-$3,805.92Update time unavailable
-$3,946.50Update time unavailable
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Exact contracts and modeled fills · dollars per share. Entry and exit fills are shown to four decimals so the modeled net entry can be checked against each leg.

Side / quantityContractStrike / expiryEntry fillExit fill
SELL × 1COST260925C00940000$940.00 call · 2026-09-25$7.5500$4.1750
BUY × 1COST260925C00985000$985.00 call · 2026-09-25$2.0150$0.6250

Breakevens: $945.54. Short legs may carry assignment risk; expiry payoff excludes early exercise.

Stored costs: $0.65 / contract / side · slippage 0.0% of spread / fillExample methodology and limitations

7289 unavailable observations / tests · Record hist_COST_c787f4f1c4e60d12 · Historical methodology