Earnings volatility research
EBAY · eBay Inc.
Next verified earnings in 10 days · Oct 28, 2026 · After close (AMC).
- Observed earnings moves:
- 11 History through Oct 18, 2026
- Mean absolute actual move:
- 5.6% 11 observed events · not a forecast
- Actual exceeded priced move:
- 36.4% 4 of 11 paired observations
- Options evidence coverage:
- Unavailable No stored options snapshot
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for EBAY yet
Coverage and research availability are separate datasets.
A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.
Past events · reconstructed
Historical reconstruction for EBAY
Observed outcomes from 11 earnings events (Nov 7, 2023 – Aug 5, 2026). These events have already been reported · modeled strategy results.
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 Nov 7, 2023; gaps indicate missing quotes.
Updated Oct 18, 2026
Loading graph — the exact table is available below.
Exact data table
EBAY · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 2.0115% | 6.8756% | Signed actual -2.0115% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 7.8847% | 6.5634% | Signed actual 7.8847% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 3.2705% | 6.2961% | Signed actual -3.2705% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 1.1149% | 7.3014% | Signed actual 1.1149% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 8.1751% | 5.5281% | Signed actual -8.1751% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 2.5236% | 6.2152% | Signed actual -2.5236% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 0.7189% | 6.5997% | Signed actual -0.7189% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 18.2954% | 5.9045% | Signed actual 18.2954% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 15.883% | 6.9793% | Signed actual -15.883% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 0.2987% | 7.7222% | Signed actual -0.2987% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 0.9087% | 8.2109% | Signed actual -0.9087% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | Not available | ||||||||
| Iron Condor | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | Not available | ||||||||||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | |||||||||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | Not available | Not available | |||||||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, 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.
T−14 entry details
| Strategy | Events | Average | Median | Worst observed | Best observed | Did not pass filters / Unknown eligibility |
|---|---|---|---|---|---|---|
| Iron Condor | 2 | -$35.95 | -$35.95 | -$78.20 | $6.30 | 0 / 0 |
| Long Strangle | 1 | -$28.85 | -$28.85 | -$28.85 | -$28.85 | 0 / 0 |
21 unavailable tests at T−14
- EBAY_2023-11-07 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2024-10-30 · Long Straddle · missing exact leg quotes or unbounded capital
- EBAY_2024-10-30 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2024-10-30 · Short Straddle · missing exact leg quotes or unbounded capital
- EBAY_2025-02-25 · Iron Condor · missing exact leg quotes or unbounded capital
- EBAY_2025-02-25 · Bull Put Spread · missing exact leg quotes or unbounded capital
- EBAY_2025-04-30 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2025-04-30 · Bull Put Spread · missing exact leg quotes or unbounded capital
- EBAY_2025-07-30 · Long Straddle · missing exact leg quotes or unbounded capital
- EBAY_2025-07-30 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2025-07-30 · Short Straddle · missing exact leg quotes or unbounded capital
- EBAY_2025-10-29 · Iron Condor · missing exact leg quotes or unbounded capital
- EBAY_2025-10-29 · Bull Put Spread · missing exact leg quotes or unbounded capital
- EBAY_2026-04-29 · Long Strangle · missing exact leg quotes or unbounded capital
- EBAY_2026-04-29 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2026-04-29 · Iron Condor · missing exact leg quotes or unbounded capital
- EBAY_2026-04-29 · Bull Put Spread · missing exact leg quotes or unbounded capital
- EBAY_2026-04-29 · Short Strangle · missing exact leg quotes or unbounded capital
- EBAY_2026-08-05 · Calendar · missing exact leg quotes or unbounded capital
- EBAY_2026-08-05 · Iron Condor · missing exact leg quotes or unbounded capital
- EBAY_2026-08-05 · Bear Call Spread · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Iron Condor
Passed entry filters- Modeled entry credit
- $144.2500
- Payoff max loss
- -$255.75
- Payoff max profit
- $144.25
- Modeled exit P&L
- $6.302.4% on stored risk basis $267.50
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Jul 16, 2025 → Exit Jul 29, 2025. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Entry spot: $76.92
- Expiry breakeven $72.5575: $72.5575
- Expiry breakeven $83.4425: $83.4425
- sell put strike $74.00: $74.00
- buy put strike $70.00: $70.00
- sell call strike $82.00: $82.00
- buy call strike $85.00: $85.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$255.75 | Update time unavailable | ||
| -$179.11 | Update time unavailable | ||
| -$102.19 | Update time unavailable | ||
| -$25.27 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $51.65 | Update time unavailable | ||
| $128.57 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Entry spot reference | Update time unavailable | |
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $144.25 | Update time unavailable | ||
| $113.81 | Update time unavailable | ||
| $36.89 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$40.03 | Update time unavailable | ||
| -$116.95 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable | ||
| -$155.75 | Update time unavailable |
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 / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | EBAY250801P00074000 | $74.00 put · 2025-08-01 | $1.3700 | $0.6750 |
| BUY × 1 | EBAY250801P00070000 | $70.00 put · 2025-08-01 | $0.5050 | $0.0625 |
| SELL × 1 | EBAY250801C00082000 | $82.00 call · 2025-08-01 | $0.9750 | $1.0950 |
| BUY × 1 | EBAY250801C00085000 | $85.00 call · 2025-08-01 | $0.3975 | $0.3800 |
Breakevens: $72.56 / $83.44. Short legs may carry assignment risk; expiry payoff excludes early exercise.
2664 unavailable observations / tests · Record hist_EBAY_d1dd433f8885082f · Historical methodology
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