Earnings volatility research
FSLR · First Solar, Inc.
Next verified earnings in 12 days · Oct 29, 2026 · After close (AMC).
- Observed earnings moves:
- 11 History through Oct 17, 2026
- Mean absolute actual move:
- 4.3% 11 observed events · not a forecast
- Actual exceeded priced move:
- 9.1% 1 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 FSLR 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 FSLR
Observed outcomes from 11 earnings events (Oct 31, 2023 – Jul 30, 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 Oct 31, 2023; gaps indicate missing quotes.
Updated Oct 17, 2026
Loading graph — the exact table is available below.
Exact data table
FSLR · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 0.2738% | 10.6184% | Signed actual 0.2738% · Reconstructed · 22 IV checkpoints | Updated Oct 17, 2026 | |
| 2.9381% | 9.9426% | Signed actual 2.9381% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 1.65% | 7.1753% | Signed actual 1.65% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 2.4183% | 8.4052% | Signed actual 2.4183% · Reconstructed · 24 IV checkpoints | Updated Oct 17, 2026 | |
| 1.0868% | 7.2916% | Signed actual -1.0868% · Reconstructed · 26 IV checkpoints | Updated Oct 17, 2026 | |
| 3.5642% | 8.8287% | Signed actual -3.5642% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 8.3212% | 9.0421% | Signed actual -8.3212% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 5.2882% | 7.0619% | Signed actual 5.2882% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 14.282% | 7.6952% | Signed actual 14.282% · Reconstructed · 26 IV checkpoints | Updated Oct 17, 2026 | |
| 4.864% | 8.0662% | Signed actual 4.864% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 2026 | |
| 2.4368% | 8.5324% | Signed actual 2.4368% · Reconstructed · 25 IV checkpoints | Updated Oct 17, 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 | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | 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 | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||||||||||||||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | 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 |
|---|---|---|---|---|---|---|
| Calendar | 6 | $78.32 | $78.03 | -$65.10 | $215.40 | 0 / 0 |
| Iron Condor | 5 | -$52.15 | -$42.70 | -$202.20 | $115.30 | 0 / 0 |
| Long Straddle | 2 | -$635.10 | -$635.10 | -$701.35 | -$568.85 | 0 / 0 |
| Long Strangle | 2 | -$451.35 | -$451.35 | -$516.10 | -$386.60 | 0 / 0 |
14 unavailable tests at T−14
- FSLR_2025-04-29 · Long Straddle · missing exact leg quotes or unbounded capital
- FSLR_2025-04-29 · Calendar · missing exact leg quotes or unbounded capital
- FSLR_2025-04-29 · Short Straddle · missing exact leg quotes or unbounded capital
- FSLR_2025-07-31 · Iron Condor · missing exact leg quotes or unbounded capital
- FSLR_2025-07-31 · Bull Put Spread · missing exact leg quotes or unbounded capital
- FSLR_2025-10-30 · Long Strangle · missing exact leg quotes or unbounded capital
- FSLR_2025-10-30 · Short Strangle · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Long Straddle · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Long Strangle · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Iron Condor · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Bull Put Spread · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Bear Call Spread · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Short Straddle · missing exact leg quotes or unbounded capital
- FSLR_2026-07-30 · Short Strangle · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Calendar
Passed entry filters- Modeled entry debit
- $972.5000
- Payoff max loss
- Model dependent
- Payoff max profit
- Model dependent
- Modeled exit P&L
- $28.653.2% on stored risk basis $885.00
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Jul 16, 2026 → Exit Jul 23, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Different expirations require time and volatility assumptions.
This example spans different expirations. A comparable expiration payoff needs time and volatility assumptions; the exact fills and realized modeled result are below.
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 | FSLR260724C00212500 | $212.50 call · 2026-07-24 | $7.0000 | $1.0000 |
| BUY × 1 | FSLR260807C00210000 | $210.00 call · 2026-08-07 | $16.7250 | $11.0375 |
2383 unavailable observations / tests · Record hist_FSLR_105c01ad282421b5 · Historical methodology
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