Earnings volatility research
GLXY · Galaxy Digital Inc.
Next verified earnings in 8 days · Oct 20, 2026 · Before open (BMO).
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 GLXY 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 GLXY
Observed outcomes from 9 earnings events (May 14, 2024 – 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 Aug 5, 2025; gaps indicate missing quotes.
Updated Oct 12, 2026
Loading graph — the exact table is available below.
Exact data table
GLXY · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 2.0607% | Unavailable | Signed actual -2.0607% · Reconstructed · 0 IV checkpoints | Updated Oct 12, 2026 | |
| 13.9831% | Unavailable | Signed actual -13.9831% · Reconstructed · 0 IV checkpoints | Updated Oct 12, 2026 | |
| 6.7305% | Unavailable | Signed actual -6.7305% · Reconstructed · 0 IV checkpoints | Updated Oct 12, 2026 | |
| 4.14% | Unavailable | Signed actual 4.14% · Reconstructed · 0 IV checkpoints | Updated Oct 12, 2026 | |
| 4.1883% | 13.6726% | Signed actual -4.1883% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 2026 | |
| 8.0958% | 13.43% | Signed actual 8.0958% · Reconstructed · 26 IV checkpoints | Updated Oct 12, 2026 | |
| 16.8684% | 11.1195% | Signed actual -16.8684% · Reconstructed · 24 IV checkpoints | Updated Oct 12, 2026 | |
| 5.2295% | 11.8762% | Signed actual 5.2295% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 2026 | |
| 13.8889% | 11.766% | Signed actual -13.8889% · Reconstructed · 25 IV checkpoints | Updated Oct 12, 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 trades that failed entry filters; this measures structures, not a history of qualified recommendations. 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 | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | ||||||||||||||||||||||||||
| Bull Put Spread | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||||||
| Calendar | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||
| Iron Condor | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||||
| Long Straddle | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||||||
| Long Strangle | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||||||||
| Short StraddleResearch only · Unlimited upside risk | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | |||||||||||||||||||||||||||
| Short StrangleResearch only · Unlimited upside risk | Not available | Not available | Not available | Not available | Not available | 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 |
|---|---|---|---|---|---|---|
| Bear Call Spread | 4 | -$22.41 | -$19.73 | -$48.85 | -$1.35 | 4 / 0 |
| Bull Put Spread | 5 | -$50.25 | -$29.60 | -$141.35 | $20.15 | 5 / 0 |
| Calendar | 4 | $16.71 | $23.28 | -$85.85 | $106.15 | 4 / 0 |
| Iron Condor | 4 | -$64.51 | -$59.20 | -$142.70 | $3.05 | 4 / 0 |
| Long Straddle | 5 | -$130.15 | -$141.35 | -$223.85 | -$19.60 | 5 / 0 |
| Long Strangle | 5 | -$93.70 | -$88.85 | -$112.60 | -$78.35 | 5 / 0 |
| Short Straddle | 5 | $37.25 | $40.15 | -$61.60 | $171.15 | 5 / 0 |
| Short Strangle | 5 | $36.70 | $36.15 | $0.15 | $67.40 | 5 / 0 |
7 unavailable tests at T−14
- GLXY_2024-05-14 · Checkpoint quotes · no observed historical options at checkpoint
- GLXY_2024-08-01 · Checkpoint quotes · no observed historical options at checkpoint
- GLXY_2025-03-28 · Checkpoint quotes · no observed historical options at checkpoint
- GLXY_2025-05-13 · Checkpoint quotes · no observed historical options at checkpoint
- GLXY_2026-02-03 · Iron Condor · missing exact leg quotes or unbounded capital
- GLXY_2026-02-03 · Bear Call Spread · missing exact leg quotes or unbounded capital
- GLXY_2026-08-05 · Calendar · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $3.0000
- Payoff max loss
- -$97.00
- Payoff max profit
- $3.00
- Modeled exit P&L
- -$22.35-29.8% on stored risk basis $75.00
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry filter failures: directional confirmation missing, historical sample insufficient.
Entry Jul 22, 2026 → Exit Aug 4, 2026. 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: $24.79
- Expiry breakeven $30.03: $30.03
- sell call strike $30.00: $30.00
- buy call strike $31.00: $31.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $3.00 | Update time unavailable | ||
| $3.00 | Update time unavailable | ||
| $3.00 | Update time unavailable | ||
| $3.00 | Update time unavailable | ||
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| $3.00 | Entry spot reference | Update time unavailable | |
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| -$0.00 | Update time unavailable | ||
| -$21.38 | Update time unavailable | ||
| -$46.17 | Update time unavailable | ||
| -$70.96 | Update time unavailable | ||
| -$95.75 | Update time unavailable | ||
| -$97.00 | Update time unavailable | ||
| -$97.00 | Update time unavailable | ||
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| -$97.00 | 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 | GLXY260807C00030000 | $30.00 call · 2026-08-07 | $0.6650 | $0.2800 |
| BUY × 1 | GLXY260807C00031000 | $31.00 call · 2026-08-07 | $0.6350 | $0.0525 |
Breakevens: $30.03. Short legs may carry assignment risk; expiry payoff excludes early exercise.
1429 unavailable observations / tests · Record hist_GLXY_c8218affcc37bcd2 · Historical methodology
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