Earnings volatility research
MSFT · Microsoft Corporation
No verified earnings events are stored for MSFT in this environment.
No reviewed research is available for MSFT yet
Coverage and research availability are separate datasets.
Until the provider verifies the next earnings date, there is nothing to evaluate. This page reports the gap rather than guessing a date.
Past events · reconstructed
Historical reconstruction for MSFT
Observed outcomes from 4 earnings events (Oct 29, 2025 – Jul 29, 2026). These events have already been reported. Nothing here is a live setup, a current recommendation, or a prediction.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
| Earnings date | Implied move | Realized move | Realized vs implied | IV checkpoints observed |
|---|---|---|---|---|
| Jul 29, 2026 Reported | ±7.2% | 15.5% | 2.15x | T+1, T-1, T-14, T-21, T-28, T-35, T-7 |
| Apr 29, 2026 Reported | ±7.4% | 3.9% | 0.53x | T+1, T-1, T-14, T-21, T-28, T-35, T-7 |
| Jan 28, 2026 Reported | ±5.1% | 10.0% | 1.95x | T+1, T-1, T-14, T-21, T-28, T-35, T-7 |
| Oct 29, 2025 Reported | ±4.8% | 2.9% | 0.61x | T+1, T-1, T-14, T-21, T-28, T-7 |
Exact-contract strategy reconstruction
Modeled execution at the end-of-day midpoint with adverse slippage and commissions. Missing leg quotes are skipped, never imputed.
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 4 | 1 / 4 | -11.8% | 6.5% | -22.5% |
| Bull Put Spread | 4 | 4 / 4 | 11.3% | 16.3% | 3.5% |
| Calendar | 4 | 2 / 4 | -0.4% | 6.9% | -5.6% |
| Iron Condor | 4 | 1 / 4 | -0.5% | 13.3% | -9.7% |
| Long Straddle | 4 | 2 / 4 | -1.1% | 13.7% | -25.3% |
| Long Strangle | 4 | 2 / 4 | -3.7% | 31.2% | -57.2% |
How to read this. HISTORICAL_RECONSTRUCTION_CURRENT_METHODOLOGY 1 required quote were unavailable and were left as gaps, so the sample is smaller than the number of earnings events. Reconstructed results are modeled execution, not proof of fills, and past behavior does not establish what this cycle will do. Record hist_MSFT_aa590672b7da8320 · digest aa590672b7da.
- Current earnings-date knowledge; historical revisions unavailable.
- EOD midpoint plus slippage is modeled execution, not proof of fills.
- Calendar trades exit before the earliest leg expires; other structures exit before earnings.
- Missing checkpoint dates and exact-contract exit quotes are not imputed.
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Why this page exists without numbers
A supported ticker with a verified earnings date should never return a blank page. This state shows the calendar facts that exist while making clear that no reviewed volatility research has been published yet.