Earnings volatility research

QS · QuantumScape Corporation

Next verified earnings in 8 days · Oct 21, 2026 · After close (AMC).

Research pending
Observed earnings moves:
11
History through Oct 13, 2026
Mean absolute actual move:
7.7%
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

My workspace

No reviewed research is available for QS yet

Coverage and research availability are separate datasets.

Next verified eventOct 21, 2026 · After close (AMC)
Days to next event8 calendar days
Research window1–35 days before earnings
Why no researchNo snapshot has cleared data-quality and review gates for this event yet
Calendar sourceVerified earnings calendar

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 QS

Observed outcomes from 11 earnings events (Oct 25, 2023 – Jul 22, 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 Oct 25, 2023; gaps indicate missing quotes.

QS · 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 13, 2026

Loading graph — the exact table is available below.

2023-10-25: Realized move: 6.9519% Implied move: 13.0102% Signed actual -6.9519% · Reconstructed · 18 IV checkpoints Updated Oct 13, 2026
Exact data table

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

ObservationRealized move (%)Implied move (%)ContextUpdated
6.9519%13.0102%Signed actual -6.9519% · Reconstructed · 18 IV checkpointsUpdated Oct 13, 2026
5.867%13.6364%Signed actual -5.867% · Reconstructed · 25 IV checkpointsUpdated Oct 13, 2026
6.9343%12.3435%Signed actual -6.9343% · Reconstructed · 25 IV checkpointsUpdated Oct 13, 2026
7.7748%11.7391%Signed actual -7.7748% · Reconstructed · 23 IV checkpointsUpdated Oct 13, 2026
25.4826%10.3774%Signed actual 25.4826% · Reconstructed · 26 IV checkpointsUpdated Oct 13, 2026
7.0393%13.9706%Signed actual 7.0393% · Reconstructed · 24 IV checkpointsUpdated Oct 13, 2026
0.5025%12.9199%Signed actual -0.5025% · Reconstructed · 25 IV checkpointsUpdated Oct 13, 2026
1.5588%17.0652%Signed actual -1.5588% · Reconstructed · 24 IV checkpointsUpdated Oct 13, 2026
7.9529%13.6598%Signed actual 7.9529% · Reconstructed · 26 IV checkpointsUpdated Oct 13, 2026
1.368%12.5358%Signed actual 1.368% · Reconstructed · 25 IV checkpointsUpdated Oct 13, 2026
12.862%12.9752%Signed actual -12.862% · Reconstructed · 24 IV checkpointsUpdated Oct 13, 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.

2 malformed straddle/strangle examples are excluded from comparison because stored leg metadata does not match the named structure. The original stored historical evidence is preserved.

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.

StrategyT−35T−34T−33T−32T−31T−30T−29T−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
Bear Call SpreadNo eligible runsNo eligible runsNot availableNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot available
Bull Put SpreadNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot available
CalendarNo eligible runsNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot available
Iron CondorNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot available
Long StraddleNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot availableNot availableNo eligible runsNot availableNot availableNot available
Long StrangleNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot availableNot availableNo eligible runsNot availableNot availableNot available
Short StraddleResearch only · Unlimited upside riskNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot available
Short StrangleResearch only · Unlimited upside riskNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNot 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

StrategyEventsAverageMedianWorst observedBest observedDid not pass filters / Unknown eligibility
Calendar2-$14.72-$14.72-$65.60$36.150 / 0
Iron Condor2-$13.58-$13.58-$39.70$12.550 / 0
Long Straddle1-$23.85-$23.85-$23.85-$23.850 / 0
Long Strangle1-$16.85-$16.85-$16.85-$16.850 / 0
11 unavailable tests at T−14
  • QS_2023-10-25 · Calendar · missing exact leg quotes or unbounded capital
  • QS_2024-04-24 · Calendar · missing exact leg quotes or unbounded capital
  • QS_2024-07-24 · Iron Condor · missing exact leg quotes or unbounded capital
  • QS_2024-07-24 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • QS_2024-10-23 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • QS_2025-02-12 · Iron Condor · missing exact leg quotes or unbounded capital
  • QS_2025-02-12 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • QS_2025-02-12 · Bear Call Spread · missing exact leg quotes or unbounded capital
  • QS_2025-04-23 · Iron Condor · missing exact leg quotes or unbounded capital
  • QS_2025-04-23 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • QS_2025-04-23 · 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.

Calendar

Passed entry filters
Modeled entry debit
$110.0000
Payoff max loss
Model dependent
Payoff max profit
Model dependent
Modeled exit P&L
$36.1533.8% on stored risk basis $107.00

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

Price basis: Quote midpoint with adverse spread slippage.

Entry Oct 8, 2025 → Exit Oct 16, 2025. 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 / quantityContractStrike / expiryEntry fillExit fill
SELL × 1QS251017C00015500$15.50 call · 2025-10-17$1.1375$0.5675
BUY × 1QS251031C00015000$15.00 call · 2025-10-31$2.2375$2.0550
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations

2490 unavailable observations / tests · Record hist_QS_4f025ed1c044b113 · Historical methodology

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