Earnings volatility research

SKM · SK Telecom Co., Ltd. Common Stock

Next verified earnings in 10 days · Oct 29, 2026 · After close (AMC).

Research pending
Observed earnings moves:
8
History through Oct 19, 2026
Mean absolute actual move:
0.9%
8 observed events · not a forecast
Actual exceeded priced move:
0.0%
0 of 1 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 SKM yet

Coverage and research availability are separate datasets.

Next verified eventOct 29, 2026 · After close (AMC)
Days to next event10 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 SKM

Observed outcomes from 8 earnings events (Nov 7, 2023 – Aug 5, 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 Aug 5, 2026; gaps indicate missing quotes.

SKM · 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 19, 2026

Loading graph — the exact table is available below.

2023-11-07: Realized move: 1.8551% Implied move: Unavailable Signed actual -1.8551% · Reconstructed · 18 IV checkpoints Updated Oct 19, 2026
Exact data table

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

ObservationRealized move (%)Implied move (%)ContextUpdated
1.8551%UnavailableSigned actual -1.8551% · Reconstructed · 18 IV checkpointsUpdated Oct 19, 2026
0.4264%UnavailableSigned actual 0.4264% · Reconstructed · 13 IV checkpointsUpdated Oct 19, 2026
0.2892%UnavailableSigned actual 0.2892% · Reconstructed · 14 IV checkpointsUpdated Oct 19, 2026
0.0944%UnavailableSigned actual -0.0944% · Reconstructed · 14 IV checkpointsUpdated Oct 19, 2026
1.4533%UnavailableSigned actual -1.4533% · Reconstructed · 6 IV checkpointsUpdated Oct 19, 2026
0.1373%UnavailableSigned actual -0.1373% · Reconstructed · 9 IV checkpointsUpdated Oct 19, 2026
0.794%UnavailableSigned actual 0.794% · Reconstructed · 13 IV checkpointsUpdated Oct 19, 2026
2.265%14.3678%Signed actual 2.265% · Reconstructed · 25 IV checkpointsUpdated Oct 19, 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.

11 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
CalendarNo eligible runsNo eligible runsNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNo eligible runsNo eligible runsNo eligible runsNot availableNo eligible runsNo eligible runsNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot availableNot available
Long StraddleNot availableNo 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
Long StrangleNo eligible runsNo eligible runsNot availableNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNo 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 runsNo eligible runsNot availableNo eligible runsNot available
Short StraddleResearch only · Unlimited upside riskNot availableNo 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
Short StrangleResearch only · Unlimited upside riskNo eligible runsNo eligible runsNot availableNot availableNot availableNo eligible runsNo eligible runsNo eligible runsNo eligible runsNo eligible runsNot availableNot availableNot availableNo 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

No stored results for this entry, exit rule and entry sample. Volatility observations alone do not establish trade performance.

31 unavailable tests at T−14
  • SKM_2023-11-07 · Long Straddle · missing exact leg quotes or unbounded capital
  • SKM_2023-11-07 · Long Strangle · missing exact leg quotes or unbounded capital
  • SKM_2023-11-07 · Calendar · no constructible legs
  • SKM_2023-11-07 · Iron Condor · missing exact leg quotes or unbounded capital
  • SKM_2023-11-07 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • SKM_2023-11-07 · Bear Call Spread · missing exact leg quotes or unbounded capital
  • SKM_2023-11-07 · Short Straddle · missing exact leg quotes or unbounded capital
  • SKM_2024-02-04 · Checkpoint quotes · no exact underlying session at checkpoint
  • SKM_2024-05-07 · Long Straddle · no constructible legs
  • SKM_2024-05-07 · Long Strangle · missing exact leg quotes or unbounded capital
  • SKM_2024-05-07 · Calendar · no constructible legs
  • SKM_2024-05-07 · Iron Condor · missing exact leg quotes or unbounded capital
  • SKM_2024-05-07 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • SKM_2024-05-07 · Bear Call Spread · missing exact leg quotes or unbounded capital
  • SKM_2024-08-05 · Long Straddle · no constructible legs
  • SKM_2024-08-05 · Calendar · no constructible legs
  • SKM_2024-08-05 · Iron Condor · missing exact leg quotes or unbounded capital
  • SKM_2024-08-05 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • SKM_2024-08-05 · Bear Call Spread · missing exact leg quotes or unbounded capital
  • SKM_2024-11-06 · Long Straddle · no constructible legs
  • SKM_2024-11-06 · Long Strangle · no constructible legs
  • SKM_2024-11-06 · Calendar · no constructible legs
  • SKM_2024-11-06 · Iron Condor · no constructible legs
  • SKM_2024-11-06 · Bull Put Spread · no constructible legs
  • SKM_2024-11-06 · Bear Call Spread · missing exact leg quotes or unbounded capital
  • SKM_2025-05-06 · Checkpoint quotes · no observed historical options at checkpoint
  • SKM_2025-11-05 · Checkpoint quotes · no observed historical options at checkpoint
  • SKM_2026-08-05 · Calendar · no constructible legs
  • SKM_2026-08-05 · Iron Condor · missing exact leg quotes or unbounded capital
  • SKM_2026-08-05 · Bull Put Spread · missing exact leg quotes or unbounded capital
  • SKM_2026-08-05 · Bear Call Spread · missing exact leg quotes or unbounded capital

1290 unavailable observations / tests · Record hist_SKM_d320bd53909f0b7a · Historical methodology

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