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STLAStellantis N.V. Common Shares
Next verified earnings Oct 28, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for STLA
Observed outcomes from 6 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 16, 2026
Loading graph — the exact table is available below.
Exact data table
STLA · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 3.7779% | 7.2222% | Signed actual 3.7779% · Reconstructed · 22 IV checkpoints | Updated Oct 16, 2026 | |
| 6.5601% | 5.4326% | Signed actual 6.5601% · Reconstructed · 25 IV checkpoints | Updated Oct 16, 2026 | |
| 10.5135% | 5.8186% | Signed actual -10.5135% · Reconstructed · 25 IV checkpoints | Updated Oct 16, 2026 | |
| 1.134% | 7.2165% | Signed actual -1.134% · Reconstructed · 25 IV checkpoints | Updated Oct 16, 2026 | |
| 5.4545% | 7.4675% | Signed actual -5.4545% · Reconstructed · 25 IV checkpoints | Updated Oct 16, 2026 | |
| 2.4958% | 6.2396% | Signed actual -2.4958% · Reconstructed · 25 IV checkpoints | Updated Oct 16, 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 | Not available | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | 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 | 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 | Not available | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | 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 | Not available | Not available | 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 | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | Not available |
| Iron Condor | No eligible runs | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | 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 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 | 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 | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | 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 | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | 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
No stored results for this entry, exit rule and entry sample. Volatility observations alone do not establish trade performance.
12 unavailable tests at T−14
- STLA_2023-10-31 · Long Strangle · missing exact leg quotes or unbounded capital
- STLA_2023-10-31 · Calendar · missing exact leg quotes or unbounded capital
- STLA_2023-10-31 · Iron Condor · missing exact leg quotes or unbounded capital
- STLA_2023-10-31 · Bear Call Spread · missing exact leg quotes or unbounded capital
- STLA_2023-10-31 · Short Strangle · missing exact leg quotes or unbounded capital
- STLA_2024-02-15 · Calendar · no constructible legs
- STLA_2024-02-15 · Iron Condor · missing exact leg quotes or unbounded capital
- STLA_2024-02-15 · Bull Put Spread · missing exact leg quotes or unbounded capital
- STLA_2025-07-29 · Bull Put Spread · missing exact leg quotes or unbounded capital
- STLA_2026-04-30 · Iron Condor · missing exact leg quotes or unbounded capital
- STLA_2026-04-30 · Bear Call Spread · missing exact leg quotes or unbounded capital
- STLA_2026-07-30 · Calendar · missing exact leg quotes or unbounded capital
1655 unavailable observations / tests · Record hist_STLA_fac7de181b052a38 · Historical methodology