Earnings volatility research · Nov 5, 2026

UMAC · Unusual Machines, Inc. Common Stock

$21.88 · Earnings in 28 days — Before open (BMO) · Updated after Oct 7, 2026 market close

Awaiting review

Observed earnings moves0Stored history; no complete-through date supplied

Mean absolute actual moveUnavailable0 observed events · not a forecast

Actual exceeded priced moveUnavailable0 of 0 paired observations

Options evidence coverage121Valid contracts · snapshot Oct 7, 2026

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

Setup summary

A snapshot exists but has not cleared research review for publication.

At snapshot: T-29

VolatilityUnknown

Event IV deviationUnavailablevs T-28 median

Implied moveUnknown

Current implied moveUnavailable

Median actual move2.2%n=6

Term structureBack Rich

LiquidityAcceptable

Primary setupNo setupAwaiting review

Secondary candidatesNone

Sample qualityLowFewer than 4 reconstructed events.

Why this matters

Event-relative volatility comparison is unavailable for this snapshot.

No current candidate is available for this ticker.

Unknown event volatility; acceptable liquidity. Historical evidence quality is low (fewer than 4 reconstructed events.) and the sample covers exact-contract reconstructions, not live published recommendations.

Current implied volatility versus prior earnings cycles

No matched historical checkpoint is available for this snapshot.

Pre-earnings IV curveStored ATM IV checkpoints and historical interquartile band. Null checkpoints are gaps, not interpolated quotes. A single current snapshot is not a current-cycle curve.

Updated Oct 7, 2026, 4:00 PM EDT

Select observationRange startRange end

Loading graph — the exact table is available below.

T−35Current IV UnavailableHistorical median UnavailableHistorical p25 UnavailableHistorical p75 Unavailable0 historical events; absent values remain unavailable.Updated Oct 7, 2026, 4:00 PM EDT

Event / reference markers

Earnings: 0

Exact data table

Pre-earnings IV curve · full stored dataset, independent of graph range/toggles
Current IV (%)	Historical median (%)	Historical p25 (%)	Historical p75 (%)	Context	Updated
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
95.385%	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT
Unavailable	Unavailable	Unavailable	Unavailable	0 historical events; absent values remain unavailable.	Updated Oct 7, 2026, 4:00 PM EDT

Expected move and historical earnings behavior

ATM_STRADDLE_MIDPOINT · event expiration Unavailable · no quote timestamp

Unknown

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 7, 2026, 4:00 PM EDT

Select observation

Loading graph — the exact table is available below.

2024-08-14Realized move 2.9412%Implied move UnavailableSigned actual 2.9412% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 7, 2026, 4:00 PM EDT

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
2.9412%	Unavailable	Signed actual 2.9412% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT
0.738%	Unavailable	Signed actual 0.738% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT
0.2028%	Unavailable	Signed actual 0.2028% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT
1.4884%	Unavailable	Signed actual 1.4884% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT
4.3119%	Unavailable	Signed actual 4.3119% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT
5.8298%	Unavailable	Signed actual 5.8298% · Reconstruction status unavailable · 0 IV checkpoints	Updated Oct 7, 2026, 4:00 PM EDT

Implied moveUnavailable

Implied dollar moveUnavailable

Lower / upper boundary— / —

Historical median absolute2.2%

Events exceeding implied0 / 0

Move richnessUnavailable

Historical sample6 events · Low quality

Implied observations come from the earnings expiration at the stored snapshot; realized moves use the absolute post-earnings session return. Missing implied quotes remain gaps — they are never treated as zero moves, and exceedance counts use only paired observations.

Volatility term structure

The earnings expiration trades -1.3 volatility points above the next expiration. Classification: Back Rich.

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

Updated Oct 7, 2026, 4:00 PM EDT

Select observationRange startRange end

Loading graph — the exact table is available below.

2026-10-30ATM IV 89.525%23 DTE · ATM strike $22.00 · No stored earnings markerUpdated Oct 7, 2026, 4:00 PM EDT

Event / reference markers

Earnings expiry 2026-11-06: 30

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles
ATM IV (%)	Context	Updated
89.525%	23 DTE · ATM strike $22.00 · No stored earnings marker	Updated Oct 7, 2026, 4:00 PM EDT
95.385%	30 DTE · ATM strike $22.00 · Contains earnings	Updated Oct 7, 2026, 4:00 PM EDT
96.895%	37 DTE · ATM strike $22.00 · No stored earnings marker	Updated Oct 7, 2026, 4:00 PM EDT
96.705%	44 DTE · ATM strike $22.50 · No stored earnings marker	Updated Oct 7, 2026, 4:00 PM EDT

Eligible candidates

Only structures that passed every applicable gate are shown.

0 eligible

No current candidate is available for this ticker. Verified event facts and observed history remain below.

No attractive setup detected

The event was evaluated and no candidate cleared every filter. That is a valid research outcome.

Directional confirmation is missing for directional structures.

Comparable UMAC earnings events

Rebuilt from observed quotes after each event — reconstruction evidence, not proof of a live historical publication.

Scroll horizontally to see every column.

Earnings date	Actual move	Implied move	Reconstruction basis	Strategy outcomes
Aug 14, 2024	-2.9%	Unavailable	Same Ticker Reconstruction	—
May 8, 2025	-0.7%	Unavailable	Same Ticker Reconstruction	—
Aug 14, 2025	0.2%	Unavailable	Same Ticker Reconstruction	—
Nov 6, 2025	-1.5%	Unavailable	Same Ticker Reconstruction	—
May 14, 2026	-4.3%	Unavailable	Same Ticker Reconstruction	—
Aug 6, 2026	-5.8%	Unavailable	Same Ticker Reconstruction	—

How this was generated

Inputs, assumptions, and versions that produced the numbers above.

Research methodology details

Expand for timestamps, sample sizes, models, and provenance

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Market data timestampOct 7, 2026, 4:00 PM EDT

Snapshot dateOct 7, 2026

Historical sample6 events · Low quality

Event checkpointsT-35, T-28, T-21, T-14, T-7, T-3, T-1, T+1

Slippage model25% of quoted spread per fill

Commission$0.65 per contract per side

Missing contractsNever imputed

Dataset statusVALID

PublishableYes

Hard errors0

Warnings0

Checks passed10/10

Market dataLicensed market data

Earnings datesVerified public earnings calendar

Engine versionsbacktest 0.2.0 · features 0.3.0 · selector 0.2.0 · classifier 0.2.0 · llm_prompt 0.1.0 · configuration 0.2.0

Research IDres_UMAC_2026-10-07_70dcfd32c53c

Risk record

Earnings dates can move after this snapshot was captured.
Bid/ask midpoint fills may not be achievable in live trading.
Historical reconstruction uses current methodology and is not proof of a live historical publication.

Research methodology and definitions

Primary candidate construction

Exact legs, exposure and payoff for the primary eligible structure.

No current candidate is available for this ticker. Browse available research.

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