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GME Earnings Date & Expected Move

How much does GameStop move on earnings, how often does it actually beat its implied move, and what does that mean for options? Here’s the data — and how to read it.

EarningsWatcher Research 7 min read Data as of July 2026 · Education, not advice

GameStop is the most extreme earnings name we track — and the most misunderstood. Its decade-long stats are inflated by the 2021 meme era, its options are chronically expensive into reports, and yet its actual moves have beaten what options priced in only about a third of the time. Below is its earnings behaviour based on the last 39 reports (roughly the past 10 years), as of September 2026. The numbers describe history, so they’re useful whether you’re reading this months before a report or the week of one.

GME earnings at a glance

±16.2%
Avg move (10yr)
peak, day of release
±12.7%
Median move
half of reports move less
±39.8%
95th-pct tail
widest we track

GameStop’s typical earnings move is enormous by any standard — about ±16.2% on average over a decade, median ±12.7% — and the tail is in a class of its own: the 95th-percentile move reaches ±39.8%. One honest caveat: the decade average is inflated by the 2021–2022 meme era. Over the last two years the average move is a calmer (but still large) ±10.5%, and that recent regime is the better reference for today’s reports.

Does GME beat its implied move?

This is the question that decides whether buying or selling premium has an edge. The implied move is what the options market prices in before the report; the actual move is what happens. Here GameStop breaks from its reputation: its actual move has topped the implied move in only about 35% of recent reports (6 of 17). GME’s options are famous, and famously expensive — the market prices in fireworks, and roughly two reports out of three deliver less than that.

~35%
Beat rate
actual > implied (6 of 17)
Seller-
tilted
Historical edge
but with a ±40% tail
What this implies A 35% beat rate means GME has usually moved less than its options priced in — historically favorable to premium sellers. But this is the sharpest double edge we track: the same name carries a ±39.8% tail, and its June 2026 report cleared a 3.3% implied move by a factor of four (+13.2% peak). Selling GME premium has won more often than it lost — and the losses, when they came, were in a different weight class.

How GME’s moves are distributed

0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 10-yr avg ±16.2% ±5.7% 5th ±10.0% 20th ±12.7% median ±20.4% 80th ±39.8% 95th
The spread of GME’s earnings-day moves by percentile. The median is about ±12.7%; the 95th-percentile worst case reaches ±39.8% — the widest tail we track.

The distribution is heavy everywhere: even the quiet 5th-percentile report moves ±5.7%, the median is ±12.7%, four in five reports stay under ±20.4%, and the 95th-percentile outlier reaches ±39.8% with a standard deviation around ±10.8%. There is no such thing as a small GME earnings position — sizing has to assume double digits as the base case.

Recent GME earnings

To make it concrete: GME’s four most recent reports show both faces. Three came in under the implied move — including a −7% peak against a 9.2% implied — and then June 2026 blew through a 3.3% implied with a +13.2% surge. The market had finally priced GME like a quiet stock, and it immediately wasn’t one.

See the full history The complete report-by-report record — every past implied vs actual move, open/peak/close behaviour and post-earnings drift, plus the live implied move as the next date approaches — lives in the EarningsWatcher app.

IV rush and IV crush on GME

Implied volatility surges into the report (the IV rush) and collapses afterward (the IV crush). With a 35% beat rate, GME’s crush has punished option buyers more often than not — premium priced for fireworks usually deflates — which is the central trade-off in holding options through earnings. The ±40% tail is why ‘usually’ is doing heavy lifting in that sentence.

What GME’s earnings data means for options

These figures are a reference point, not a signal. GME has cleared its implied move in only about a third of recent reports, and the ±39.8% 95th-percentile figure marks the realistic worst case any position would need to withstand. The practical use is to compare a given quarter’s live implied move against this history — the June 2026 report happened precisely when that comparison looked most lopsided — and to understand how each structure behaves around the move: a straddle or strangle needs the actual move to exceed the implied to pay, while an iron condor or butterfly needs it to stay smaller. You can test any of them against GME’s full history in the EarningsWatcher app rather than relying on a rule of thumb.

On the “next” implied move There is no meaningful implied move far ahead of a report — it only firms up as the date nears. As a reference, GME’s recent implied moves have priced in roughly 3% to 10%, a wide range that reflects how unsettled the market’s read on it is. When the next report approaches, check the live implied move in the app and compare it to the ±10.5% two-year average — and remember the ±39.8% tail.
Key facts · cite as EarningsWatcher, September 7, 2026
  • According to EarningsWatcher data, options price a ±7.2% move for GME's September 8, 2026 earnings report (as of September 7, 2026).
  • GME has averaged a ±16.2% earnings-day move across its last 39 reports (10-year history, per EarningsWatcher).
  • GME's actual earnings move exceeded the options-implied move in 35% of those reports.
Source: https://earnings-watcher.com/wiki/gme-earnings-options · refreshed daily from live options data · free to quote with attribution and a link.
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Frequently asked questions

How much does GME move on earnings?

Over its last 39 earnings reports (roughly the past 10 years, as of September 2026), GameStop's average earnings-day peak move was about plus or minus 16.2%, with a median near plus or minus 12.7%. The decade average is inflated by the 2021-2022 meme era; over the last two years the average move is closer to plus or minus 10.5%. Tail risk is the widest we track: the 95th-percentile move is about plus or minus 39.8%.

Does GME usually beat its implied move?

No — and this surprises people. GameStop's actual move has topped its options-implied move in only about 35% of recent reports (roughly 6 of 17). GME options are chronically expensive going into reports, and roughly two reports out of three deliver less movement than priced in. The exception can be violent: in June 2026 GME moved +13.2% against a 3.3% implied move.

What is GME's implied move for earnings?

The implied move only firms up as an earnings date approaches, so there is no meaningful implied move far in advance. As a reference, GME's recent reports have priced implied moves anywhere from roughly 3% to 10%. Check the live implied move in the EarningsWatcher app as the next report nears, and compare it to the plus or minus 10.5% two-year average.

When does GameStop (GME) report earnings?

GameStop reports quarterly, after the market close (AMC), on an off-cycle fiscal calendar — typically in March, June, September and December. Confirm the exact upcoming date on a live earnings calendar before trading.

See GME’s live earnings data

Get GME’s upcoming date, the live implied move as it firms up, and the full history of past moves.

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