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META Earnings: Implied Move, History & IV Crush

How much does Meta 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 June 2026 · Education, not advice

Meta Platforms (META) produces some of the largest earnings reactions in mega-cap tech — and the widest tail of any name we track. Below is its earnings behaviour based on the last 16 reports (roughly the past 10 years), as of June 2026. The numbers describe history, so they’re useful whether you’re reading this months before a report or the week of one.

META earnings at a glance

±11.8%
Avg move (10yr)
peak, day of release
±11.0%
Median move
half of reports move less
±25.8%
95th-pct tail
widest of the mega-caps

Meta’s typical earnings move is the largest of the mega-caps — about ±11.8% over a decade, median ±11.0% — and its tail is exceptional: the 95th-percentile move is around ±25.8%. Meta is famous for outsized gaps in both directions, and its option premiums are priced accordingly.

Does META 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. Meta’s actual move has topped the implied move in about 63% of recent reports (10 of 16) — a high beat rate. Combined with the widest tail in the group, that means Meta has a real history of moving more than options expected.

~63%
Beat rate
actual > implied (10 of 16)
Buyer-
tilted
Historical edge
widest tail of the mega-caps
What this implies A 63% beat rate paired with a ±25.8% tail is a distinctive combination: Meta has cleared its implied move in nearly two of every three reports, sometimes by enormous margins. Historically that has favored premium buyers, while the exceptional tail means the worst-case scenario for any position is severe.

How META’s moves are distributed

0% 5% 10% 15% 20% 25% 30% 10-yr avg ±11.8% ±1.3% 5th ±5.1% 20th ±11.0% median ±16.0% 80th ±25.8% 95th
The spread of META’s earnings-day moves by percentile. The median is about ±11.0%; the 95th-percentile worst case reaches ±25.8% — the widest tail of the mega-caps.

The distribution is wide and heavy-tailed: the median is ±11.0%, the 80th percentile ±16.0%, and the 95th-percentile outlier reaches ±25.8% — with a very high standard deviation around ±7.8%. Meta can deliver a quiet quarter, but the realistic worst case is a 20%+ gap, which is the scenario any position must survive.

Recent META earnings

To make it concrete: Meta cleared its implied move in each of its three most recent reports — including a +11.3% jump against a ~6.9% implied. That run is consistent with its high long-run beat rate: when Meta moves, it has tended to move more than priced in.

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 META

Implied volatility surges into the report (the IV rush) and collapses afterward (the IV crush). Meta’s frequent, large overshoots mean the crush has been far from reliable for either side — the central trade-off in holding options through earnings, with its wide tail always in the background.

What META’s earnings data means for options

These figures are a reference point, not a signal. Meta has cleared its implied move in nearly two of every three reports (about 63%), and the ±25.8% 95th-percentile figure — the widest of the mega-caps — 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 — and to understand how each structure behaves around that 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 Meta’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, META’s recent implied moves have priced in roughly 7% to 10%. When the next report approaches, check the live implied move in the app and compare it to the ±11.8% history.

Frequently asked questions

How much does META move on earnings?

Over its last 16 earnings reports (roughly the past 10 years, as of June 2026), META's average earnings-day peak move was about plus or minus 11.8%, with a median near plus or minus 11.0% — the largest of the mega-caps. Tail risk is exceptional: the 95th-percentile move is about plus or minus 25.8%.

Does META usually beat its implied move?

More often than not. Meta's actual move has topped its options-implied move in about 63% of recent reports (roughly 10 of 16). Combined with the widest tail among the mega-caps, that means Meta has frequently moved more than options priced in, which has historically favored premium buyers; the exceptional tail also means worst-case outcomes can be severe.

What is META'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, META's recent reports have priced implied moves of roughly 7% to 10%. Check the live implied move in the EarningsWatcher app as the next report nears, and compare it to the plus or minus 11.8% historical average.

When does Meta (META) report earnings?

Meta reports quarterly, after the market close (AMC), typically in late January or early February, late April, late July and late October. Confirm the exact upcoming date on a live earnings calendar before trading.

See META’s live earnings data

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

Open META in the app →