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NVDA Earnings: Implied Move, History & IV Crush

How much does NVIDIA 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 use it.

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

NVIDIA (NVDA) is one of the most-traded earnings events on the market. Below is its earnings behaviour based on the last 16 reports (roughly the past 10 years), as of June 2026. The numbers describe history — they’re useful whether you’re reading this months before a report or the week of one.

NVDA earnings at a glance

±8.3%
Avg move (10yr)
peak, day of release
±5.4%
Avg move (2yr)
regime: cooling
±20.1%
95th-pct tail
extreme outliers

Two things jump out: NVDA’s typical earnings move is large (≈±8.3% over a decade), but the last two years have been cooling (≈±5.4%). At the same time, tail risk is extreme — the 95th-percentile move is about ±20.1%, so big surprises remain very possible.

Does NVDA 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. For NVDA, the actual move has topped the implied move only about a quarter of the time across its recent history.

~25%
Beat rate
actual > implied
Fairly
priced
Implied rating
implied ≈ historical
What this implies Because NVDA’s actual move usually comes in below the implied move, simply buying options into the print has been a tough way to win — you’re paying a rich, fairly priced premium that the stock often doesn’t clear. But on the rare occasions it does beat, the overshoot is large, and the tail is fat, so naked short premium is dangerous too. This is a name for defined-risk structures on both sides.

Implied vs actual move, report by report

0% 5% 10% 10-yr avg ±8.3% 8/24 11/24 2/25 5/25 8/25 11/25 2/26 5/26 implied move actual peak (up) actual peak (down)
In most recent reports the implied move (purple) has sat above NVDA’s actual peak move (green/red). The clear exception was May 2024, when the stock blew well past what options priced in.

Two patterns stand out. First, the implied move has been trending down as NVDA’s post-earnings reactions cool off. Second, the actual move has more often than not landed inside the implied move — with rare, outsized exceptions. That combination is exactly what makes the “is it cheap or rich?” question worth checking every quarter rather than assuming.

How NVDA’s moves are distributed

The spread of NVDA’s earnings moves is wide with a fat right tail: a typical reaction is mid-single digits, but the worst-case tail stretches toward ~20%. Direction has skewed slightly bullish historically — NVDA has finished up after earnings a bit more often than down, and its up moves have tended to be larger than its down moves. So a “small reaction” is the base case, while the occasional double-digit gap is what you’re really hedging against.

Go deeper Want the exact figures — every past report’s implied vs actual move, open/peak/close behaviour, post-earnings drift and the live implied move as the next date approaches? That full breakdown lives in the EarningsWatcher app. This page is the “why it matters”; the app is the “what it is right now.”

IV rush and IV crush on NVDA

Implied volatility ramps hard into NVDA earnings (the IV rush) and collapses immediately after (the IV crush). Combined with a sub-25% beat rate, that’s why holding long options through NVDA earnings has been hard: you pay peak IV, and the move usually doesn’t clear it.

Which strategies fit NVDA earnings?

On the “next” implied move There is no meaningful implied move far ahead of a report — it only firms up as the date nears. Historically NVDA’s implied has ranged from ~6% to ~11.6%. When the next report approaches, check the live implied move in the app and compare it to the ±8.3% history before choosing a side.

Frequently asked questions

How much does NVDA move on earnings?

Over its last 16 earnings reports (roughly the past 10 years, as of June 2026), NVDA’s average earnings-day peak move was about ±8.3%, with a median near ±6.5%. The most recent two years have been calmer at about ±5.4%, but tail risk is high: the 95th-percentile move is about ±20.1%.

Does NVDA usually beat its implied move?

Not usually. NVDA’s actual move has come in below its options-implied move in the clear majority of recent reports, topping the implied move only about a quarter of the time. The misses are typically modest while the rare beats are large, which is why its earnings options are generally rated “fairly priced” rather than cheap.

What is NVDA’s implied move for earnings?

The implied move only firms up as an earnings date approaches, so there’s no meaningful implied move far in advance. Historically NVDA’s implied move has ranged from roughly 6% to 11.6% per report. Check the live implied move in the EarningsWatcher app as the next report nears.

When does NVDA report earnings?

NVIDIA reports quarterly, after the market close (AMC), typically in late February, late May, late August and late November. Confirm the exact upcoming date on a live earnings calendar before trading.

See NVDA’s live earnings data

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

Open NVDA in the app →