QUALCOMM (QCOM) implied move — live earnings data
QUALCOMM (QCOM) has not confirmed its next earnings date yet. Based on its reporting pattern, the next report is expected around late October 2026. Options begin pricing a report a few weeks ahead, and the live implied move appears here as soon as they do. On its most recent report (July 29, 2026), options priced a ±7.9% move and the stock closed -2.6%. The implied move — also called the expected move — is derived from live options prices. Below, each report's implied move is compared with what QCOM actually did on earnings day.
Updated October 16, 2026 · refreshed daily from live options data · methodology
- QUALCOMM (QCOM) has moved ±7.5% on average at the peak of earnings day over the last 10 years (40 reports).
- QCOM's actual earnings move exceeded the options-implied move in 12 of its last 17 reports (71%).
- On its last report (July 29, 2026) QCOM options had priced ±7.9% and the stock closed -2.6%.
- Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against QCOM's own 10-year reaction record
- IV Rush Radar — QCOM's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
- DriftLab — QCOM's follow-through, gap-fill and drift scores for the days after the print
QCOM implied vs actual earnings moves
Each report: what options priced in beforehand (purple) vs the actual peak intraday move (green when it beat implied, grey when it stayed inside).
QCOM: recent reports
| Report | Options priced | Close-to-close | Peak intraday | vs implied |
|---|---|---|---|---|
| July 29, 2026 | ±7.9% | -2.6% | -6.2% | inside |
| April 29, 2026 | ±8.1% | +15.1% | +19.8% | beat |
| February 4, 2026 | ±6.1% | -8.5% | -10.9% | beat |
| November 5, 2025 | ±6.0% | -3.6% | -5.4% | inside |
| July 30, 2025 | ±5.8% | -7.7% | -8.5% | beat |
| April 30, 2025 | ±6.7% | -8.9% | -9.2% | beat |
Peak is the largest intraday move on the reaction day; "beat" means the peak move exceeded what options had priced in. The three most recent reports are free; members see the full history.
QCOM beyond the implied move
The implied move is the size of the move. Three more readings for QUALCOMM, from the same pipeline — the free summary here, the full tools for members.
How QCOM's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±2.2% | ±4.6% | ±6.7% | ±10.7% | ±15.4% |
Recent regime: the 2-year average move (±8.9%) is hotter than the 10-year average (±7.5%).
What is an implied move?
The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.
Everything on this page is free and refreshes daily. Members get the tools that turn it into a decision.
For QCOM and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.