Earnings Whiplash Map · Weekly Scan · Public preview

10 earnings setups · 0 flagged as asymmetric

Scan day · Saturday, August 29, 2026

Forward two-week earnings scan (Aug 31 – Sep 4, 2026) covers 49 upcoming reports and points to a decisively premium-selling regime: every single ticker with a meaningful 8-quarter history is pricing an implied move ABOVE its realized median-absolute move. Even the biggest historical whales show almost no edge for buyers — DAKT implies 13.1% against a 12.6% realized median-abs, and CIEN implies 12.3% against 11.4%. Deep-in tech names amplify the gap: DELL prices 11.2% against 0.9% realized, AMBA 13.8% vs 1.3%, LULU 10.2% vs 1.0%. Small-cap SaaS is the most extreme — PHR 17.9% vs 6.8%, GTLB 14.8% vs 6.6%, CHPT 17.9% vs 5.8%, WOOF 18.5% vs 5.7%.

Zero names cleared the flag bar of IV ≤ realized −1.5pp, so no long-vol asymmetric setups are highlighted this week — the asymmetry runs the other direction. The published list is ranked by historical realized volatility (medianAbs of |past post-earnings moves|): DAKT and CIEN top the board with double-digit historical medians, and CRDO, FIVE, PHR, GTLB, GWRE, CHPT, BF.B, and WOOF fill out the historically-volatile cohort. Premium sellers have the tape this cycle; direction traders will want to size for tail risk given CRDO's 47.9% and PHR's 26.6% historical max moves.

Headline pick — fully revealed

DAKT

Daktronics

Information Technology

EarningsWed, Sep 2 BMO

Implied move13.1%

Historical avg12.6%

IV − HV gap+0.5%

Thesis

Small-cap electronic-display maker with the most reliably explosive earnings reaction in the scan — 8 of the last 10 reports moved more than 8%, with a 21.8% max. Options price a 13.1% straddle against a 12.6% realized median, so there is essentially no edge for either buyers or sellers of vol. Direction-neutral traders looking for a home should watch for order-book commentary on sports and outdoor-advertising display demand as the swing factor.

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