Earnings Whiplash Map · Weekly Scan · Public preview

10 earnings setups · 0 flagged as asymmetric

Scan day · Saturday, September 12, 2026

The week of Sep 14–18, 2026 has 15 reporters clearing the calendar, with HAIN, FPS, OPTT and ABAT dominating the historical whiplash tape at median absolute post-earnings moves of 16.0%, 10.3%, 7.8% and 6.0% respectively. Every single name in the universe is trading at implied vol ABOVE its 8-quarter realized median — HAIN's straddle implies 38.5% versus 16.0% realized (+22.5pp), OPTT's headline implied of 281.7% against a 7.8% realized median is a sub-dollar quotation artifact (+273.9pp of nonsense), and even the calmer large-caps (GIS +0.9pp, CBRL +0.9pp) offer no discount to realized. No name clears our −1.5pp asymmetric-long-vol threshold, so we flag zero setups this week; the tape is a premium-selling regime, not a long-vol one.

The forward calendar is heavy on consumer staples (HAIN, GIS), restaurants (CBRL, PLAY) and micro-cap specialty (OPTT, ABAT, UPXI, EPM); LEN and FDX are the only large-cap S&P reporters, both with quiet histories (medianAbs 1.3% and 0.9%). Traders looking for edge this week should focus on selling defined-risk premium via condors or short strangles into the largest IV/HV gaps (EPM +30.4pp, RZLT +26.9pp, ABAT +17.8pp) rather than buying straddles. LAES was excluded from ranking (zero prior earnings history in the sample).

Headline pick — fully revealed

HAIN

The Hain Celestial Group, Inc.

Consumer Staples

EarningsMon, Sep 14 BMO

Implied move38.5%

Historical avg16.0%

IV − HV gap+22.5%

Thesis

Small-cap organic-food distributor with a punishing earnings track record — post-print moves have exceeded 8% in 8 of the last 10 prints, with a peak drawdown of −47.6% and a peak rally of 18.6%. The $0.65 spot reflects the collapse from the mid-cycle repositioning story; the print is the natural inflection where the turnaround narrative either gets fresh confirmation or the going-concern conversation returns. Straddle implies a 38.5% move — richly bid at ~2.4x the median realized, but not obviously cheap given the 47.6% historical tail.

9 more setups on this scan · members-only

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HAIN

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