Earnings Whiplash Map · Weekly Scan · Public preview

6 earnings setups · 0 flagged as asymmetric

Scan day · Saturday, October 3, 2026

This week's earnings calendar (10/5–10/9) scanned 15 tickers, 6 of which carry the 2-year post-earnings history needed to compute an IV-vs-realized spread. The universe skews to microcap and consumer names: RELL (Tue AMC) and NEOG (Mon AMC) show the biggest historical dispersion with 11.7% and 8.2% median absolute moves, respectively, with options pricing 15.3% and 14.6% — rich on both. STZ (Mon AMC), DAL (Fri BMO), and LEVI (Tue AMC) round out the names with meaningful liquidity. The marquee headline next week is PEP (Wed BMO), scanned but omitted from the ranked list for lack of lookback data in this week's history pull.

No tickers cleared the asymmetric long-vol bar this week — every name with history prices IV meaningfully ABOVE its historical realized median. Deltas range from +2.65pp on DAL to a stunning +7.97pp on LEVI, where a 9.4% implied collides with a 1.4% medianAbs. Flagging zero names rather than forcing picks: this is a premium-selling regime, not a straddle-buying one. Focus the structures on short-vol (iron condors, call-credit spreads) rather than long gamma, and wait for the next calendar week where realizeds and implieds overlap again.

Headline pick — fully revealed

RELL

Richardson Electronics, Ltd.

Information Technology

EarningsWed, Oct 7 AMC

Implied move15.3%

Historical avg11.7%

IV − HV gap+3.5%

Thesis

Microcap specialty electronics distributor with chronic earnings volatility — 5 of the last 9 reports moved >8%, headlined by a 22.7% upside blowout and a −17.1% capitulation. Options are pricing a 15.3% move, roughly 3.5pp RICHER than the 11.7% realized median. Low-float name where power-management and semiconductor-wafer-fab orders in a single quarter can swing the print both ways.

5 more setups on this scan · members-only

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RELL

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