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Deere & Company — Historical IV crush pattern, win rate, and edge score
Free view uses the latest 4 quarters. Ranked screener positions use the full 12-quarter history.
IV crush is the sharp drop in implied volatility that typically lands the morning after an earnings release. Options pricing builds an event-risk premium ahead of the report, which evaporates once the unknown becomes known — even if the actual price move is large. For premium sellers, the relevant question is whether the pre-earnings premium tends to overprice the actual move on this specific ticker. Across the 4-event preview shown for DE (out of 12 on file), average IV crush was 51% and seller win rate was 25%. Starter unlocks the full 12-event history.
Premium sellers running earnings strategies (short strangles, iron condors, calendar spreads) rely on this overpricing pattern. A high win rate (>70%) over a meaningful sample means the market consistently overprices DE earnings risk — short-vol structures carry an edge. A low win rate (<40%) means the opposite: actual moves typically punch beyond what options price in, and short-premium structures lose more than they win. The implied-to-actual ratio for DE sits at 0.48x, meaning earnings tend to surprise beyond expectations.
Earnings introduce binary event risk that's separate from the regular ongoing pricing-vs-movement read — spreads and iron condors carry capped downside, while naked puts and short strangles leave the loss side open. For broader volatility context on DE, see the DE IV analysis and DE expected move. To compare DE against the full universe of earnings premium-selling candidates, see the Best Earnings Premium Selling Stocks screener — same T-1 → T+1 crush methodology, ranked across 530+ tickers.
Implied vs Actual Earnings Moves
Pattern: actual moves exceed implied.
Actual moves consistently punch beyond implied — the post-earnings IV drop usually doesn’t cover how far the stock actually travels.
How to read this page
Diagnostic for whether options have historically overpriced or underpriced the post-earnings move. A consistent crush pattern means the implied-vs-actual gap has historically run in the seller-friendly direction.
The historical crush rate is one input the model weighs alongside expected move, liquidity, and event proximity.
Crush % = (Pre-earnings IV − Post-earnings IV) / Pre-earnings IV × 100Historical IV levels before and after each earnings announcement
ORATS historical earnings data, minimum 5 quarters required
Past crush patterns do not predict future results. Sample sizes under 8 quarters have lower statistical reliability. Company fundamentals, guidance, and macro context change between earnings.
DE may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →DE actual earnings moves have historically exceeded implied — the IV crush around the event hasn't reliably covered how far the stock actually travels.
This page — historical earnings analysis ↓| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q4 2025 | ±2.1% | -6.4% | -48% | LOSS |
| Q3 2025 | ±2.3% | -4.0% | -54% | LOSS |
| Q2 2025 | ±2.3% | +6.7% | -50% | LOSS |
| Q1 2025 | ±2.2% | +1.3% | -53% | WIN |
Showing 4 of 4 · Short ATM straddle, close-to-close · limited sample
Unlock all 4 quarters →Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Deere & Company's earnings history shows the stock has exceeded its options-implied move in 75% of recent announcements — the opposite of what premium sellers want. When a stock regularly moves more than the market's implied range, selling straddles or strangles through earnings becomes a losing setup over time. Deere & Company's average IV crush of only 51.2% isn't enough to offset the events where actual gap moves blew past the straddle breakeven. Unless the current setup offers an unusually wide implied move premium relative to historical actual moves, earnings premium selling on Deere & Company is better avoided.
Deere & Company's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 25.0% and average crush of 51.2%, premium sellers can assess whether the earnings event historically overprices or underprices the gap move. This historical pattern is one of the strongest predictors of future earnings options behavior.
Deere & Company's implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.48x — the options market priced in just 48% of the real move. When this ratio is below 1.0, the stock regularly surprises in magnitude — the market underestimates the gap risk. This is dangerous territory for premium sellers: even if you sell at seemingly wide strikes, the stock may blow through them. Deere & Company's earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Not reliably — Deere & Company only crushed IV in 25% of recent earnings. The historical sample shows actual moves frequently exceed implied.
Deere & Company has delivered an IV crush (actual move smaller than implied move) in 25.0% of its last 4 earnings cycles. This below-average win rate suggests caution — Deere & Company frequently moves more than the market expects.
Deere & Company's average post-earnings IV crush is 51.2%. This massive crush means premium sellers capture significant value when the trade works — straddles and strangles lose roughly one-third or more of their pre-earnings value overnight.
Deere & Company's implied earnings moves have averaged 0.48x the actual move — meaning the options market priced in only 48% of what actually happened. This can result from unpredictable guidance revisions, high sensitivity to sector-specific metrics, or institutional positioning that amplifies post-earnings momentum. The historical pattern shows the IV crush around the event has not reliably covered how far Deere & Company actually travels after announcements.
IV crush is the rapid decline in implied volatility immediately after an earnings announcement. Before earnings, uncertainty drives IV higher because the market prices in potential for a large move. After the news drops, uncertainty resolves and IV collapses — typically within hours. For Deere & Company, the average crush of 51.2% means options lose roughly that percentage of their time value post-announcement. Premium sellers profit from this by selling options at the elevated pre-earnings prices and buying them back (or letting them expire) after the crush brings their value down.