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FedEx — 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 FDX (out of 12 on file), average IV crush was 54% and seller win rate was 100%. 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 suggests the market structurally overprices FDX earnings risk — short-vol structures carry an edge. A low win rate (<40%) means the opposite: actual moves typically overshoot implied, and short-premium structures lose more than they win. The implied-to-actual ratio for FDX sits at 1.21x, a persistent overpricing edge.
Earnings setups demand more risk control than non-event premium selling — defined-risk structures (spreads, iron condors) cap downside if a quarter delivers a tail move outside historical patterns. For broader volatility context on FDX, see the FDX IV analysis and FDX expected move. To compare FDX 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
Favorable conditions for premium selling.
IV overpricing pattern exists but limited sample (n=4). Use reduced position sizing.
How to read this page
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.
FDX may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →FDX earnings moves have been roughly in line with implied — exercise caution and use defined-risk structures.
This page — historical earnings analysis ↓| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q1 2026 | ±3.2% | +2.2% | -42% | WIN |
| Q4 2025 | ±2.9% | +2.4% | -66% | WIN |
| Q3 2025 | ±3.4% | +3.0% | -52% | WIN |
| Q2 2025 | ±3.3% | -3.0% | -58% | 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
FedEx has delivered an IV crush in 100% of its last 4 earnings cycles — one of the most reliable crush patterns in the options market. When a stock consistently crushes IV after earnings, it means the options market systematically overprices the expected move, giving premium sellers a repeatable edge. FedEx's average crush magnitude of 54.3% means that roughly one-quarter to one-third of pre-earnings IV evaporates overnight. For earnings premium sellers, this track record is the most important factor in deciding whether to trade through the announcement.
FedEx's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 100.0% and average crush of 54.3%, 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.
FedEx's earn effect of 3.76× ranks among the highest in its sector, meaning the stock's post-earnings gap significantly exceeds normal daily moves. High earn effect stocks are the most impactful events on the options calendar — IV ramps sharply in the 1-2 weeks before, and the crush (or expansion) after is dramatic. For premium sellers targeting FedEx's earnings, the large earn effect means more premium is available to collect, but the risk of a move exceeding the expected range is correspondingly higher. Defined-risk structures are essential.
Yes — FedEx crushed IV in 100% of recent earnings, with an average 54% IV drop. This is a reliable pattern for premium sellers.
FedEx has delivered an IV crush (actual move smaller than implied move) in 100.0% of its last 4 earnings cycles. This is one of the more reliable crush patterns, making FedEx a strong candidate for earnings premium selling strategies.
FedEx's average post-earnings IV crush is 54.3%. 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.
FedEx's earn effect of 3.76× reflects the magnitude of gap moves around announcements relative to normal daily moves. High earn effect stocks are typically those with significant revenue sensitivity to quarterly results (e.g., guidance revisions, subscriber/user metrics), binary catalysts beyond just EPS (FDA approvals, contract wins), or concentrated institutional positioning that creates outsized reactions. For premium sellers, high earn effect means both more premium available AND more risk per event.
Highly consistent — FedEx has crushed IV in 100.0% of recent earnings, one of the most reliable patterns available. Consistency matters more than magnitude for premium sellers because it reduces the variance of outcomes. A stock that crushes 87%+ of the time gives you confidence to trade every cycle, whereas a 60% crusher requires more selective entry criteria. FedEx's consistency suggests a structural tendency of its options market to overprice the earnings event.
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 FedEx, the average crush of 54.3% means options lose roughly that percentage of their time value post-announcement. Premium sellers profit from this by selling options at inflated pre-earnings prices and buying them back (or letting them expire) after the crush deflates their value.
FedEx's next earnings is approximately 43 days away. The optimal entry window for earnings premium strategies is typically 7-14 days before the announcement, when IV begins its pre-earnings ramp but hasn't peaked yet. Entering too early means holding through unnecessary time decay risk; entering too late (1-2 days before) means paying peak IV prices with minimal additional ramp. Monitor FedEx's IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.