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Fair Isaac Corp. — Historical IV crush pattern, win rate, and edge score
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.
FICO may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →FICO 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 |
|---|---|---|---|---|
| Q4 2025 | ±2.6% | +0.8% | -1% | WIN |
| Q3 2025 | ±2.2% | +1.7% | --2% | WIN |
| Q2 2025 | ±2.4% | +1.2% | -1% | WIN |
| Q1 2025 | ±2.4% | -0.5% | --8% | 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
Fair Isaac Corp. 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. Fair Isaac Corp.'s average crush magnitude of -2.0% 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.
Fair Isaac Corp.'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 -2.0%, 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.
Fair Isaac Corp.'s implied earnings moves have historically exceeded actual moves by a significant margin, with an implied/actual ratio of 2.3x. This means if options price in a ±5% move, the stock typically only moves ±2.2%. This systematic overpricing is the earnings premium seller's core edge — the market's fear of the unknown consistently exceeds what materializes. Strategies that profit from this overpricing include pre-earnings iron condors, short straddles, and short strangles positioned around the expected move.
Yes — Fair Isaac Corp. crushed IV in 100% of recent earnings, with an average -2% IV drop. This is a reliable pattern for premium sellers.
Fair Isaac Corp. 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 Fair Isaac Corp. a strong candidate for earnings premium selling strategies.
Fair Isaac Corp.'s average post-earnings IV crush is -2.0%. This relatively small crush means limited premium available to capture — transaction costs and slippage can eat into thin margins.
Historically yes — Fair Isaac Corp.'s options market prices in moves that are 2.29x larger than what materializes. This systematic overpricing is what makes Fair Isaac Corp. attractive for earnings premium selling. When you sell a straddle or strangle before earnings, you're betting that the actual move will be smaller than the implied — and for Fair Isaac Corp., that has been the case more often than not.
Highly consistent — Fair Isaac Corp. 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. Fair Isaac Corp.'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 Fair Isaac Corp., the average crush of -2.0% 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.