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Huntington Ingalls Industries — Historical IV crush pattern, win rate, and edge score
Huntington Ingalls Industries (HII) is a Industrials stock with actively traded listed options. IV dropped an average of -24% after earnings across 12 events (17% seller win rate). The market only priced in 0.22x the actual move — earnings tend to surprise beyond expectations. Weak crush history makes earnings a challenging event for premium sellers. HII premium selling verdict.
Implied vs Actual Earnings Moves
Avoid short premium into earnings.
Actual moves consistently exceed implied — consider long vol (straddle/strangle buyers) or stay out entirely.
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.
HII may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →HII actual earnings moves have historically exceeded implied — selling premium through the event carries elevated risk.
This page — historical earnings analysis ↓Bottom line: Despite consistent IV crush, HII's actual earnings moves have historically exceeded implied. Premium selling through earnings has been a losing strategy — consider long-vol structures or staying out of the event entirely.
| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q1 2026 | ±2.4% | -11.7% | -22% | LOSS |
| Q4 2025 | ±2.4% | +6.3% | -30% | LOSS |
| Q3 2025 | ±2.3% | +8.5% | -40% | LOSS |
| Q2 2025 | ±2.4% | +0.3% | -35% | WIN |
Showing 4 of 12 · Short ATM straddle, close-to-close
Unlock all 12 quarters →Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Huntington Ingalls Industries's earnings history shows the stock has exceeded its options-implied move in 83% 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 proposition over time. Huntington Ingalls Industries's average IV crush of only 24.3% is insufficient to offset the instances where actual gap moves exceeded the straddle breakeven. Unless the current setup offers an unusually wide implied move premium relative to historical actual moves, earnings premium selling on Huntington Ingalls Industries is better avoided.
Huntington Ingalls Industries's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 16.7% and average crush of 24.3%, 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.
Huntington Ingalls Industries's implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.22x — the options market priced in just 22% 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. Huntington Ingalls Industries's earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Not reliably — Huntington Ingalls Industries only crushed IV in 17% of recent earnings. The stock has frequently moved beyond what options priced in.
Huntington Ingalls Industries has delivered an IV crush (actual move smaller than implied move) in 16.7% of its last 12 earnings cycles. This below-average win rate suggests caution — Huntington Ingalls Industries frequently moves more than the market expects.
Huntington Ingalls Industries's average post-earnings IV crush is 24.3%. This moderate crush provides decent premium decay, though sellers should ensure their strikes capture enough of this decay to justify the binary risk.
Huntington Ingalls Industries's earn effect of 4.00× 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.
Huntington Ingalls Industries's implied earnings moves have averaged 0.22x the actual move — meaning the options market priced in only 22% 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. For premium sellers, this is a warning: traditional earnings crush strategies have negative expected value on Huntington Ingalls Industries.
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 Huntington Ingalls Industries, the average crush of 24.3% 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.
Huntington Ingalls Industries's next earnings is approximately 22 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 Huntington Ingalls Industries's IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.