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Hilton Worldwide — 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 HLT (out of 12 on file), average IV crush was 30% and seller win rate was 50%. 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 HLT 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 HLT sits at 0.75x, meaning earnings tend to surprise beyond expectations.
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 HLT, see the HLT IV analysis and HLT expected move. To compare HLT 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
Avoid short premium into earnings.
Actual moves tend to exceed implied — prefer defined-risk strategies (iron condors with wide wings) or reduced position size.
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.
HLT may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →HLT actual earnings moves have historically exceeded implied — selling premium through the event carries elevated risk.
This page — historical earnings analysis ↓| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q2 2026 | ±2.0% | -5.4% | -26% | LOSS |
| Q1 2026 | ±1.8% | -0.7% | -27% | WIN |
| Q4 2025 | ±1.7% | +0.6% | -29% | WIN |
| Q3 2025 | ±1.5% | -2.6% | -37% | LOSS |
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
Hilton Worldwide's earnings crush track record is mixed, with IV compression occurring in about 50% of recent cycles. A win rate near 50% means the options market is approximately correctly pricing the expected move — sometimes the stock moves less (crush), sometimes more (expansion). For premium sellers, this requires a more selective approach: trade the earnings event when other conditions are favorable (high IV Rank, positive VRP, manageable implied move) and sit out when the setup isn't clean. An average crush of 29.8% per event provides reasonable premium decay when it does work.
Hilton Worldwide's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 50.0% and average crush of 29.8%, 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.
Hilton Worldwide's implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.75x — the options market priced in just 75% 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. Hilton Worldwide's earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Sometimes — Hilton Worldwide crushed IV in 50% of recent earnings (30% average drop). Mixed track record; use defined-risk strategies if trading.
Hilton Worldwide has delivered an IV crush (actual move smaller than implied move) in 50.0% of its last 4 earnings cycles. This mixed record suggests selective trading — wait for additional confirming signals before selling premium through earnings.
Hilton Worldwide's average post-earnings IV crush is 29.8%. This strong crush provides meaningful premium decay for sellers, particularly for strategies centered around ATM strikes.
Hilton Worldwide's earn effect of 3.19× 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.
Hilton Worldwide's implied earnings moves have averaged 0.75x the actual move — meaning the options market priced in only 75% 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 Hilton Worldwide.
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 Hilton Worldwide, the average crush of 29.8% 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.
Hilton Worldwide's next earnings is approximately 87 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 Hilton Worldwide's IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.