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Nordson Corp. — 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 NDSN (out of 12 on file), average IV crush was 23% 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 means the market consistently overprices NDSN 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 NDSN sits at 0.68x, 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 NDSN, see the NDSN IV analysis and NDSN expected move. To compare NDSN 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 tend to exceed implied — spreads and iron condors carry capped downside, while naked puts and short strangles leave the loss side open.
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.
NDSN may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →NDSN 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 |
|---|---|---|---|---|
| Q1 2026 | ±1.5% | -0.6% | -21% | WIN |
| Q4 2025 | ±2.0% | -0.8% | -43% | WIN |
| Q3 2025 | ±1.3% | +1.9% | -17% | LOSS |
| Q2 2025 | ±1.5% | +6.0% | -12% | 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
Nordson Corp.'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 23.2% per event provides reasonable premium decay when it does work.
Nordson Corp.'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 23.2%, 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.
Nordson Corp.'s implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.68x — the options market priced in just 68% 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. Nordson Corp.'s earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Sometimes — Nordson Corp. crushed IV in 50% of recent earnings (23% average drop). The historical sample shows a mixed pattern — neither consistent nor random.
Nordson Corp. 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.
Nordson Corp.'s average post-earnings IV crush is 23.2%. This moderate crush provides decent premium decay, though sellers should ensure their strikes capture enough of this decay to justify the binary risk.
Nordson Corp.'s earn effect of 3.69× 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.
Nordson Corp.'s implied earnings moves have averaged 0.68x the actual move — meaning the options market priced in only 68% 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 Nordson Corp. 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 Nordson Corp., the average crush of 23.2% 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.