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Insulet Corp. — Historical IV crush pattern, win rate, and edge score
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.
PODD may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →PODD 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 |
|---|---|---|---|---|
| Q1 2026 | ±2.4% | +4.5% | -27% | LOSS |
| Q4 2025 | ±2.7% | +1.7% | -25% | WIN |
| Q3 2025 | ±2.6% | +8.7% | -40% | LOSS |
| Q2 2025 | ±2.5% | -1.4% | -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
Insulet 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 24.8% per event provides reasonable premium decay when it does work.
Insulet 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 24.8%, 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.
Insulet Corp.'s implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.63x — the options market priced in just 63% 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. Insulet Corp.'s earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Sometimes — Insulet Corp. crushed IV in 50% of recent earnings (25% average drop). Mixed track record; use defined-risk strategies if trading.
Insulet 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.
Insulet Corp.'s average post-earnings IV crush is 24.8%. This moderate crush provides decent premium decay, though sellers should ensure their strikes capture enough of this decay to justify the binary risk.
Insulet Corp.'s earn effect of 3.91× 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.
Insulet Corp.'s implied earnings moves have averaged 0.63x the actual move — meaning the options market priced in only 63% 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 Insulet Corp..
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 Insulet Corp., the average crush of 24.8% 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.
Insulet Corp.'s next earnings is approximately 34 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 Insulet Corp.'s IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.