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Pool Corp. — Historical IV crush pattern, win rate, and edge score
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.
POOL may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →POOL 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 | ±1.9% | -12.8% | -12% | LOSS |
| Q4 2025 | ±2.0% | -0.5% | -21% | WIN |
| Q3 2025 | ±2.0% | +3.3% | -28% | LOSS |
| Q2 2025 | ±2.1% | -6.5% | -25% | 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
Pool Corp.'s earnings history shows the stock has exceeded its options-implied move in 75% 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. Pool Corp.'s average IV crush of only 21.4% 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 Pool Corp. is better avoided.
Pool Corp.'s earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 25.0% and average crush of 21.4%, 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.
Pool Corp.'s implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.35x — the options market priced in just 35% 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. Pool Corp.'s earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Not reliably — Pool Corp. only crushed IV in 25% of recent earnings. The stock has frequently moved beyond what options priced in.
Pool Corp. has delivered an IV crush (actual move smaller than implied move) in 25.0% of its last 4 earnings cycles. This below-average win rate suggests caution — Pool Corp. frequently moves more than the market expects.
Pool Corp.'s average post-earnings IV crush is 21.4%. This moderate crush provides decent premium decay, though sellers should ensure their strikes capture enough of this decay to justify the binary risk.
Pool Corp.'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.
Pool Corp.'s implied earnings moves have averaged 0.35x the actual move — meaning the options market priced in only 35% 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 Pool 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 Pool Corp., the average crush of 21.4% 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.
Pool Corp.'s next earnings is approximately 40 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 Pool Corp.'s IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.