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Sandisk — Does SNDK historically overprice the post-earnings move?
We need 8+ earnings events for a reliable IV crush signal. SNDK has 4 recorded so far.
For reference, most S&P 500 stocks experience 30–60% IV crush after earnings. Once we have enough SNDK data, you'll see exact historical patterns, implied vs actual moves, and a seller edge score.
Next earnings in 26 days. Check back after the report to add another data point.
IV crush is the sharp drop in implied volatility after earnings. Premium sellers can profit when the market consistently overprices the expected move. With enough data, this page shows whether SNDK earnings are historically overpriced or underpriced.
| Quarter | IV Before | IV After | Crush | Implied | Actual |
|---|---|---|---|---|---|
| Q1 2026 | 109.4% | 113.4% | --4% | ±5.5% | +2.7% |
| Q4 2025 | 112.5% | 111.2% | -1% | ±5.7% | +2.4% |
| Q3 2025 | 58.0% | 58.8% | --1% | ±2.9% | +0.8% |
| Q2 2025 | 87.6% | 83.9% | -4% | ±4.4% | +3.3% |
Limited sample (4 events) — not enough for a reliable signal. Need 8+ for statistical significance.