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Wynn Resorts — 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 WYNN (out of 12 on file), average IV crush was 34% and seller win rate was 100%. 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 WYNN 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 WYNN sits at 2.27x, a persistent overpricing edge.
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 WYNN, see the WYNN IV analysis and WYNN expected move. To compare WYNN 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
Favorable conditions for premium selling.
IV overpricing pattern exists but limited sample (n=4). Use reduced position sizing.
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.
WYNN may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →WYNN earnings moves have been roughly in line with implied — exercise caution and use defined-risk structures.
This page — historical earnings analysis ↓| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q1 2026 | ±2.9% | -1.4% | -34% | WIN |
| Q4 2025 | ±3.3% | +1.2% | -31% | WIN |
| Q3 2025 | ±2.5% | -1.2% | -37% | WIN |
| Q2 2025 | ±2.9% | +1.3% | -32% | 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
Wynn Resorts has delivered an IV crush in 100% of its last 4 earnings cycles — one of the most reliable crush patterns in the options market. When a stock consistently crushes IV after earnings, it means the options market systematically overprices the expected move, giving premium sellers a repeatable edge. Wynn Resorts's average crush magnitude of 33.6% means that roughly one-quarter to one-third of pre-earnings IV evaporates overnight. For earnings premium sellers, this track record is the most important factor in deciding whether to trade through the announcement.
Wynn Resorts's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 100.0% and average crush of 33.6%, 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.
Wynn Resorts's implied earnings moves have historically exceeded actual moves by a significant margin, with an implied/actual ratio of 2.3x. This means if options price in a ±5% move, the stock typically only moves ±2.2%. This systematic overpricing is the earnings premium seller's core edge — the market's fear of the unknown consistently exceeds what materializes. Strategies that profit from this overpricing include pre-earnings iron condors, short straddles, and short strangles positioned around the expected move.
Yes — Wynn Resorts crushed IV in 100% of recent earnings, with an average 34% IV drop. This is a reliable pattern for premium sellers.
Wynn Resorts has delivered an IV crush (actual move smaller than implied move) in 100.0% of its last 4 earnings cycles. This is one of the more reliable crush patterns, making Wynn Resorts a strong candidate for earnings premium selling strategies.
Wynn Resorts's average post-earnings IV crush is 33.6%. This strong crush provides meaningful premium decay for sellers, particularly for strategies centered around ATM strikes.
Historically yes — Wynn Resorts's options market prices in moves that are 2.27x larger than what materializes. This systematic overpricing is what makes Wynn Resorts attractive for earnings premium selling. When you sell a straddle or strangle before earnings, you're betting that the actual move will be smaller than the implied — and for Wynn Resorts, that has been the case more often than not.
With earnings in 3 days and a 100.0% historical crush rate, Wynn Resorts has a favorable track record for pre-earnings premium selling. The key question is whether the current implied move offers adequate compensation — compare it to the historical average actual move of 1.3%. Use defined-risk strategies (iron condors, iron butterflies) to cap downside if the stock breaks pattern this time.
Highly consistent — Wynn Resorts has crushed IV in 100.0% of recent earnings, one of the most reliable patterns available. Consistency matters more than magnitude for premium sellers because it reduces the variance of outcomes. A stock that crushes 87%+ of the time gives you confidence to trade every cycle, whereas a 60% crusher requires more selective entry criteria. Wynn Resorts's consistency suggests a structural tendency of its options market to overprice the earnings event.
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 Wynn Resorts, the average crush of 33.6% 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.