How often does General Motors move more than the options market prices?

5 of the last 8 reports moved at least as far as the implied move.

GMNYSEMotor Vehicles & Passenger Car Bodies

General Motors Co (GM) earnings date, market-implied expected move, and options open interest by expiry

87.31

Closed19:50 ET

Open85.61Volume11.7MMkt cap$73.7BP/E18.50EPS4.72Div yield0.79%

Day85.19 – 87.8380%52-wk66.18 – 91.6683%

General Motors Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 26

before open · in 87 days

est.Q4 FY26

Calendar

Next report

Last report

−6.84%

vs ±4.9% implied · ×1.39

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Largest filed tie

59.00%

of Aspen Aerogels revenue

supplierASPN 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−1.18%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

1,575 managers

Top fund weight

1.73%

GM weight · XLY

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

General Motors (GM) is expected to report on Jan 26 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±5.4%
avg realized: ±6.8%

Jan 28 '25Jan 28 '25confirmed±5.6%▼−8.89%×1.60

Apr 29 '25Apr 29 '25confirmed±5.5%▼−0.63%×0.11

Q2 FY25Jul 22 '25confirmed±4.7%▼−8.12%×1.73

Q3 FY25Oct 21 '25confirmed±5.2%▲+14.86%×2.86

Q4 FY25Jan 27 '26confirmed±5.3%▲+8.75%×1.67

Q1 FY26Apr 28 '26confirmed±6.6%▲+1.27%×0.19

Q2 FY26Jul 21 '26confirmed±5.7%▲+4.91%×0.86

Q3 FY26Oct 20 '26confirmed±4.9%▼−6.84%×1.39

quarterimplied−15%0+15%realized×

Q3 FY26±4.9%▼−6.84%×1.39

Q2 FY26±5.7%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 29 close

0.92OI · 9 expiries · Oct 29 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

2,486+22%Nov 66d0.673,707+104%0.67

4,393+461%Nov 1313d1.852,377+27%1.85

10,999+4%Nov 2020d0.5918,627+11%0.59

953+59%Nov 2727d1.33717+48%1.33

167—Dec 434d0.42402—0.42

0—Dec 1141d—0——

35,666+1%Dec 1848d0.8741,136+2%0.87

44,486+7%Jan 1576d0.9248,477+2%0.92

report · Jan 26 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d2,486+22%3,707+104%0.67

Nov 1313d4,393+461%2,377+27%1.85

Nov 2020d10,999+4%18,627

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

6.75%as filednet margin · revenue +4.14% QoQ · +2.93% YoY

Revenue

$50.0B+4.14% QoQ

Gross profit

$9.3B+26.55% QoQ

18.55% margin

Operating income

$3.6B+146.61% QoQ

7.19% margin

Pre-tax income

$3.9B+151.47% QoQ

Net income

$3.4B+149.41% QoQ

6.75% margin

Cost of revenue

$40.7B+0.11% QoQ

Operating expenses

$5.7B−3.29% QoQ

Tax

$565M+164.02% QoQ

Other income

$345M+219.44% QoQ

Revenue$50.0B+4.14%

Gross profit

$9.3B+26.55%

18.55% margin

Operating income

$3.6B+146.61%

7.19% margin

Pre-tax income

$3.9B+151.47%

Net income

$3.4B+149.41%

6.75% margin

Cost of revenue

$40.7B+0.11%

Operating expenses

$5.7B−3.29%

Other income$345M+219.44%

Tax$565M+164.02%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×1.23· ±1.9% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%4 of 10×1.23

CPROFcorporate profits±1.5%6 of 12×1.01

FOMCrate decision±1.5%11 of 24×0.96

GDPgross domestic product±1.4%8 of 19×0.94

CPIconsumer prices±1.4%5 of 10×0.90

PCEpersonal income & outlays±1.3%12 of 19×0.86

NFPjobs report±0.9%4 of 9×0.61

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 3.73 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 20 '26 · confirmed	3.73	—
Q2 FY26	Jul 21 '26 · confirmed	1.41	—
Q1 FY26	Apr 28 '26 · confirmed	2.82	—
Q4 FY25	Jan 27 '26 · confirmed	2.51	—

Methodology

ties · implied moves · holdersMethod