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Equities & StocksIntermediate

Earnings Gap

The overnight price jump or drop a stock makes between the prior close and the open after an earnings report.

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An earnings gap occurs when a company's after-hours or pre-market reaction to an earnings report creates a discontinuity between the prior day's close and the next regular session's open. The stock literally gaps — there is no continuous price path through the move.

Gaps created by earnings are different from technical gaps because they are fundamentally driven. They can be gap-and-go (continuation) or gap-and-fade (reversal) depending on how much of the news was already priced in.

Gaps are important for options traders: the implied volatility crush after earnings (IV collapses once the uncertainty resolves) can wipe out option premium even when the direction was right but the move was smaller than priced in.

#earnings#price-action#event

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