DDS Earnings History
Dillard's, Inc. (DDS) operates in the Consumer Cyclical sector, specifically the Department Stores industry, with a market capitalization near $10.03B, listed on NYSE, employing roughly 29,100 people, carrying a beta of 1.19 to the broader market. Dillard's, Inc. Led by William T. Dillard, public since 1980-03-17.
Dillard's, Inc. has beat EPS estimates in 5 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Nov 12, 2026 | 8.05 | N/A | N/A | $1.48B | N/A |
| Aug 13, 2026 | 4.29 | 6.25 | N/A | $1.52B | $1.53B |
| May 14, 2026 | 10.37 | 16.04 | N/A | $1.55B | $1.57B |
| Feb 24, 2026 | 9.98 | 10.08 | N/A | $2.03B | $1.98B |
| Nov 13, 2025 | 6.18 | 8.31 | N/A | $1.43B | $1.49B |
| Aug 14, 2025 | 3.79 | 4.66 | N/A | $1.52B | $1.54B |
What DDS's Earnings History Tells Options Traders
Dillard's, Inc. has a strong beat history (5 beats in 6 reports). Consistent beat-rate patterns typically inflate pre-event implied volatility and produce a sharp IV-crush after the print, conditions that favor pre-earnings short-vol structures when IV rank is elevated. Beat rate is one input to event-driven sizing; pair it with the implied-vs-realized volatility view, the current IV rank, and the put-call skew going into the print. Surprise magnitude matters as much as direction - an in-line beat with conservative guidance can produce a larger negative move than a missed quarter with raised forward guidance. The earnings table above shows the most recent six reported quarters; for the full multi-year history including revenue growth trajectory and EPS guidance trends, the per-ticker fundamentals view aggregates the underlying GAAP filings.
How Earnings Drive DDS Options Pricing
Earnings events are the largest single driver of single-name implied volatility in equity options markets. Pre-event, IV inflates over the two-to-three week run-up as the binary uncertainty of the print compounds; the IV rank typically peaks the day before the announcement. Post-event, IV crushes back toward the realized-volatility baseline as uncertainty resolves. The magnitude of the crush depends on how stretched pre-event IV was relative to the eventual realized move - an oversized pre-event IV with an undersized realized move produces the cleanest premium-selling outcome, while a stretched IV that still under-prices a tail move on the print produces the cleanest long-vol outcome.
The catalyst calendar for DDS matters beyond the headline EPS surprise. Forward guidance revisions, capital-allocation changes (dividend hikes, buyback authorizations, M&A announcements), and segment-level performance discussions can drive larger post-event moves than the headline beat or miss. Pair the earnings beat-rate read above with the upcoming-event calendar and the IV-rank view to size pre-event and post-event positioning; for short-vol structures the goal is to be long premium-rich and to harvest the IV crush, while for long-vol structures the goal is to own gamma cheap into a regime where the realized move is likely to exceed the implied move.