PKST Earnings History
Peakstone Realty Trust (PKST) operates in the Real Estate sector, specifically the REIT - Diversified industry, with a market capitalization near $780.6M, listed on NYSE, employing roughly 38 people, carrying a beta of 1.35 to the broader market. Peakstone Realty Trust is a self-managed real estate investment trust that currently holds and operates a superior collection of predominantly single-tenant industrial and office properties throughout the United States. Led by Michael J. Escalante, public since 2023-04-14.
Peakstone Realty Trust has beat EPS estimates in 2 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| May 14, 2026 | 0.13 | 0.62 | N/A | $34.1M | $25.7M |
| Feb 18, 2026 | 0.31 | -0.35 | N/A | $28.6M | $26.0M |
| Nov 5, 2025 | 0.55 | -0.18 | N/A | $32.7M | $25.8M |
| Aug 7, 2025 | 0.71 | -7.22 | N/A | $51.9M | $54.0M |
| May 8, 2025 | 0.59 | -1.35 | N/A | $54.0M | $57.0M |
| Feb 20, 2025 | -0.20 | 0.35 | N/A | $54.7M | $57.9M |
What PKST's Earnings History Tells Options Traders
Peakstone Realty Trust has missed estimates more often than it has beat them (only 2 beats in 6 reports). Names with poor beat-rate history typically carry richer downside skew going into earnings and produce larger post-event moves on misses, conditions where put-spread or long-vol structures may carry edge over premium-selling. 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 PKST 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 PKST 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.