STEL Earnings History
Stellar Bancorp, Inc. (STEL) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $2.00B, listed on NYSE, employing roughly 1,053 people, carrying a beta of 0.71 to the broader market. Stellar Bancorp, Inc. Led by Robert R. Franklin Jr., public since 2017-11-08.
Stellar Bancorp, Inc. has beat EPS estimates in 4 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Jul 24, 2026 | 0.52 | N/A | N/A | $110.4M | N/A |
| Apr 28, 2026 | 0.50 | 0.58 | N/A | $108.4M | $111.0M |
| Jan 28, 2026 | 0.51 | 0.51 | N/A | $107.9M | $108.9M |
| Oct 24, 2025 | 0.49 | 0.50 | N/A | $105.9M | $105.6M |
| Jul 25, 2025 | 0.45 | 0.51 | N/A | $107.2M | $104.1M |
| Apr 25, 2025 | 0.44 | 0.46 | N/A | $105.2M | $104.8M |
What STEL's Earnings History Tells Options Traders
Stellar Bancorp, Inc. has a mixed earnings record (4 beats out of 6 reports). Mixed beat rates make options sizing harder: pre-event IV typically reflects the elevated uncertainty, but the post-event move is less predictable, so directional structures (long calls or puts) may carry more edge than pure short-vol structures. 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 STEL 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 STEL 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.