USAC Earnings History

USA Compression Partners, LP (USAC) operates in the Energy sector, specifically the Oil & Gas Equipment & Services industry, with a market capitalization near $3.68B, listed on NYSE, employing roughly 885 people, carrying a beta of 0.20 to the broader market. USA Compression Partners, LP, a growth-focused Delaware limited partnership, is a leading provider of natural gas compression services, notably possessing the industry's largest compression fleet by horsepower. Led by Micah C. Green, public since 2013-01-15.

USA Compression Partners, LP has beat EPS estimates in 3 of the last 6 quarters.

DateEPS Est.EPS ActualSurpriseRevenue Est.Revenue Actual
Nov 4, 20260.33N/AN/A$348.3MN/A
Aug 4, 20260.280.31N/A$340.5M$342.1M
May 5, 20260.330.27N/A$308.4M$331.3M
Feb 17, 20260.280.22N/A$253.5M$252.5M
Nov 5, 20250.220.26N/A$253.4M$250.3M
Aug 6, 20250.210.22N/A$247.0M$250.1M

What USAC's Earnings History Tells Options Traders

USA Compression Partners, LP has a mixed earnings record (3 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 USAC 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 USAC 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.