WKEY Earnings History
WISeKey International Holding AG (WKEY) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $37.9M, listed on NASDAQ, employing roughly 202 people, carrying a beta of 0.58 to the broader market. Founded in 1999 and headquartered in Zug, Switzerland, WISeKey International Holding AG is a global cybersecurity firm. Led by Joao Carlos Creus Moreira, public since 2019-01-11.
WISeKey International Holding AG has beat EPS estimates in 4 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Apr 23, 2027 | -3.87 | N/A | N/A | $18.7M | N/A |
| Sep 30, 2026 | -1.99 | -1.11 | N/A | $11.6M | $11.4M |
| Apr 16, 2026 | -2.72 | -1.94 | N/A | $13.8M | $14.0M |
| Sep 29, 2025 | -2.82 | -1.06 | N/A | $5.2M | $5.3M |
| Apr 17, 2025 | -2.00 | -2.00 | N/A | $4.0M | $6.7M |
| Sep 30, 2024 | -7.16 | -2.24 | N/A | $3.0M | $5.2M |
What WKEY's Earnings History Tells Options Traders
WISeKey International Holding AG 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 WKEY 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 WKEY 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.