WYY Earnings History
WidePoint Corporation (WYY) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $81.4M, listed on AMEX, employing roughly 240 people, carrying a beta of 1.59 to the broader market. WidePoint Corporation provides technology management as a service (TMaaS) to the government and business enterprises in North America and Europe. Led by Jin H. Kang, public since 1998-05-19.
WidePoint Corporation has beat EPS estimates in 0 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| May 14, 2026 | -0.12 | N/A | N/A | $37.9M | N/A |
| Mar 25, 2026 | -0.01 | -0.09 | N/A | $40.3M | $42.3M |
| Nov 13, 2025 | -0.05 | -0.06 | N/A | $40.3M | $36.1M |
| Aug 14, 2025 | N/A | -0.06 | N/A | $40.1M | $37.9M |
| Apr 15, 2025 | -0.02 | -0.04 | N/A | $38.6M | $34.2M |
| Mar 26, 2025 | -0.10 | -0.15 | N/A | $30.0M | $37.7M |
What WYY's Earnings History Tells Options Traders
WidePoint Corporation has missed estimates more often than it has beat them (only 0 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 WYY 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 WYY 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.
Frequently asked WYY earnings questions
- How often does WYY beat earnings estimates?
- WidePoint Corporation (WYY) has beat consensus EPS estimates in 0 of the last 6 quarters. The table above shows estimate, actual, surprise percent, and revenue figures per quarter. Beat-rate matters less than the *pattern* of beats and misses: a name with a consistent beat history sees implied-vol expansion ahead of the print and a sharp IV crush after.
- What was WYY's last reported earnings?
- The most recent reported quarter is May 14, 2026. Revenue, EPS, and prior-quarter comparisons are in the table above. Subsequent estimates and analyst-revisions live on the analyst-ratings page.
- How do WYY earnings drive options pricing?
- Earnings events are the single largest driver of single-name implied volatility in equity options markets. Pre-event, IV inflates as the market prices the binary outcome (beat / miss / guidance change). Post-event, IV crushes as uncertainty resolves. The size of the crush is a function of how stretched pre-event IV was relative to the realized move: an oversized pre-event IV with an undersized move produces the cleanest premium-selling result. Pair WYY earnings history with the implied-vs-realized volatility view to size pre-event positioning.
- When does WYY report next?
- Next-quarter earnings dates are typically announced by the company 3-6 weeks ahead. Check the earnings-calendar page or company investor-relations site for the confirmed date. Pre-event IV typically begins building 2-3 weeks before the announcement and peaks the day before.