Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

<ul>
<li>
What’s new: SoftBank Group (9984 JP) has pulled back from its 2 June high, losing 15.6% over ten days, while implied volatility remains elevated at 92%, in the 96th percentile.</li>
<li>
The opportunity: Elevated volatility creates unusually rich short-dated put premium, allowing investors to harvest income while potentially setting a lower entry point if the stock is assigned.</li>
<li>
Options angle: The setup shifts SoftBank from a pure post-pullback stock call to a tactical option-income opportunity, with strike selection framed around support levels, breakeven prices, and assignment risk.</li>
</ul>



What’s new: SoftBank Group (9984 JP) has pulled back from its 2 June high, losing 15.6% over ten days, while implied volatility remains elevated at 92%, in the 96th percentile.

The opportunity: Elevated volatility creates unusually rich short-dated put premium, allowing investors to harvest income while potentially setting a lower entry point if the stock is assigned.

Options angle: The setup shifts SoftBank from a pure post-pullback stock call to a tactical option-income opportunity, with strike selection framed around support levels, breakeven prices, and assignment risk.


SoftBank (9984 JP): Tactical Put Underwriting After Sharp Pullback

<ul>
<li>
Context: <a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">Softbank Group (9984 JP)</a> reports FY2025 earnings on 13 May 2026 after market close. The nearest listed options expiry after the event is 11 June.</li>
<li>
Highlights: Options imply a ±7.7% earnings move, above the historical median/average range, while near-term IV sits above 80% and close to historical highs.</li>
<li>
Why Read: After a 60% one-month rally, SoftBank’s earnings reaction could drive both stock-level and index volatility, with option spreads offering an alternative to standalone long or short option positions.</li>
</ul>



Context: Softbank Group (9984 JP) reports FY2025 earnings on 13 May 2026 after market close. The nearest listed options expiry after the event is 11 June.

Highlights: Options imply a ±7.7% earnings move, above the historical median/average range, while near-term IV sits above 80% and close to historical highs.

Why Read: After a 60% one-month rally, SoftBank’s earnings reaction could drive both stock-level and index volatility, with option spreads offering an alternative to standalone long or short option positions.


SoftBank Group (9984 JP) Results on 13 May 2026: High Volatility Meets a 60% One-Month Rally

Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">SoftBank Group (9984 JP)</a> reports Q3 FY2025 earnings on 12 February at 15:30 JST, with a conference call at 16:30 JST.</li>
<li>
Highlights: SoftBank’s post-earnings moves are often sharp and unpredictable — with outliers above ±12%. Options markets flag the results day as a high-volatility event to watch, in-line with historic experience.</li>
<li>
Why Read: Essential for investors or options traders focused on Japan: Understand how timing, historic patterns and current volatility pricing shape both opportunity and risk around SoftBank earnings.</li>
</ul>



SoftBank Group (9984 JP) reports Q3 FY2025 earnings on 12 February at 15:30 JST, with a conference call at 16:30 JST.

Highlights: SoftBank’s post-earnings moves are often sharp and unpredictable — with outliers above ±12%. Options markets flag the results day as a high-volatility event to watch, in-line with historic experience.

Why Read: Essential for investors or options traders focused on Japan: Understand how timing, historic patterns and current volatility pricing shape both opportunity and risk around SoftBank earnings.


SoftBank (9984 JP) Results on 12 Feb: Expected Move and Option Insights

<ul>
<li>
Context:<a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">SoftBank's (9984 JP)</a> Q1 results on 7 August delivered a return to profitability and earnings beat, fueling one of the stock’s biggest post-results rallies in 15 years.</li>
<li>
Highlight: Shares jumped 10.4% on 8 August and nearly 20% week-on-week, with implied volatility staying elevated above 40% despite the surge.</li>
<li>
Why Read: Review price action and options market response, showing how SoftBank’s post-earnings volatility pattern echoes past announcements. Serves as a documented reference for the next earnings event.</li>
</ul>



Context:SoftBank's (9984 JP) Q1 results on 7 August delivered a return to profitability and earnings beat, fueling one of the stock’s biggest post-results rallies in 15 years.

Highlight: Shares jumped 10.4% on 8 August and nearly 20% week-on-week, with implied volatility staying elevated above 40% despite the surge.

Why Read: Review price action and options market response, showing how SoftBank’s post-earnings volatility pattern echoes past announcements. Serves as a documented reference for the next earnings event.


SoftBank (9984 JP): Earnings Beat and the Missing Volatility Crush

<ul>
<li>
<a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">SoftBank Group (9984 JP)</a> reports Q1 FY2025 earnings on 7 August at 15:30 JST, with a conference call at 16:30 JST.</li>
<li>
Highlights: SoftBank’s post-earnings moves are often sharp and unpredictable — with outliers above ±12%. Options markets flag the results day as a high-volatility event to watch.</li>
<li>
Why Read: Essential for investors or options traders focused on Japan: Understand how timing, historic patterns and current volatility pricing shape both opportunity and risk around SoftBank earnings.</li>
</ul>



SoftBank Group (9984 JP) reports Q1 FY2025 earnings on 7 August at 15:30 JST, with a conference call at 16:30 JST.

Highlights: SoftBank’s post-earnings moves are often sharp and unpredictable — with outliers above ±12%. Options markets flag the results day as a high-volatility event to watch.

Why Read: Essential for investors or options traders focused on Japan: Understand how timing, historic patterns and current volatility pricing shape both opportunity and risk around SoftBank earnings.


Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

Japan

We design robots to empower and benefit humanity. Our robots assist people, making their lives easier, safer, and more connected.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

SoftBank Robotics (1290249D JP)

SoftBank (9984 JP): Tactical Put Underwriting After Sharp Pullback

SoftBank’s pullback and elevated implied volatility create a tactical put-underwriting setup, offering short-dated premium income with strike...

Gaudenz Schneider

SoftBank Group (9984 JP) Results on 13 May 2026: High Volatility Meets a 60% One-Month Rally

SoftBank Group (9984 JP) is due to report on 13 May 2026. As of the 11 May close, options imply a move of about ±8.7%. With implied volatility...

Gaudenz Schneider

SoftBank (9984 JP) Results on 12 Feb: Expected Move and Option Insights

Softbank Group to report Q3 FY2025 earnings with high volatility expected, essential for Japan-focused investors and options traders.

Gaudenz Schneider

SoftBank (9984 JP): Earnings Beat and the Missing Volatility Crush

SoftBank jumps 10% in a day, 20% in a week. Implied volatility holds firm after 7 Aug results, defying the usual post-earnings crush so far.

Gaudenz Schneider

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

SoftBank's earnings have historically triggered sharp post-earnings moves - a pattern mirrored in a dramatic implied volatility term structure.

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

SoftBank (9984 JP): Tactical Put Underwriting After Sharp Pullback

SoftBank’s pullback and elevated implied volatility create a tactical put-underwriting setup, offering short-dated premium income with strike...

Gaudenz Schneider

SoftBank Group (9984 JP) Results on 13 May 2026: High Volatility Meets a 60% One-Month Rally

SoftBank Group (9984 JP) is due to report on 13 May 2026. As of the 11 May close, options imply a move of about ±8.7%. With implied volatility...

Gaudenz Schneider

SoftBank (9984 JP) Results on 12 Feb: Expected Move and Option Insights

​Softbank Group to report Q3 FY2025 earnings with high volatility expected, essential for Japan-focused investors and options traders.

Gaudenz Schneider

SoftBank (9984 JP): Earnings Beat and the Missing Volatility Crush

SoftBank jumps 10% in a day, 20% in a week. Implied volatility holds firm after 7 Aug results, defying the usual post-earnings crush so far.

Gaudenz Schneider

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

​SoftBank's earnings have historically triggered sharp post-earnings moves - a pattern mirrored in a dramatic implied volatility term structure.

Gaudenz Schneider

Softbank Group to report Q3 FY2025 earnings with high volatility expected, essential for Japan-focused investors and options traders.

SoftBank's earnings have historically triggered sharp post-earnings moves - a pattern mirrored in a dramatic implied volatility term structure.