Stock Markets August 6, 2026 10:41 AM

Options Point to an 11% Move for Dlocal Ahead of August Earnings

Options-implied volatility suggests a sizable price swing when Dlocal reports results after the close on August 13

By Caleb Monroe
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Options market pricing implies that Dlocal Ltd/Uruguay Class A shares could move about 11% when the company reports earnings after the market close on August 13, according to options data compiled by Bloomberg. Historical comparisons show the options-implied move has both underestimated and overestimated the stock's actual post-earnings performance across several recent reports.

Options Point to an 11% Move for Dlocal Ahead of August Earnings
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Key Points

  • Options pricing implies an 11% one-day move for Dlocal when it reports earnings after the close on August 13, based on Bloomberg data.
  • In five of the last eight earnings releases, Dlocal's actual post-earnings price change diverged from the options-implied move, sometimes by large margins.
  • Sectors impacted include equities and derivatives markets, with implications for traders focused on earnings-event volatility and risk management.

Options traders are pricing in an approximately 11% share-price move for Dlocal Ltd/Uruguay Class A around the company’s upcoming earnings announcement scheduled after the close on August 13, according to options data compiled by Bloomberg.


That implied move is a market estimate derived from option prices and represents the magnitude of a one-day swing investors expect the market to absorb following the results. Over the last eight Dlocal earnings releases, the stock's actual price reaction has diverged from what options implied in five instances, highlighting the difficulty of using implied volatility as a precise forecast of earnings-day performance.

Past earnings-related option signals and subsequent moves for Dlocal include the following instances:

  • On May 14, options implied a 9.5% move; the stock declined 21.5%.
  • On March 18, the implied move was 13.0%, while the actual price change was 4.6%.
  • On November 12, 2025, options indicated a 15.8% move and the stock fell 1.6%.
  • On August 13, 2025, the implied move was 14.7%, and the stock jumped 49.4%.
  • On May 14, 2025, options suggested a 12.8% move, and the stock rose 27.9%.
  • On February 27, 2025, the implied move was 19.0%, and the stock dropped 28.7%.
  • On November 13, 2024, options data showed a 13.3% implied move, with the stock gaining 22.4%.
  • On August 14, 2024, the implied move was 16.2%, and the actual price change was 11.7%.

These historical comparisons show a wide range of outcomes: sometimes the stock moved far more than the options market implied, and other times it moved significantly less. The options-implied figure is a market consensus derived from current option prices rather than a guarantee of future performance.


For investors and traders, the options-implied move can serve as a gauge of expected risk around an earnings event, but past instances with Dlocal demonstrate that realized moves can deviate materially in either direction.

Risks

  • Options-implied moves are market estimates and have not reliably predicted Dlocal’s actual post-earnings price change across recent reports - this creates uncertainty for investors and traders relying on implied volatility.
  • Historical outcomes show large positive and negative price swings around earnings for Dlocal, indicating event-driven risk for equity holders and derivatives positions.
  • Because realized moves have ranged widely, positions sized based on implied volatility may experience significant deviation in actual performance, affecting portfolio volatility and short-term trading strategies.

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