Earnings Date Differences Explained: Gaining Confidence in Your Unusual Whales Data
You may occasionally notice that the future earnings date listed on Unusual Whales does not match the future earnings date listed on other platforms like Tradingview, Finviz, etc.
Why?
Investor Relations may be slow to officially announce the earnings date
Companies don’t race to announce their earnings dates because there is no benefit.
In fact, there is only risk! The earnings announcement process involves Finance, Accounting, external Auditors, Executives, the Board of Directors, and Investor Relations (“IR”) all working in a coordinated sequence. Once the date is officially declared, any changes might be viewed negatively by the market.
Estimated earnings announcements based on historical trends
Market participants estimate these dates rather than waiting for the official announcement from IR.
Large companies, like those in the S&P 500 or NASDAQ 100, are typically consistent with their scheduling, which makes estimating their announcement dates possible. Unusual Whales publishes these estimates and, of course, updates them when IR sets the official date. You can find this information on the Overview page as well as on the dedicated Earnings page (for AMZN in this example):
- Overview: https://unusualwhales.com/stock/AMZN/overview
- Earnings: https://unusualwhales.com/stock/AMZN/earnings
How to verify the date with the Volatility Dashboard
Did you know you can verify the market’s best estimate for an undeclared earnings announcement with the Unusual Whales Volatility Dashboard?
Let’s go through an example discrepancy for AMZN.
Unusual Whales:

Tradingview:

As of Thursday 3/27/2025, the Unusual Whales site lists the AMZN estimated earnings date as Tuesday 4/29/2025. Tradingview on the other hand lists the AMZN estimated earnings date as Thursday 4/24/2025. Let’s use the Volatility Dashboard to see which is more likely to be correct.
https://unusualwhales.com/stock/AMZN/volatility
The top-right chart is the Implied Volatility Term Structure, and we see that the implied volatility plot is highest for Friday 5/2/2025.

If you have ever traded options through an earnings announcement, this pattern should look familiar! The implied volatility of the option chain closest to the earnings announcement date is exceptionally high to compensate option sellers for taking the risk of a large price jump. Once earnings are released, the rapid decline in implied volatility (nicknamed “IV Crush”) occurs and this peak comes back into alignment with the rest of the term structure.

Based on the exceptionally high implied volatility currently priced-into the Friday 5/2/2025 options expiry, it appears that the market agrees with Unusual Whales and option traders expect AMZN to announce their earnings sometime during that week.