earningscalendartrading

Weekly Earnings Calendar: Logistics, Media, and Tech to Trade This Quarter

UUnknown

2026-02-13

12 min read

Curated earnings calendar for Q1 2026: trade J.B. Hunt, streaming firms, and device makers with precise metrics and proven pre- and post-earnings setups.

Hook: Cut through the noise — earnings dates that actually move money

Investors and traders hate three things: missed alerts, surprise volatility, and noise that looks like news. This weekly earnings calendar does the opposite. It curates the highest-probability, event-driven trades across logistics, streaming and device makers for Q1 2026 — with the exact metrics to watch, pre-earnings positioning rules, and proven post-earnings setups to manage implied-volatility (IV) risk.

Top-line: Why these sectors matter now (late 2025 → early 2026)

Late 2025 and early 2026 have created a differentiated backdrop for earnings trades:

Logistics: freight volumes are stabilizing after 2023–24 volatility; cost cuts and productivity initiatives are now driving margin expansion rather than just headcount reduction.
Streaming: the advertising-led monetization cycle has matured. Companies are now balancing ARPU gains against subscriber fatigue and platform distribution changes (casting and device partnerships are in flux).
Device makers: hardware demand shows mixed signs — upgrades are still the main growth engine, but supply-chain normalization means guidance and parts-cost commentary matter more than unit counts alone.

These forces create event-driven volatility that experienced traders can monetize — if they focus on the right metrics and manage IV properly.

Quick case study: J.B. Hunt (why it’s a must-watch logistics name)

J.B. Hunt (NASDAQ: JBHT) is a textbook example of a logistics name where guidance nuance and cost structure commentary move the stock more than headline revenue. FreightWaves reported a Q4 beat in mid-January 2026: revenue came in near $3.1B and EPS of $1.90 beat estimates, driven by productivity gains and a $100 million cost-reduction program made structural by management.

"Our team finished the year with another quarter of strong execution and financial results," — Shelley Simpson, President & CEO, J.B. Hunt

Why this matters for traders: when a freight operator converts temporary cuts into structural expense reductions, margins scale faster than volumes when demand returns. That asymmetric leverage creates higher probability setups for directional follow-through after earnings — but only if you anticipate guidance language and consider contract vs. spot revenue mix.

Weekly calendar framework: How to use this calendar

This calendar is tactical, not encyclopedic. Use it as your event-driven filter: pick 6–8 names each week (two from each sector) and size trades to total no more than 2%–5% of portfolio risk. The calendar below lists companies likely to report or issue material commentary this quarter. Confirm exact dates with your broker's live earnings feed before trading.

Sample weekly calendar (Q1 2026 focus)

Week A (Mid-Jan): J.B. Hunt (Q4 recap released Jan 15 — beat), select truckload peers and freight ETFs
Week B (Late Jan): Major device-makers and key suppliers (Apple fiscal Q1 window, supplier pre-announcements), Roku commentary on device demand
Week C (Late Jan – Early Feb): Streaming leaders reporting content spend and ARPU changes (Netflix, Disney/Disney+, Warner/Max cadence varies by company)
Weeks D–E (Feb–Mar): Component suppliers and industrial logistics names (chip-device supplier reports, CE sell-through data)

Note: calendar entry timing is purposefully permissive — some companies report in narrow fiscal windows. Always verify exact timestamps because pre-market vs after-hours reports create different price and options reactions.

What to watch by sector: the actionable metrics

Each sector has a small set of high-signal metrics that correlate to stock moves. Track these headlines and the language that accompanies them.

Logistics (example: J.B. Hunt)

Revenue mix: percentage of contract vs spot freight — contract growth reduces rate sensitivity.
Operating margin / productivity: follow one-time vs structural cost cuts; management claiming structural savings is bullish for forward margins.
Load-to-truck and spot rates: forward guidance often hinges on these short-term indicators.
Fuel surcharges and diesel trends: input-cost commentary affects operating leverage.
Customer concentration: loss or gain of a large shipper can change revenue run-rate materially.

Streaming

Paid net adds / churn: core engagement metric; small misses can trigger big multiple compression.
ARPU (average revenue per user): growth via AVOD or price increases is the primary lever for profits this cycle.
Ad revenue growth and CPMs: advertisers shifting budgets will show up in forward guidance.
Content spend vs effective ROI: watch commentary on content amortization and hits that move subs.
Distribution notes: device partnerships, platform restrictions (eg, changes to casting or app availability) materially alter consumption pathways — see recent Netflix casting changes covered by The Verge.

Device makers (hardware & suppliers)

Sell-through vs sell-in: sell-through (what consumers buy) matters more than shipments to retailers.
Average selling price (ASP): higher ASPs can offset unit declines.
Component cost and supply commentary: margin expansion requires component-cost tailwinds.
Inventory days on hand: high inventory signals downward guidance risk.
Channel checks: carrier pre-orders, retailer promotions, and replacement-cycle comments are leading indicators.

Pre-earnings playbook: reduce noise, define risk

Event-driven trades around earnings require a plan. Below are concrete rules I use and teach portfolio managers to limit IV risk while retaining upside exposure.

Rule set (pre-earnings)

Size to risk, not notional: define max loss per trade first (e.g., $500–$2,000) then back into position size.
Use probability-adjusted options: if IV implies a 10% one-day move, compare that to your expected move from fundamentals before buying a straddle.
Prefer defined-risk multi-leg trades: iron condors and calendar spreads for neutral views; vertical spreads for directional bias are cheaper than long calls/puts in high-IV names.
Avoid naked options into earnings unless you’re a market maker: IV crush will often wipe long premium positions post-announcement.
Set a trade plan and an exit rule: predefine profit targets (25%–50% for short-term options) and stop losses (usually 50%–75% of premium paid) due to gamma risk.

Pre-earnings trade templates

Directional with IV mitigation: debit vertical (buy 2 delta call, sell 10–15 delta call) — gives upside with limited cost and some time decay protection.
Volatility bet: long straddle only if IV is below the name’s 12-month historical IV and you expect a large surprise; otherwise favor a strangle or debit spread.
Event neutral for income: short iron condor sized for the expected move defined by the options market — this profits if the stock remains within the expected move but beware of gap risk.

Post-earnings setups: play the IV crush and guidance drift

After the print, most traders face two common scenarios: a big gap move or a muted reaction with guidance drift. Each requires a different response.

If the stock gaps up or down substantially

Let winners run but hedge: if you held a directional position and the move is 4–8% intraday, consider rolling partial gains into covered calls or put spreads to protect.
Fade the knee-jerk on lack of guidance detail: sometimes the market sells off after a beat if guidance is soft — this is often a short-term liquidity move that reverts once analysts re-model cash flow.

If the print is a beat but guidance is light (classic post-earnings trap)

Sell premium after the gap: implied volatility typically spikes; selling a calendar or a diagonal spread can capture the premium while keeping upside optionality.
Look for confirmation in leading indicators: for logistics, watch spot rate prints and fuel commentary; for streaming, watch ad CPM guidance and subscriber metrics over the next 30–60 days.

Concrete trade ideas this quarter (examples you can size and execute)

Below are 6 trade setups — two per sector — with the rationale, the structure, and risk-management steps. These are examples; always adapt to real-time IV and position size.

Logistics — J.B. Hunt

Post-beat momentum play (bullish):
- Rationale: Q4 showed structural cost cuts and operating leverage. If the stock gaps up on Q4 and guidance is constructive, follow-through is common.
- Structure: Buy a 60–75 delta call or a 15–20 delta debit vertical (buy 60–75 delta call, sell a higher strike call) 30–45 days out to capture near-term earnouts while limiting premium.
- Risk management: Stop-loss at 30% drawdown on premium. Size for max loss = 1% of portfolio.
Pre-earnings volatility-defined directional (neutral to slightly bearish):
- Rationale: If spot freight started weakening into the print while contract revenue remains steady, a mixed beat could still disappoint guidance.
- Structure: Buy a put vertical (debit) 30 days out sized for small cost — this gives downside with limited premium if guidance is worse than expected.
- Risk management: Hedge with a portion of position sold as soon as IV collapses post-print.

Streaming

Event-driven short premium trade (neutral view):
- Rationale: Streaming names often run up into earnings on subscriber hopes; IV is elevated. If you’re neutral on subscriber math but want income, sell premium to capture IV crush.
- Structure: Short iron condor sized to expected move implied by the options chain. Use strikes outside the option market’s one-day expected move to create a high-probability play.
- Risk management: Collar with a cheap long wing or buy insurance puts 20% OTM to cap catastrophic loss.
Device-distribution directional (tethered to platform changes):
- Rationale: Distribution changes like Netflix’s removal of broad casting support (The Verge, Jan 2026) can change device-level usage patterns and monetization for device makers and streaming partners.
- Structure: Pair trade — long the streaming platform you expect to benefit (or short if you're bearish on distribution) and short/long the device maker accordingly. Use options to keep defined risk (buy call/put pairs as required).
- Risk management: Monitor headlines: device-app compatibility or OS updates can flip the thesis rapidly.

Device makers

Supplier beat fade (mean reversion):
- Rationale: Suppliers tend to beat low expectations and then guidance resets to a more conservative outlook; IV often drops — an opportunity for mean-reversion trades.
- Structure: Buy a near-term straddle after the initial move if IV is still elevated; otherwise buy a directional spread opposite the knee-jerk move.
- Risk management: Keep duration short (30–45 days) and size for a defined loss.
Inventory clean-up short (bearish catalyst):
- Rationale: If a device maker reports rising inventory days on hand and weak channel checks, negative guidance often follows.
- Structure: Buy puts or put verticals 30–60 days out, staggered to capture guidance-driven downgrades.
- Risk management: Use staggered exits — take partial profits after the first 15–25% move to de-risk.

How to size trades and monitor cumulative event exposure

One of the most common portfolio mistakes around earnings season is concentration of event exposure. Follow these rules:

Max-event exposure: never risk more than 3%–5% of total capital on earnings-related positions at any one time.
Diversify timing: stagger expirations across weeks so you’re not carrying multiple high-gamma positions into the same night.
Hedge correlations: many streaming and device makers move together. If you hold multiple names in the same cluster, hedge with index or sector ETF positions (like IYT for transports or XLC for communication services) to neutralize systemic risk.

Real-world example: How J.B. Hunt’s Q4 beat played out (lessons learned)

When J.B. Hunt reported its Q4 beat in January 2026, the market reaction had three phases:

Initial pop: EPS beat and structural-cost language drove an immediate gap up. Traders who had modest long-call exposure benefited; those long straddles suffered from IV compression.
Guidance parsing: the details on contract mix and anticipated volume recovery determined the next 48-hour move. Names with high contract exposure outperformed.
Sector re-rate: competitors re-priced guidance; forward spreads on freight ETFs compressed as analysts re-modeled margins.

Takeaway: simple, pragmatic sizing and a focus on structural vs temporary cost language would have captured the bulk of the move while limiting premium bleed.

Checklist before you click buy or sell

Confirm the exact earnings timestamp and whether the company prints pre-market or after-hours.
Check the one-day implied move from the options chain vs. your fundamental expected move.
Decide whether you want to be long IV, short IV, or neutral — and choose an options structure that matches that view.
Define max loss and profit target, and set alerts for both price and IV changes.
Size positions relative to portfolio risk and cross-check for correlated exposures.

2026 trends to watch that should shape earnings-season trades

In 2026, three durable trends will continue to reshape how earnings move markets:

Ad-supported monetization normalization: streaming companies will shift the narrative from pure subscriber growth to ARPU and ad CPMs — watch commentary on ad load and targeting tech integrations.
Supply-chain-to-margin pass-through: suppliers and device makers will no longer trade purely on unit cycles — ASP and input-cost commentary matters more.
Distribution and device ecosystem shifts: platform-level changes (like Netflix’s casting policy change in Jan 2026) create secondary winners/losers across device makers and streaming partners.

Actionable takeaways — what to do this week

Create an event-driven watchlist with no more than 8 names per week across logistics, streaming and devices.
For each name, write a one-paragraph thesis focused on the high-signal metrics above (e.g., for J.B. Hunt: contract vs spot mix; for streaming: ARPU and ad CPM; for devices: sell-through and inventory days).
Choose a trade structure BEFORE earnings — and set size according to portfolio risk, not conviction.
Use options strategies that match your IV view: sell premium if IV is rich and you’re neutral; buy defined-risk spreads if you want upside but want to limit IV kill risk.
Keep a 48-hour watch post-print for guidance drift and competing catalysts (macro data, industry reports, or platform changes).

Closing: Your event-driven edge

Event-driven trading in 2026 is not about predicting every surprise — it’s about structuring trades that turn known uncertainty (earnings) into a managed risk opportunity. Use the calendar above as your filter. Focus on the few high-signal metrics per sector. Trade defined risk and size to loss, not belief.

If you want my weekly actionable calendar and a short options cheat sheet for each name (including implied-move targets and suggested strikes), sign up for our premium earnings feed. You’ll get calibrated trade setups, live IV checks, and after-hours recap notes to move faster and with less noise.

Call to action

Start your Q1 2026 event-driven plan now: export this week’s watchlist into your broker, set earnings alerts, and subscribe to our premium calendar for real-time updates and trade-ready option chains. Cut the noise — trade with a plan.

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