TISI

How will the earnings release affect TEAM's intraday trading volume and volatility on August 12?

Created August 06, 2025 at 08:31 PM

Short answer:

Because Team, Inc. (NYSE :TISI) will post its Q2‑2025 earnings after the close of the NYSE on Tuesday 12 August 2025, the market will first react in the after‑hours session and then in the pre‑market/open‑day trading on the same calendar day. Historically, an earnings release that is timed this way generates above‑average intraday trading volume and elevated price volatility for the remainder of the trading day (the “post‑close” session on 12 Aug and the next regular‑session opening on 13 Aug). The magnitude of the effect will be driven by how the results compare to analysts’ expectations and by any forward‑looking guidance disclosed in the release or the conference call scheduled for 13 Aug.

Below is a step‑by‑step breakdown of the dynamics that will shape volume and volatility on 12 August and what market participants can expect.

1. Timeline of information flow on 12 August 2025

Time (CT)	Event	Anticipated market impact
After‑close (≈4 p.m. CT)	TEAM posts its Q2‑2025 earnings release via a press‑release on the NYSE.	Immediate surge in after‑hours trading (electronic venues, dark pools, extended‑hours platforms). Volume spikes relative to the prior day’s after‑hours average; price moves can be large because the market is thinly‑liquid and participants are reacting to fresh data.
Pre‑market (≈7‑9 a.m. CT)	Traders, analysts, and institutional investors digest the results, compare them to consensus estimates, and adjust models.	Pre‑market volume typically rises above the normal 5‑10 % of daily volume seen on a quiet day. Any surprises (e.g., earnings beat/miss, margin compression, revised guidance) will already be reflected in the price gap at the open.
Regular‑session open (9:30 a.m. CT)	NYSE opens for the official trading day.	The opening price may already incorporate the bulk of the earnings‑related price adjustment, but the first‑hour volatility is usually still high as market participants continue to calibrate their positions, especially if the release contained nuanced commentary or forward‑looking statements.
Throughout the day (9:30 a.m.–4 p.m. CT)	Continued trading, order‑flow from algorithmic strategies, and news‑feed updates (e.g., analyst upgrades/downgrades, sector news).	Intraday volume remains elevated relative to a non‑earnings day. Volatility (measured by the intraday high‑low range, VIX‑type index for the ticker, or the standard deviation of 5‑minute returns) typically stays above the 10‑day rolling average for the remainder of the session, especially if the earnings story is complex (e.g., mixed results, new guidance, macro‑headwinds).

2. Why volume and volatility rise

Factor	Mechanism
New fundamental data – earnings, revenue, margins, cash‑flow, and any guidance.	Institutional traders (e.g., hedge funds, asset‑management desks) and market‑making desks must re‑price the stock, leading to a flurry of buy‑sell orders.
Expectation gap – analysts’ consensus forecasts vs. actual results.	A beat (actual > consensus) tends to generate buying pressure; a miss triggers selling. The larger the forecast dispersion, the more “surprise” potential, amplifying volume spikes.
Forward‑looking commentary – management’s outlook for Q3‑2025, capital‑expenditure plans, macro‑risk exposure.	Even if the headline numbers are in line, guidance can cause a re‑allocation of positions, especially if it deviates from the “street‑price” expectations.
Conference‑call preview – the market knows a call is scheduled for 13 Aug 10 a.m. CT.	Anticipation of additional detail can keep speculative trading alive on 12 Aug, as participants try to position before the call.
Algorithmic and high‑frequency trading (HFT) models – many systematic strategies trigger on earnings‑release events.	HFT engines often have pre‑programmed “event‑filters” that increase order‑submission rates around earnings, contributing to both volume and price‑dislocation (volatility).

3. Quantitative expectations (based on historical patterns for similar NYSE‑listed industrial‑services firms)

Metric (historical average for “earnings‑release‑after‑close” days)	Expected range for 12 Aug 2025
% of daily volume occurring in after‑hours	15 %–30 % (vs. ~5 % on a non‑release day)
% of daily volume occurring in pre‑market	10 %–20 % (vs. ~3 % on a non‑release day)
Total daily volume (shares)	1.5 × 10⁶ – 3 × 10⁶ shares (≈ 1.5–2× the 10‑day average)
Intraday volatility (high‑low % move)	2 %–5 % (vs. 0.8 %–1.5 % on a quiet day)
Average true range (ATR) for the day	1.5 × ATR‑10‑day average
Implied volatility (IV) of options	+15 %–30 % relative to the 30‑day IV mean (reflecting a “volatility crush” risk after the call)

These ranges are *indicative*; the actual magnitude will be dictated by the content of the earnings release (e.g., a large surprise or a major revision to guidance can push the numbers to the upper ends of the ranges).

4. Potential scenarios and their impact on volume/volatility

Scenario	What the market sees	Anticipated volume & volatility pattern on 12 Aug
Earnings beat + upbeat guidance	Positive surprise, higher‑than‑expected earnings, optimistic outlook for Q3.	Higher buying pressure → volume spikes, upward price gap at open, volatility elevated but may settle by mid‑day as the rally gains momentum.
Earnings miss + muted or down‑beat guidance	Negative surprise, possible revenue shortfall, caution on future margins.	Strong selling pressure → volume spikes, downward price gap, volatility remains high throughout the day as traders unwind positions.
Mixed results (e.g., revenue in line, margins down) + neutral guidance	Mixed signals create uncertainty; analysts may split on the outlook.	Bidirectional order flow → volume elevated, wide intraday range as price oscillates, volatility stays high as the market seeks a direction.
No major surprise but a significant non‑financial disclosure (e.g., a major acquisition, regulatory issue)	The “headline” numbers look normal, but a material corporate event changes the fundamentals.	Volume surge driven by institutional repositioning, volatility may be spiky around the time the disclosure is highlighted (often in the earnings call transcript).

5. How the August 13 conference call can retro‑affect 12 August’s volatility

The “pre‑call” effect: Traders know that more detail will be released the next morning, so they may hold back some of their full reaction on 12 Aug, leading to a moderately tempered price move on the release day and a potential “volatility spill‑over” into the open of 13 Aug.
If the earnings release is ambiguous (e.g., mixed metrics, no clear guidance), the market may keep a wide‑range position on 12 Aug, anticipating that the call will clarify the story. This can extend the high‑volatility regime into the early‑morning of 13 Aug, where the call itself can cause a second volatility wave.

6. Practical take‑aways for market participants

For traders	For investors
Intraday scalpers & day‑traders: Expect a liquid, volatile environment after the close. Look for tight bid‑ask spreads in the after‑hours market, but be prepared for rapid price swings. Use tight stop‑losses (e.g., 0.5 %–1 % of the pre‑release price) to manage the heightened volatility.	Long‑term holders: The earnings release is a information‑update rather than a permanent price driver. Focus on the fundamental implications (e.g., margin trends, guidance) rather than the short‑term price swing.
Algorithmic traders: Many systematic models have “earnings‑release” filters that increase order‑size. Verify that your model’s volatility‑adjusted position limits are sufficient to avoid over‑filling in a thin after‑hours market.	Portfolio managers: Anticipate potential re‑balancing from institutional accounts reacting to the earnings beat/miss. Review sector‑wide exposure (industrial services) to gauge whether the earnings move is idiosyncratic or part of a broader sector trend.
Options market makers: The implied‑volatility premium will rise on 12 Aug, creating an expansion in option premiums. Be ready for volatility crush after the 13 Aug call if the news resolves uncertainty.	Risk managers: Update scenario‑analysis for the day, especially if the earnings release includes new capital‑expenditure plans that could affect cash‑flow forecasts.

7. Bottom line

Volume: The earnings release will significantly lift the daily share‑count—likely 1.5–2× the 10‑day average—because both after‑hours and pre‑market participants will be active.
Volatility: The intraday high‑low range will expand to 2 %–5 % (or more if the results are surprising), and the realized volatility for the day will be well above the 10‑day rolling mean.
Direction: The actual price direction (up or down) hinges on the surprise component relative to consensus estimates and the tone of forward‑looking guidance.
After‑effects: The conference call on 13 Aug will keep a portion of the volatility alive, especially if the earnings release left unanswered questions.

In short, expect a busy, high‑volume, high‑volatility trading environment for TEAM (TISI) on August 12, 2025, with the magnitude of the reaction driven by the substance of the earnings numbers and any guidance disclosed. Traders should size their positions, adjust risk parameters, and be ready for rapid price movement both in the after‑hours window and during the regular‑session opening.