What move does the options market price into Acadia Healthcare's report?

Implied ±23.7%, either direction · provisional.

ACHCNasdaqServices-Specialty Outpatient Facilities, NEC

Acadia Healthcare Company, Inc. (ACHC) earnings date, market-implied expected move, and options open interest by expiry

32.25

pre 34.25 +6.20%

Pre-market08:11 ETdelayed

Open33.25Volume5.1MMkt cap$3.0BEPS-12.43

Day33.25 – 34.25100%52-wk11.43 – 35.8394%

ACHC

Acadia Healthcare Company, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.7%implied · straddle

24.6239.88

spot 32.25exp Mar 19ATM strike 30ATM straddle 8.98IV 58%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 24

before open · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedQ3 FY26Nov 3 close

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.40%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

314 managers

Top fund weight

0.09%

ACHC weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Acadia Healthcare (ACHC) is expected to report on Feb 24 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Jul 28 '26confirmed—▼−16.34%—

quarterimplied−20%0+20%realized×

Q2 FY26—▼−16.34%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.67OI · 4 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4640%Nov 2015d0.657100%0.65

1,4460%Dec 1843d0.473,0550%0.47

1,8000%Jan 1571d0.404,5000%0.40

report · Feb 24 · before open · est.

1420%Mar 19134d2130%

ExpiryPutsCallsP/C

Nov 2015d4640%7100%0.65

Dec 1843d1,4460%3,0550%0.47

Jan 1571d1,8000%4,5000%0.40

report · Feb 24 · before open · est.

Mar 19134d1420%2130%0.67

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±23.7%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

4.32%as filednet margin · revenue +3.40% QoQ · +5.14% YoY

Revenue

$895M+3.40% QoQ

Gross profit

$405M+3.39% QoQ

45.24% margin

Operating income

$94M+55.76% QoQ

10.47% margin

Pre-tax income

$56M+156.59% QoQ

Net income

$39M+215.25% QoQ

4.32% margin

Cost of revenue

$490M+3.41% QoQ

Operating expenses

$311M−6.11% QoQ

SG&A $226M

Depreciation $53M

Other operating $12M

Other operating $20M

Other expense

$37M

Tax

$18M+82.80% QoQ

Revenue$895M+3.40%

Gross profit

$405M+3.39%

45.24% margin

Operating income

$94M+55.76%

10.47% margin

Pre-tax income

$56M+156.59%

Net income

$39M+215.25%

4.32% margin

Cost of revenue

$490M+3.41%

Operating expenses

$311M−6.11%

SG&A $226M

Depreciation $53M

Other operating $12M

Other expense

$37M

Tax$18M+82.80%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 08:00 ET

Intraday

Event sensitivity

PCE ×1.75· ±4.0% vs ±2.3% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±4.0%9 of 19×1.75

CPIconsumer prices±3.7%4 of 10×1.63

NFPjobs report±3.5%8 of 10×1.55

PPIproducer prices±3.3%7 of 10×1.46

GDPgross domestic product±3.0%11 of 19×1.30

CPROFcorporate profits±2.9%8 of 12×1.28

FOMCrate decision±2.4%10 of 24×1.04

Bar = avg |move| to ±5% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.38 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.38	—
Q2 FY26	Jul 28 '26 · confirmed	0.12	—
Q1 FY26	—	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod