What move does the options market price into Archer Aviation's report?

Implied ±7.3%, either direction.

How often does Archer Aviation move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

ACHRNYSEAircraft

Archer Aviation Inc. (ACHR) earnings date, market-implied expected move, and options open interest by expiry

4.19

Closed19:31 ET

Open4.26Volume19.0MMkt cap$3.2BEPS-1.08

Day4.09 – 4.2854%52-wk3.68 – 11.467%

ACHR

Archer Aviation Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.3%implied · straddle

8Q avg ±10.4%·×0.70·cheap

3.894.51

spot 4.20exp Nov 6ATM strike 4ATM straddle 0.36IV 70%

Oct 30 close

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+8.47%

vs ±12.3% implied · ×0.69

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Linked news

11dUAL · customerUnited Airlines set to open its biggest airport lounge in $2.6 billion overhaul at Houston hub

News

Largest filed tie

13F top-10 QoQ

+7.11%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

530 managers

Top fund weight

1.17%

ACHR weight · ARKK

N-PORTJul 31 '26

5 funds

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

Archer Aviation (ACHR) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±9.9%
avg realized: ±10.4%

Nov 7 '24Nov 7 '24confirmed±7.2%▲+11.14%×1.55

Feb 27 '25Feb 27 '25confirmed±8.1%▲+12.12%×1.49

May 12 '25May 12 '25confirmed±10.9%▲+22.91%×2.11

Aug 11 '25Aug 11 '25confirmed±11.5%▲+7.44%×0.65

Q3 FY25Nov 6 '25confirmed±7.9%▼−7.88%×0.99

Q1 FY26Mar 2 '26confirmed±10.5%▼−10.64%×1.02

May 11 '26May 11 '26confirmed±10.5%▼−2.29%×0.22

Q2 FY26Aug 10 '26confirmed±12.3%▲+8.47%×0.69

quarterimplied−25%0+25%realized×

Q2 FY26±12.3%▲+8.47%×0.69

May '26±10.5%▼−2.29%×0.22

Q1 FY26±10.5%▼−10.64%×1.02

Q3 FY25±7.9%▼−7.88%×0.99

Aug '25±11.5%▲+7.44%×0.65

May '25±10.9%▲+22.91%×2.11

2 older reports

Feb '25±8.1%▲+12.12%×1.49

Nov '24±7.2%▲+11.14%×1.55

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 26 close

0.53OI · 8 expiries · Oct 26 closeP/C open interest · Nov 6 · first expiry after the report

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

4,451+9%Nov 65d8,369+11%

4,799+23%Nov 1312d0.3613,156+2%0.36

7,984+1%Nov 2019d0.2531,777+3%0.25

1,328+1%Nov 2726d0.452,968+11%0.45

0—Dec 433d—0——

3 later expiries

549+8%Dec 1847d0.232,369+24%0.23

54,0440%Jan 1575d0.16331,120−1%0.16

5,841−1%Apr 16166d0.3914,900+4%0.39

ExpiryPutsCallsP/C

Nov 65d4,451+9%8,369+11%0.53

Nov 1312d4,799+23%13,156+2%0.36

Nov 2019d7,984+1%31,777+3%0.25

Nov 2726d1,328+1%2,968+11%0.45

Dec 433d0—0——

3 later expiries

Dec 1847d549+8%2,369+24%0.23

Jan 1575d54,0440%331,120−1%0.16

Apr 16166d5,841−1%14,900+4%0.39

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

Positioning

Linked exposure

scenario · straddle±7.3%

Funds 4

ARKK±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

STLA±1.2%×0.16

Customers 1

UAL±1.4%×0.19

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−5264.00%as filednet margin · revenue +212.50% QoQ

Revenue$5M+212.50%

Gross profit$5M100.00%+212.50%

Operating income−$279M−5584.00%−9.66%

Pre-tax income−$263M−20.96%

Net income−$263M−5264.00%−20.90%

Cost of revenue$0—

Operating expenses$284M+10.93%

Tax$0−100.00%

Other income$16M−56.76%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.09· ±4.1% vs ±3.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.1%5 of 10×1.09

PCEpersonal income & outlays±4.0%6 of 19×1.07

NFPjobs report±3.7%5 of 10×0.98

CPROFcorporate profits±3.6%4 of 12×0.97

GDPgross domestic product±3.5%7 of 19×0.95

CPIconsumer prices±3.5%6 of 10×0.93

FOMCrate decision±2.9%9 of 24×0.79

Bar = avg |move| to ±5% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.34 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.34	—
Q1 FY26	Mar 2 '26 · confirmed	-0.28	—
Q3 FY25	Nov 6 '25 · confirmed	-0.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod