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

Implied ±1.4%, either direction.

ADTNYSEServices-Detective, Guard & Armored Car Services

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

9.88

+0.01 · +0.05%

post 9.86 −0.15%

Closed19:53 ET

Open9.88Volume53.9MMkt cap$7.2BP/E11.76Div yield2.23%

Day9.86 – 9.890%52-wk6.03 – 10.0096%

ADT

ADT Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.4%implied · report alone

8Q avg ±7.0%·×0.20·cheap

9.7210.00

straddle ±1.9%

spot 9.86exp Nov 20ATM strike 10ATM straddle 0.23IV 11%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

before open · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

+1.35%

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

6hGOOGL · supplierGoogle taught the world how to search. Now it faces a revolution it can’t afford to lose.

News

Largest filed tie

13F top-10 QoQ

+5.62%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

454 managers

Top fund weight

0.08%

ADT weight · REVS

N-PORTJul 31 '26

3 funds

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

ADT (ADT) is expected to report on Nov 3 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Oct 24 '24Oct 24 '24confirmed—▲+17.63%—

Feb 27 '25Feb 27 '25confirmed—▲+7.83%—

Apr 24 '25Apr 24 '25confirmed—▼−2.02%—

Jul 24 '25Jul 24 '25confirmed—▲+2.85%—

Nov 4 '25Nov 4 '25confirmed—▼−8.08%—

Q1 FY26Mar 2 '26confirmed—▼−11.22%—

Apr 30 '26Apr 30 '26confirmed—▲+5.02%—

Q2 FY26Jul 30 '26confirmed—▲+1.35%—

quarterimplied−20%0+20%realized×

Q2 FY26—▲+1.35%—

Apr '26—▲+5.02%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.27OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,830+111%Nov 2020d6,894+46%

1,779+62%Dec 1848d0.1018,585+135%0.10

1,097+90%Jan 1576d0.176,635+477%0.17

518+1339%Feb 19111d0.311,691+130%0.31

ExpiryPutsCallsP/C

Nov 2020d1,830+111%6,894+46%0.27

Dec 1848d1,779+62%18,585+135%0.10

Jan 1576d1,097+90%6,635+477%0.17

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

Positioning

Linked exposure

scenario · straddle±1.9%

Funds 3

REVS±0.0%

VTI±0.0%

VT±0.0%

Suppliers 3

ARLO±0.9%×0.48

ALRM±0.7%×0.36

GOOGL±0.5%×0.27

Customers 1

LYFT±1.0%×0.54

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

Linked exposure

Revenue flow

as filedQ2 FY26

11.72%as filednet margin · revenue +2.64% QoQ · +1.96% YoY

Revenue

$1.3B+2.64% QoQ

Gross profit

$1.0B+1.26% QoQ

79.92% margin

Operating income

$316M−2.93% QoQ

24.07% margin

Pre-tax income

$216M−5.09% QoQ

Net income

$154M−8.63% QoQ

11.72% margin

Cost of revenue

$264M+8.52% QoQ

Operating expenses

$733M+3.18% QoQ

SG&A $386M

Depreciation $347M

Other expense

$100M

Tax

$61M+4.65% QoQ

Revenue$1.3B+2.64%

Gross profit

$1.0B+1.26%

79.92% margin

Operating income

$316M−2.93%

24.07% margin

Pre-tax income

$216M−5.09%

Net income

$154M−8.63%

11.72% margin

Cost of revenue

$264M+8.52%

Operating expenses

$733M+3.18%

SG&A $386M

Depreciation $347M

Other expense

$100M

Tax$61M+4.65%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

GDP ×1.08· ±1.5% vs ±1.4% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±1.5%14 of 19×1.08

PPIproducer prices±1.4%8 of 11×1.03

FOMCrate decision±1.4%12 of 24×1.00

NFPjobs report±1.2%3 of 10×0.89

PCEpersonal income & outlays±1.2%13 of 19×0.86

CPROFcorporate profits±0.9%6 of 12×0.65

CPIconsumer prices±0.9%3 of 11×0.63

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.38 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	0.38	—
Q1 FY26	Mar 2 '26 · confirmed	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod