What move does the options market price into American Eagle Outfitters's report?

Implied ±3.0%, either direction.

How often does American Eagle Outfitters move more than the options market prices?

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

AEONYSERetail-Family Clothing Stores

American Eagle Outfitters Inc (AEO) earnings date, market-implied expected move, and options open interest by expiry

19.91

−0.46 · −2.26%

post 19.91 0.00%

After hours16:00 ETdelayed

Open20.40Volume3.3MMkt cap$3.4BP/E10.11EPS1.97Div yield2.45%

Day19.91 – 20.530%52-wk14.00 – 27.7443%

AEO

American Eagle Outfitters Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.0%implied · report alone

8Q avg ±14.1%·×0.22·cheap

19.7520.99

straddle ±13.0%

spot 20.37exp Dec 4ATM strike 20.5ATM straddle 3.11IV 68%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Dec 1

after close · in 25 days

est.Q3 FY26

Calendar

Next report

Last report

−13.97%

vs ±11.9% implied · ×1.17

shaded = implied · ▲▼ = realized

Sep 9 '26 · confirmed

Implied vs realized

Linked news

1dMAC · supplierMacerich posts net loss of $16,137 thousand, leasing revenue $239,929 thousand

News

Largest filed tie

13F top-10 QoQ

+13.05%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

343 managers

Top fund weight

0.08%

AEO weight · IWM

N-PORTJun 30 '26

4 funds

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

American Eagle Outfitters (AEO) is expected to report on Dec 1 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±9.8%
avg realized: ±14.1%

Dec 4 '24Dec 4 '24confirmed±8.0%▼−14.26%×1.78

Mar 12 '25Mar 12 '25confirmed±7.6%▼−4.10%×0.54

May 29 '25May 29 '25confirmed±8.0%▼−1.97%×0.25

Sep 3 '25Sep 3 '25confirmed±10.9%▲+37.96%×3.48

Q3 FY25Dec 2 '25confirmed±11.8%▲+15.07%×1.28

Mar 4 '26Mar 4 '26confirmed±10.2%▼−13.90%×1.36

Q1 FY26May 28 '26confirmed±10.2%▼−11.83%×1.16

Q2 FY26Sep 9 '26confirmed±11.9%▼−13.97%×1.17

quarterimplied−40%0+40%realized×

Q2 FY26±11.9%▼−13.97%×1.17

Q1 FY26±10.2%▼−11.83%×1.16

Mar '26±10.2%▼−13.90%×1.36

Q3 FY25±11.8%▲+15.07%×1.28

Sep '25±10.9%▲+37.96%×3.48

May '25±8.0%▼−1.97%×0.25

2 older reports

Mar '25±7.6%▼−4.10%×0.54

Dec '24±8.0%▼−14.26%×1.78

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

Implied vs realized

Positioning

OI · 9 expiries · Nov 5 close

0.69OI · 9 expiries · Nov 5 closeP/C open interest · Dec 4 · first expiry after the report

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

2 nearer expiries

2,006+30%Nov 60d1.171,711+35%1.17

729+32%Nov 137d1.14640+40%1.14

16,0690%Nov 2014d0.6425,052+1%0.64

316+23%Nov 2721d1.51209+16%1.51

report · Dec 1 · after close · est.

48—Dec 428d70—

91—Dec 1135d2.4637—2.46

752+59%Dec 1842d0.116,902+168%0.11

2 later expiries

19,5620%Jan 1570d1.0019,582−1%1.00

5,006+5%Feb 19105d1.513,326+1%1.51

ExpiryPutsCallsP/C

2 nearer expiries

Nov 60d2,006+30%1,711+35%1.17

Nov 137d729+32%640+40%1.14

Nov 2014d16,0690%25,052+1%0.64

Nov 2721d316+23%209+16%1.51

report · Dec 1 · after close · est.

Dec 428d48—70—0.69

Dec 1135d91—37—2.46

Dec 1842d752+59%6,902+168%0.11

2 later expiries

Jan 1570d19,5620%19,582−1%1.00

Feb 19105d5,006+5%3,326+1%1.51

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

Positioning

Linked exposure

scenario · straddle±13.0%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

MAC±2.6%×0.20

Dashed = straddle · × = co-movement · max 499dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

9.68%as filednet margin · revenue +15.49% QoQ · +7.53% YoY

Revenue

$1.4B+15.49% QoQ

Gross profit

$672M+47.33% QoQ

48.69% margin

Operating income

$211M+648.97% QoQ

15.32% margin

Pre-tax income

$178M+545.23% QoQ

Net income

$134M+482.84% QoQ

9.68% margin

Cost of revenue

$708M−4.17% QoQ

Operating expenses

$461M+7.64% QoQ

SG&A $408M

Depreciation $52M

Other expense

$33M

Tax

$44M+852.47% QoQ

Revenue$1.4B+15.49%

Gross profit

$672M+47.33%

48.69% margin

Operating income

$211M+648.97%

15.32% margin

Pre-tax income

$178M+545.23%

Net income

$134M+482.84%

9.68% margin

Cost of revenue

$708M−4.17%

Operating expenses

$461M+7.64%

SG&A $408M

Depreciation $52M

Other expense

$33M

Tax$44M+852.47%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.51· ±3.5% vs ±2.3% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.5%4 of 11×1.51

PCEpersonal income & outlays±2.4%8 of 20×1.01

CPIconsumer prices±2.3%6 of 11×0.99

NFPjobs report±2.1%5 of 10×0.90

GDPgross domestic product±1.8%8 of 20×0.77

CPROFcorporate profits±1.8%4 of 12×0.76

FOMCrate decision±1.7%10 of 24×0.72

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.79 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 9 '26 · confirmed	0.79	—
Q1 FY26	May 28 '26 · confirmed	0.14	—
Q3 FY25	Dec 2 '25 · confirmed	0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod