What move does the options market price into American Electric Power's report?

Implied ±7.4%, either direction · provisional.

How often does American Electric Power move more than the options market prices?

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

AEPNasdaqElectric Services

American Electric Power Co Inc (AEP) earnings date, market-implied expected move, and options open interest by expiry

129.85

pre 130.67 +0.62%

Pre-market07:51 ETdelayed

Open129.12Volume3.2MMkt cap$71.5BP/E22.41EPS5.83Div yield2.93%

Day128.30 – 130.67100%52-wk110.01 – 139.5270%

AEP

American Electric Power Co Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · straddle

120.26139.46

spot 129.86exp Feb 19ATM strike 130ATM straddle 11.30IV 20%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 11

before open · in 99 days

est.Q4 FY26

Calendar

Next report

Last report

−1.61%

vs ±4.1% implied · ×0.40

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

1dCIFR · customerCipher Digital reports net loss of $350,249 thousand for nine months ended Sept. 30, 2026

News

Largest filed tie

13F top-10 QoQ

+20.04%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,987 managers

Top fund weight

5.24%

AEP weight · XLU

N-PORTJun 30 '26

11 funds

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

American Electric Power (AEP) is expected to report on Feb 11 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±3.7%
avg realized: ±2.4%

Feb 13 '25Feb 13 '25confirmed±3.0%▼−1.33%×0.45

May 6 '25May 6 '25confirmed±4.1%0.00%×0.00

Jul 30 '25Jul 30 '25confirmed±3.5%▲+3.69%×1.05

Oct 29 '25Oct 29 '25confirmed±3.9%▲+6.08%×1.56

Feb 12 '26Feb 12 '26confirmed±3.2%▲+3.42%×1.05

Q1 FY26May 5 '26confirmed±3.4%▲+1.77%×0.52

Q2 FY26Jul 30 '26confirmed±4.8%▼−1.25%×0.26

Oct 28 '26Oct 28 '26confirmed±4.1%▼−1.61%×0.40

quarterimplied−10%0+10%realized×

Oct '26±4.1%▼−1.61%×0.40

Q2 FY26±4.8%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.70OI · 5 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

5,979+2%Nov 2016d0.5910,204+2%0.59

3,427+1%Dec 1844d0.923,718+1%0.92

5,732+3%Jan 1572d0.5011,4590%0.50

report · Feb 11 · before open · est.

228+41%Feb 19107d324+4%

1,559+1%Mar 19135d1.071,4550%1.07

ExpiryPutsCallsP/C

Nov 2016d5,979+2%10,204+2%0.59

Dec 1844d3,427+1%3,718+1%0.92

Jan 1572d5,732+3%11,4590%0.50

report · Feb 11 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±7.4%

Funds 4

XLU±0.4%

QQQ±0.0%

VIG±0.0%

VTV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

13.72%as filednet margin · revenue −9.55% QoQ · +7.04% YoY

Revenue

$5.4B−9.55% QoQ

Gross profit

$3.8B−1.54% QoQ

70.56% margin

Operating income

$1.2B−8.31% QoQ

22.90% margin

Pre-tax income

$770M−16.49% QoQ

Net income

$747M−17.28% QoQ

13.72% margin

Cost of revenue

$1.6B−24.32% QoQ

Operating expenses

$2.6B+2.08% QoQ

Depreciation $910M

Other operating $871M

SG&A $814M

Other expense

$477M

Tax

$52M+18.18% QoQ

Revenue$5.4B−9.55%

Gross profit

$3.8B−1.54%

70.56% margin

Operating income

$1.2B−8.31%

22.90% margin

Pre-tax income

$770M−16.49%

Net income

$747M−17.28%

13.72% margin

Cost of revenue

$1.6B−24.32%

Operating expenses

$2.6B+2.08%

Depreciation $910M

Other operating $871M

SG&A $814M

Other expense

$477M

Tax$52M+18.18%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 07:45 ET

Intraday

Event sensitivity

FOMC ×1.56· ±1.4% vs ±0.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%8 of 24×1.56

PPIproducer prices±1.2%5 of 11×1.37

GDPgross domestic product±1.1%11 of 20×1.23

CPROFcorporate profits±1.1%7 of 12×1.16

PCEpersonal income & outlays±0.9%12 of 20×0.99

NFPjobs report±0.8%5 of 10×0.85

CPIconsumer prices±0.8%7 of 11×0.85

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 1.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	1.30	—
Q1 FY26	May 5 '26 · confirmed	1.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod