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

Implied ±9.5%, either direction.

How often does AIRO move more than the options market prices?

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

AIRONasdaqAircraft

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

5.46

−0.05 · −0.91%

Regular session09:31 ET

Open5.59Volume365,891Mkt cap$173.4MEPS-0.92

Day5.46 – 5.590%52-wk4.53 – 15.708%

AIRO

AIRO Group Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.5%implied · report alone

8Q avg ±15.8%·×0.60·cheap

4.996.03

straddle ±15.8%

spot 5.51exp Nov 20ATM strike 5ATM straddle 1.02IV 103%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 13

before open · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

+26.15%

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

6dHON · customerHoneywell Technologies Helps Royal Caribbean Personalize the Guest Experience With Connected Cabin Automation System

News

Largest filed tie

13F top-10 QoQ

+8.81%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

96 managers

Top fund weight

0.01%

AIRO weight · IWM

N-PORTJun 30 '26

3 funds

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

AIRO (AIRO) is expected to report on Nov 13 before open (estimated date).

Implied vs realized

5 reports

2 of 4≥ implied

avg implied: ±14.0%
avg realized: ±13.3%

Aug 14 '25Aug 14 '25confirmed±10.4%▲+5.52%×0.53

Q3 FY25Nov 14 '25confirmed±18.5%▼−20.78%×1.12

Q1 FY26Mar 31 '26confirmed±17.5%▼−11.26%×0.64

May 14 '26May 14 '26confirmed±9.7%▼−15.52%×1.60

Q2 FY26Aug 13 '26confirmed—▲+26.15%—

quarterimplied−30%0+30%realized×

Q2 FY26—▲+26.15%—

May '26±9.7%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.79OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

191−1%Nov 2016d2410%

6340%Jan 1572d0.173,8080%0.17

890%Apr 16163d0.14626+11%0.14

ExpiryPutsCallsP/C

Nov 2016d191−1%2410%0.79

Jan 1572d6340%3,8080%0.17

Apr 16163d890%626+11%0.14

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

Positioning

Linked exposure

scenario · straddle±15.8%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−4.62%as filednet margin · revenue +385.11% QoQ · +75.89% YoY

Revenue$43M+385.11%

Gross profit$28M64.12%+1070.70%

Operating income$2M3.83%+109.64%

Pre-tax income$2M+112.09%

Net income−$2M−4.62%+87.10%

Cost of revenue$15M+137.04%

Operating expenses$26M+33.35%

Tax$4M+346.93%

Other income$414,000+590.00%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:30 ET

Intraday

Event sensitivity

CPROF ×1.62· ±6.9% vs ±4.2% · 10 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±6.9%5 of 10×1.62

GDPgross domestic product±5.7%8 of 14×1.35

PPIproducer prices±5.6%5 of 10×1.32

PCEpersonal income & outlays±5.2%6 of 14×1.23

FOMCrate decision±4.2%2 of 11×0.99

NFPjobs report±4.0%5 of 10×0.95

CPIconsumer prices±3.7%6 of 10×0.86

Bar = avg |move| to ±7% · tick = ±4.2% avg day · ×base = |move| ÷ ±4.2% · min 6 releases

Earnings history

EPS -0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.06	—
Q1 FY26	Mar 31 '26 · confirmed	-0.49	—
Q3 FY25	Nov 14 '25 · confirmed	-0.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod