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

Implied ±8.5%, either direction.

How often does Allegiant Travel move more than the options market prices?

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

ALGTNasdaqAir Transportation, Scheduled

Allegiant Travel Co (ALGT) earnings date, market-implied expected move, and options open interest by expiry

70.78

−2.08 · −2.86%

post 70.78 0.00%

Closed16:00 ET

Open72.08Volume358,361Mkt cap$2.0BP/E75.05

Day69.36 – 72.0852%52-wk57.11 – 123.6321%

ALGT

Allegiant Travel Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.5%implied · report alone

8Q avg ±6.3%·×1.35·rich

65.2877.40

straddle ±12.5%

spot 71.34exp Nov 20ATM strike 70ATM straddle 10.50IV 77%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−1.05%

vs ±12.6% implied · ×0.08

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+39.01%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

303 managers

Top fund weight

0.09%

ALGT weight · IWM

N-PORTJun 30 '26

3 funds

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

Allegiant Travel (ALGT) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.8%
avg realized: ±6.3%

Oct 30 '24Oct 30 '24confirmed±12.7%▲+3.26%×0.26

Feb 4 '25Feb 4 '25confirmed±8.0%▼−15.32%×1.91

May 6 '25May 6 '25confirmed±9.7%▲+3.66%×0.38

Aug 4 '25Aug 4 '25confirmed±9.8%▲+0.58%×0.06

Q3 FY25Nov 4 '25confirmed±11.0%▲+25.06%×2.28

Feb 4 '26Feb 4 '26confirmed±10.5%▼−0.44%×0.04

Q1 FY26Apr 30 '26confirmed±11.6%▼−0.82%×0.07

Q2 FY26Aug 4 '26confirmed±12.6%▼−1.05%×0.08

quarterimplied−30%0+30%realized×

Q2 FY26±12.6%▼−1.05%×0.08

Q1 FY26±11.6%▼−0.82%×0.07

Feb '26±10.5%▼−0.44%×0.04

Q3 FY25±11.0%▲+25.06%×2.28

Aug '25±9.8%▲+0.58%×0.06

May '25±9.7%▲+3.66%×0.38

2 older reports

Feb '25±8.0%▼−15.32%×1.91

Oct '24±12.7%▲+3.26%×0.26

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

1.14OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

711+4%Nov 2019d621+48%

4+100%Dec 1847d0.0947+4600%0.09

437−1%Jan 1575d0.59738+8%0.59

9510%Apr 16166d0.701,355+4%0.70

ExpiryPutsCallsP/C

Nov 2019d711+4%621+48%1.14

Dec 1847d4+100%47+4600%0.09

Jan 1575d437−1%738+8%0.59

Apr 16166d9510%1,355+4%0.70

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

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

BA±2.6%×0.21

Customers 1

BAC±2.1%×0.17

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

Linked exposure

Revenue flow

as filedQ2 FY26

−0.52%as filednet margin · revenue +28.82% QoQ · +36.86% YoY

Revenue$943M+28.82%

Gross profit$386M40.86%+49.64%

Operating income$21M2.24%−73.97%

Pre-tax income−$5M−107.91%

Net income−$5M−0.52%−111.44%

Cost of revenue$558M+17.52%

Operating expenses$364M+106.43%

Tax−$360,000−101.53%

Other expense−$26M−74.63%

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 · 16:00 ET

Intraday

Event sensitivity

PPI ×1.25· ±3.5% vs ±2.8% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.5%6 of 11×1.25

CPIconsumer prices±3.3%3 of 11×1.17

FOMCrate decision±2.3%10 of 24×0.83

NFPjobs report±2.3%4 of 10×0.81

PCEpersonal income & outlays±1.7%12 of 20×0.62

GDPgross domestic product±1.5%9 of 20×0.55

CPROFcorporate profits±1.3%4 of 12×0.46

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.21	—
Q1 FY26	Apr 30 '26 · confirmed	2.30	—
Q3 FY25	Nov 4 '25 · confirmed	-2.41	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod