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

Implied ±6.5%, either direction.

ALSNNYSEMotor Vehicle Parts & Accessories

Allison Transmission Holdings Inc (ALSN) earnings date, market-implied expected move, and options open interest by expiry

107.59

Closed16:00 ET

Open109.11Volume656,700Mkt cap$8.9BP/E16.89EPS6.37Div yield1.06%

Day106.91 – 109.1131%52-wk77.37 – 136.9751%

ALSN

Allison Transmission Holdings Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.5%implied · report alone

101.00115.10

straddle ±7.9%

spot 108.05exp Nov 20ATM strike 110ATM straddle 10.10IV 48%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

after close · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

+5.43%

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

18.00%

of ALSN revenue · Daimler

customerALSN 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−2.29%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

568 managers

Top fund weight

0.01%

ALSN weight · VTI

N-PORTJun 30 '26

2 funds

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

Allison Transmission (ALSN) reports on Nov 2 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 3 '26confirmed—▲+5.43%—

quarterimplied−10%0+10%realized×

Q2 FY26—▲+5.43%—

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

0.28OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3680%Nov 2020d1,2990%

2830%Dec 1848d0.377680%0.37

540%Feb 19111d0.222440%0.22

ExpiryPutsCallsP/C

Nov 2020d3680%1,2990%0.28

Dec 1848d2830%7680%0.37

Feb 19111d540%2440%0.22

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

Positioning

Linked exposure

scenario · straddle±7.9%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

11.56%as filednet margin · revenue +11.38% QoQ · +92.38% YoY

Revenue

$1.6B+11.38% QoQ

Gross profit

$515M+26.85% QoQ

32.89% margin

Operating income

$291M+49.23% QoQ

18.58% margin

Pre-tax income

$228M+72.73% QoQ

Net income

$181M+61.61% QoQ

11.56% margin

Cost of revenue

$1.1B+5.10% QoQ

Operating expenses

$224M+6.16% QoQ

SG&A $168M

R&D $56M

Other expense

$63M

Tax

$47M+135.00% QoQ

Revenue$1.6B+11.38%

Gross profit

$515M+26.85%

32.89% margin

Operating income

$291M+49.23%

18.58% margin

Pre-tax income

$228M+72.73%

Net income

$181M+61.61%

11.56% margin

Cost of revenue

$1.1B+5.10%

Operating expenses

$224M+6.16%

SG&A $168M

R&D $56M

Other expense

$63M

Tax$47M+135.00%

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 · 16:00 ET

Intraday

Event sensitivity

NFP ×1.31· ±1.8% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%6 of 10×1.31

FOMCrate decision±1.5%12 of 24×1.10

PCEpersonal income & outlays±1.4%11 of 19×1.03

CPIconsumer prices±1.4%4 of 11×1.01

PPIproducer prices±1.3%5 of 11×0.92

CPROFcorporate profits±1.2%6 of 12×0.89

GDPgross domestic product±1.2%10 of 19×0.86

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

Earnings history

EPS 2.15 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	2.15	—
Q1 FY26	—	1.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod