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

Implied ±2.8%, either direction.

AMPYNYSECrude Petroleum & Natural Gas

Amplify Energy Corp. (AMPY) earnings date, market-implied expected move, and options open interest by expiry

4.27

Closed16:01 ET

Open4.35Volume661,943Mkt cap$177.0MP/E8.55EPS0.50

Day4.24 – 4.3530%52-wk3.65 – 6.7920%

AMPY

Amplify Energy Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.8%implied · report alone

4.154.39

straddle ±11.4%

spot 4.27exp Nov 20ATM strike 4ATM straddle 0.57IV 67%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

+8.41%

vs ±10.2% implied · ×0.82

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

21.00%

of AMPY revenue · HF Sinclair Corporation (formerly: Sinclair Oil & Gas Company)

customerAMPY 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+23.27%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

127 managers

Top fund weight

0.00%

AMPY weight · IWM

N-PORTJun 30 '26

3 funds

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

Amplify Energy (AMPY) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 10 '26confirmed±10.2%▲+8.41%×0.82

quarterimplied−15%0+15%realized×

Q2 FY26±10.2%▲+8.41%×0.82

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

0.05OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

42+200%Nov 2019d820+2%

624−18%Jan 1575d0.079,413−5%0.07

27+8%Apr 16166d0.013,2810%0.01

ExpiryPutsCallsP/C

Nov 2019d42+200%820+2%0.05

Jan 1575d624−18%9,413−5%0.07

Apr 16166d27+8%3,2810%0.01

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

Positioning

Linked exposure

scenario · straddle±11.4%

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

32.83%as filednet margin · revenue +40.63% QoQ · −22.93% YoY

Revenue

$53M+40.63% QoQ

Gross profit

$52M+41.68% QoQ

98.70% margin

Operating income

$23M+147.14% QoQ

44.12% margin

Pre-tax income

$23M+146.70% QoQ

Net income

$17M+145.39% QoQ

32.83% margin

Cost of revenue

$684,000−9.88% QoQ

Operating expenses

$29M−66.57% QoQ

Other operating $18M

SG&A $7M

Depreciation $5M

Other expense

$47,000

Tax

$6M+151.04% QoQ

Revenue$53M+40.63%

Gross profit

$52M+41.68%

98.70% margin

Operating income

$23M+147.14%

44.12% margin

Pre-tax income

$23M+146.70%

Net income

$17M+145.39%

32.83% margin

Cost of revenue

$684,000−9.88%

Operating expenses

$29M−66.57%

Other operating $18M

SG&A $7M

Depreciation $5M

Other expense

$47,000

Tax$6M+151.04%

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

CPI ×1.35· ±3.5% vs ±2.6% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.5%5 of 11×1.35

PPIproducer prices±3.4%6 of 11×1.33

GDPgross domestic product±3.3%10 of 19×1.28

CPROFcorporate profits±3.3%8 of 12×1.28

FOMCrate decision±2.6%13 of 24×1.03

PCEpersonal income & outlays±2.5%8 of 19×0.99

NFPjobs report±2.0%4 of 10×0.79

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	0.40	—
Q1 FY26	—	-0.93	—
Q3 FY25	—	-0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod