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

Implied ±8.7%, either direction.

AMTMNYSEServices-Business Services, NEC

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

21.86

Closed16:00 ET

Open22.00Volume3.0MMkt cap$5.3BP/E26.34EPS0.83

Day21.60 – 22.3336%52-wk17.72 – 38.1120%

AMTM

Amentum Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.7%implied · report alone

19.9623.78

straddle ±12.5%

spot 21.87exp Dec 18ATM strike 22.5ATM straddle 3.23IV 50%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 23

after close · in 23 days

est.Q4 FY26

Calendar

Next report

Last report

−8.22%

vs ±9.5% implied · ×0.87

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

81.00%

of AMTM revenue · U.S. federal government

customerAMTM 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.34%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

466 managers

Top fund weight

0.00%

AMTM weight · VTI

N-PORTJun 30 '26

2 funds

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

Amentum (AMTM) is expected to report on Nov 23 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 10 '26confirmed±9.5%▼−8.22%×0.87

quarterimplied−10%0+10%realized×

Q3 FY26±9.5%▼−8.22%×0.87

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

0.45OI · 4 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

264+8%Nov 2020d0.30873+10%0.30

report · Nov 23 · after close · est.

64+36%Dec 1848d142+17%

4,007−12%Jan 1576d0.3013,4350%0.30

4230%Apr 16167d2.56165+14%2.56

ExpiryPutsCallsP/C

Nov 2020d264+8%873+10%0.30

report · Nov 23 · after close · est.

Dec 1848d64+36%142+17%0.45

Jan 1576d4,007−12%

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

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

1.89%as filednet margin · revenue +0.35% QoQ · −1.99% YoY

Revenue

$3.5B+0.35% QoQ

Gross profit

$360M+4.35% QoQ

10.32% margin

Operating income

$144M+13.39% QoQ

4.13% margin

Pre-tax income

$94M+20.51% QoQ

Net income

$66M+22.22% QoQ

1.89% margin

Cost of revenue

$3.1B−0.10% QoQ

Operating expenses

$216M−0.92% QoQ

SG&A $122M

Other operating $94M

Other expense

$50M

Tax

$28M+16.67% QoQ

Revenue$3.5B+0.35%

Gross profit

$360M+4.35%

10.32% margin

Operating income

$144M+13.39%

4.13% margin

Pre-tax income

$94M+20.51%

Net income

$66M+22.22%

1.89% margin

Cost of revenue

$3.1B−0.10%

Operating expenses

$216M−0.92%

SG&A $122M

Other operating $94M

Other expense

$50M

Tax$28M+16.67%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '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

FOMC ×1.15· ±2.7% vs ±2.3% · 17 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.7%4 of 17×1.15

NFPjobs report±2.5%3 of 10×1.07

PPIproducer prices±2.3%5 of 11×0.98

PCEpersonal income & outlays±1.9%9 of 19×0.84

GDPgross domestic product±1.8%7 of 19×0.80

CPROFcorporate profits±1.6%5 of 12×0.71

CPIconsumer prices±1.3%5 of 11×0.56

Bar = avg |move| to ±3% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 10 '26 · confirmed	0.27	—
Q2 FY26	—	0.22	—
Q1 FY26	—	0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod